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feat: distinguish between historical and future exogenous variables in cross validation #522

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AzulGarza opened this issue Nov 4, 2024 · 0 comments · May be fixed by #534
Open

feat: distinguish between historical and future exogenous variables in cross validation #522

AzulGarza opened this issue Nov 4, 2024 · 0 comments · May be fixed by #534
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enhancement feature

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@AzulGarza
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Description

currently, cross-validation is designed to treat all exogenous variables as future variables by default. moving forward, we aim to align cross-validation settings more closely with forecast settings, enabling differentiation between historical and future exogenous variables.

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feat: add hist_exog_list argument to cross_validation Nixtla/nixtla
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@AzulGarza