fix: update docs to add hist exog list instead of previous behaviour (#…

…520)

nbs/docs/capabilities/forecast/02_exogenous_variables.ipynb

@@ -131,7 +131,9 @@
     "    h=24,\n",
     "    id_col='unique_id',\n",
     "    target_col='y',\n",
-    "    time_col='ds'\n",
+    "    time_col='ds',\n",
+    "    # Add the columns of `df` that will be considered as historical\n",
+    "    hist_exog_list=['Exogenous1', 'Exogenous2', 'day_0', 'day_1', 'day_2', 'day_3', 'day_4', 'day_5', 'day_6']\n",
     ")\n"
    ]
   },
@@ -185,8 +187,10 @@
     "# Load the future value of exogenous variables over the forecast horizon\n",
     "future_ex_vars_df = pd.read_csv('https://raw.githubusercontent.com/Nixtla/transfer-learning-time-series/main/datasets/electricity-short-future-ex-vars.csv')\n",
     "\n",
-    "# We will only use 2 exogenous of future_ex_vars_df. The columns not included in future_ex_vars_df will be considered as historical exogenous variables, as the future values have not been supplied.\n",
+    "# We will only use 2 exogenous of future_ex_vars_df\n",
     "future_ex_vars_df = future_ex_vars_df[[\"unique_id\", \"ds\", \"Exogenous1\", \"Exogenous2\"]]\n",
+    "# To pass historical exogenous variables, we need to add the list of columns\n",
+    "# in the `hist_exog_list` as follows.\n",
     "\n",
     "# Forecast\n",
     "forecast_df = nixtla_client.forecast(\n",
@@ -195,7 +199,9 @@
     "    h=24,\n",
     "    id_col='unique_id',\n",
     "    target_col='y',\n",
-    "    time_col='ds'\n",
+    "    time_col='ds',\n",
+    "    # Add the columns of `df` that will be considered as historical\n",
+    "    hist_exog_list=['day_0', 'day_1', 'day_2', 'day_3', 'day_4', 'day_5', 'day_6']\n",
     ")"
    ]
   },
@@ -230,5 +236,5 @@
   }
  },
  "nbformat": 4,
- "nbformat_minor": 2
+ "nbformat_minor": 4
 }