[timeseries] Do not impute covariates
Author: shchurCreated Aug 6, 2026Updated Aug 20, 2026
Labelsenhancementmodule: timeseries
Description
Currently the unified preprocessing pipeline for time series imputes the covariates for all items. This is problematic in cases where dynamic covariates contain a lot of missing values. A better option might be to delegate imputation to each underlying model since some models (like Chronos-2) can natively handle NaNs in covariates.
Source: autogluon/autogluon