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I actually want to use multiple time series to predict a single time series. So I put them in 'dynamic_feat' parameter. I just want to know how these associated features are used in training and predict. Is the future dunamic_feat used in prediction? I am afraid there is data leakage because I do not have fututure dunamic_feat when I predict tommorrow output.
I also want to try DeepVAR, but there is no example, so I do not know how to prepare data for it.
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I actually want to use multiple time series to predict a single time series. So I put them in 'dynamic_feat' parameter. I just want to know how these associated features are used in training and predict. Is the future dunamic_feat used in prediction? I am afraid there is data leakage because I do not have fututure dunamic_feat when I predict tommorrow output.
I also want to try DeepVAR, but there is no example, so I do not know how to prepare data for it.
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