Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

How would you include exogenous variables? #22

Open
srggrs opened this issue Mar 21, 2024 · 2 comments
Open

How would you include exogenous variables? #22

srggrs opened this issue Mar 21, 2024 · 2 comments
Labels
FAQ Frequently asked question

Comments

@srggrs
Copy link

srggrs commented Mar 21, 2024

I was wondering if it is possible to add exogenous variables as extra features to use in the model. Cheers

@lostella
Copy link
Contributor

Hi @srggrs, currently this is not possible out of the box: Chronos models only makes predictions based on historical data of the target series. This is definitely something to add in future work. I think the major difficulty in dealing with exogenous variables in a pre-trained manner is finding good data in large amounts. Definitely something that requires deeper research.

@lostella lostella added the FAQ Frequently asked question label Mar 21, 2024
@srggrs
Copy link
Author

srggrs commented Mar 21, 2024

yeah makes sense! Thanks!

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
FAQ Frequently asked question
Projects
None yet
Development

No branches or pull requests

2 participants