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time-series-foundation-models / lag-llama

Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting
Apache License 2.0
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Holiday consideration #28

Closed moghadas76 closed 2 months ago

moghadas76 commented 3 months ago

Hi, Why you did not consider holidays in the preprocessing? Best regards

ashok-arjun commented 3 months ago

Hi @moghadas76, thanks for the comment.

Holiday indicators are typically used as covariates to additionally condition the model on.

The current version of lag-llama does not take in any covariates, although it takes in time features if you note.

We plan to support having covariates such as holiday indicators in a future version of lag-llama, but there's no ETA as of now on its release.

Best, Arjun