Exogenous Variables for Forecasting

[yeongnamtan]

I need to do forecast for Dissolved Oxygen. I have exogenous variables like weather temperature, nutrient level, etc which affect dissolved oxygen in the open sea.

What if we don't have the FUTURE values of those exogenous variables?

https://docs.nixtla.io/docs/capabilities-forecast-add_exogenous_variables: To model with exogenous features, include them in the DataFrame you pass to the forecast method. Provide the future values of these exogenous features over the forecast horizon using the X_df parameter.

[elephaint]

Hi, apologies for the late reply.

This tutorial can be followed - it specifically addresses the issue where one doesn't have the future values of the exogenous.

Hope this helps.

[elephaint]

@yeongnamtan #453 will add the capability for including historical exogenous variables. The tutorials will be updated accordingly too.