res, which basically help the model know "at which point in life" a time-series is. Age features have small values for distant past time steps and increase monotonically the more we approach the current time step. Holiday features are also a good example of time features. These features serve as the "positional encodings" of the inputs. So contrary to a model like BERT, where the position encodings are learned from scratch internally as parameters of the model, the Time Series Transformer requires to provide additional time features. The Time Series Transformer only learns additional embeddings for `static_categorical_features`. Additional dynamic real covariates can be concatenated to this tensor, with the caveat that these features must but known at prediction time. The `num_features` here is equal to `config.`num_time_features` + `config.num_dynamic_real_features`. future_time_features (`torch.FloatTensor` of shape `(batch_size, prediction_length, num_features)`): Required time features for the prediction window, which the model internally will add to sampled predictions. These could be things like "month of year", "day of the month", etc. encoded as vectors (for instance as Fourier features). These could also be so-called "age" features, which basically help the model know "at which point in life" a time-series is. Age features have small values for distant past time steps and increase monotonically the more we approach the current time step. Holiday features are also a good example of time features. These features serve as the "positional encodings" of the inputs. So contrary to a model like BERT, where the position encodings are learned from scratch internally as parameters of the model, the Time Series Transformer requires to provide additional time features. The Time Series Transformer only learns additional embeddings for `static_categorical_features`. Additional dynamic real covariates can be concatenated to this tensor, with the caveat that these features must but known at prediction time. The `num_features` here is equal to `config.`num_time_features` + `config.num_dynamic_real_features`. past_observed_mask (`torch.BoolTensor` of shape `(batch_size, sequence_length)` or `(batch_size, sequence_length, input_size)`, *optional*): Boolean mask to indicate which `past_values` were observed and which were missing. Mask values selected in `[0, 1]`: - 1 for values that are **observed**, - 0 for values that are **missing** (i.e. NaNs that were replaced by zeros). static_categorical_features (`torch.LongTensor` of shape `(batch_size, number of static categorical features)`, *optional*): Optional static categorical features for which the model will learn an embedding, which it will add to the values of the time series. Static categorical features are features which have the same value for all time steps (static over time). A typical example of a static categorical feature is a time series ID. static_real_features (`torch.FloatTensor` of shape `(batch_size, number of static real features)`, *optional*): Optional static real features which the model will add to the values of the time series. Static real features are features which have the same value for all time steps (static over time). A typical example of a static real feature is promotion information. output_attentions (`bool`, *optional*): Whether or not to return the attentions tensors of all attention layers. output_hidden_states (`bool`, *optional*): Whether or not to return the hidden states of all layers. Return: [`SampleTSPredictionOutput`] where the outputs `sequences` tensor will have shape `(batch_size, number of samples, prediction_length)` or `(batch_size, number of samples, prediction_length, input_size)` for multivariate predictions. NT)