External Regressors in modeltime.gluonts models

[bonddr]

Is there a way to understand the use of external regressors in DEEPAR or DEEPSTATE models using tidymodels syntax? I can see strong improvement from inclusion vs. exclusion, but i'd like to know which features the model is relying on.

[jdmosquera]

Hi @bonddr, how did you add the external regressors to the glounts model. I have tried to do it the same way as in the xgboost model but I see no improvement. Thanks!