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Transformer based models with non-calendar exogenous variables

Open cchallu opened this issue 3 years ago • 0 comments

Transformer models need calendar variables and they do not admit additional exogenous variables.

For them to work in different settings than in the benchmark datasets they should:

  1. Not always need calendar variables.
  2. Admit additional exogenous variables.

cchallu avatar Feb 15 '22 20:02 cchallu