Add exogenous variables
To model with exogenous features, you have two options: 1. Use
historical exogenous variables: include these variables in the DataFrame
you pass to the forecast
method 2. Use future exogenous variables:
include these variables in the DataFrame you pass to the forecast
method and provide the future values of these exogenous features over
the forecast horizon using the X_df
parameter.
👍 Use an Azure AI endpoint
To use an Azure AI endpoint, set the
base_url
argument:
nixtla_client = NixtlaClient(base_url="you azure ai endpoint", api_key="your api_key")
1. Historical exogenous variables
2. Future exogenous variables
3. Historical and future exogenous variables
📘 Available models in Azure AI
If you use an Azure AI endpoint, set
model="azureai"
nixtla_client.detect_anomalies(..., model="azureai")
For the public API, two models are supported:
timegpt-1
andtimegpt-1-long-horizon
.By default,
timegpt-1
is used. See this tutorial for details on usingtimegpt-1-long-horizon
.
For more details on using exogenous features with TimeGPT, read our in-depth tutorials on Exogenous variables and on Categorical variables.
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