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Currently, automatic feature engineering in AutoGluon-TimeSeries is limited to automatically selecting lags/generating time features (e.g., day of week, month, etc) for tabular & deep learning models. You can change these by overriding the model hyperparameters listed here https://auto.gluon.ai/stable/tutorials/timeseries/forecasting-model-zoo.html. |
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It seems that there is no automatic feature engineering in the documents and tutorials
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