Weighting scheme for TFT (to reduce the impact of a period, like the COVID one, in the training phase)

[DG2DATA]

Description

Creation of a weighting scheme for TFT, to reduce the impact of a period - like the COVID one - in the training phase.

Use case

Hi All,
For a forecasting project, in which TFT is required, I would need to reduce the impact of the COVID period during the training.

By reading the documentation reported below, I saw it is not possible to use a weighting scheme with TFT (something like this):

For this reason, I ask you if it is something that could be eventually added or not.

Thanks a lot in advance and congrats for your job and support!