diff --git a/src/fev/adapters.py b/src/fev/adapters.py
index 6a64028..e551156 100644
--- a/src/fev/adapters.py
+++ b/src/fev/adapters.py
@@ -100,7 +100,12 @@ class GluonTSAdapter(PandasAdapter):
     """Converts dataset to format required by GluonTS."""
 
     @staticmethod
-    def _convert_dtypes(df: pd.DataFrame, float_dtype: str = "float32") -> pd.DataFrame:
+    def _convert_dtypes(
+        df: pd.DataFrame,
+        id_column: str,
+        category_as_ordinal: bool = False,
+        float_dtype: str = "float32",
+    ) -> pd.DataFrame:
         """Convert numeric dtypes to float32 and object dtypes to category"""
         astype_dict = {}
         for col in df.columns:
@@ -108,7 +113,11 @@ def _convert_dtypes(df: pd.DataFrame, float_dtype: str = "float32") -> pd.DataFr
                 astype_dict[col] = "category"
             elif pd.api.types.is_numeric_dtype(df[col]):
                 astype_dict[col] = float_dtype
-        return df.astype(astype_dict)
+        df = df.astype(astype_dict)
+        if category_as_ordinal:
+            cat_cols = [col for col in df.select_dtypes(include="category").columns if col != id_column]
+            df = df.assign(**{col: df[col].cat.codes for col in cat_cols})
+        return df
 
     @classmethod
     def convert_input_data(
@@ -135,10 +144,10 @@ def convert_input_data(
             static_columns=static_columns,
         )
 
-        past_df = cls._convert_dtypes(past_df)
-        future_df = cls._convert_dtypes(future_df)
+        past_df = cls._convert_dtypes(past_df, id_column=id_column, category_as_ordinal=True)
+        future_df = cls._convert_dtypes(future_df, id_column=id_column, category_as_ordinal=True)
         if static_df is not None:
-            static_df = cls._convert_dtypes(static_df.set_index(id_column))
+            static_df = cls._convert_dtypes(static_df.set_index(id_column), id_column=id_column)
         else:
             static_df = pd.DataFrame()