On the Encoding of Calendar Features in Covariate-Informed Time Series Foundation Models
Time series foundation models (TSFMs) increasingly offer covariate support, with calendar information being the most common type of categorical covariate in practice, as it is available for every point in time. However, how these features are encoded is largely treated as an implementation detail rather than as an obje...
Alexander Kreusel, M. Beichter, Alexandra Nikoltchovska et al.
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