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.

import pandas as pd
from nixtla import NixtlaClient

nixtla_client = NixtlaClient(
    # defaults to os.environ.get("NIXTLA_API_KEY")
    api_key = 'my_api_key_provided_by_nixtla'
)

👍

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")

# Read data
df = pd.read_csv('https://raw.githubusercontent.com/Nixtla/transfer-learning-time-series/main/datasets/electricity-short-with-ex-vars.csv')

# Load the future value of exogenous variables over the forecast horizon
future_ex_vars_df = pd.read_csv('https://raw.githubusercontent.com/Nixtla/transfer-learning-time-series/main/datasets/electricity-short-future-ex-vars.csv')

# Forecast
forecast_df = nixtla_client.forecast(
    df=df, 
    X_df=future_ex_vars_df, 
    h=24,
    id_col='unique_id',
    target_col='y',
    time_col='ds'
)

INFO:nixtla.nixtla_client:Validating inputs...
INFO:nixtla.nixtla_client:Preprocessing dataframes...
INFO:nixtla.nixtla_client:Inferred freq: H
INFO:nixtla.nixtla_client:Using the following exogenous variables: Exogenous1, Exogenous2, day_0, day_1, day_2, day_3, day_4, day_5, day_6
INFO:nixtla.nixtla_client:Calling Forecast Endpoint...

📘

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 and timegpt-1-long-horizon.

By default, timegpt-1 is used. See this tutorial for details on using timegpt-1-long-horizon.

For more details on using exogenous features with TimeGPT, read our in-depth tutorials on Exogenous variables and on Categorical variables.