I've been getting a warning when I'm using TemporalFusionTransformer, indicating missing timestamps. It's coming from

. It Seems like perhaps it's checking the whole dataset as a single time series, rather than each time series individually. I think that adding logic to _validate_ts_data() to check if the task is 'ts_forecast_panel' and using the group_ids passed when fit() is called could be a solution.