title: HTS - Individual Exogenous Factors
body: <p>I'm trying to fit a grouped hierarchical time series model using the scikit-hts library. According to the documentation, it is possible to add exogenous factors by passing a corresponding variable to the constructor. Does anybody know, if it is possible to also pass individual exogenous factors to this function? For instance:</p>
  <p>Layer 0: Total
  Layer 1: Region
  Layer 2: Subregion</p>
  <p>I want to develop a model to describe the weather in an entire region, but also its subregions. However, I have factors like the number of visitors that vary between the subregions. Could I add such individual factors to the model?</p>
  <p>Best</p>