liuhao-thu / autoformer

Tensorflow tutorial repository for time series forecasting models

time-series-forecasting

Tensorflow tutorial repository for time series forecasting models

• seq2seq: Sequence to Sequence Learning with Neural Networks (paper) NeurIPS 2014

• TFT: Temporal Fusion Transformer for Interpretable Multi-horizon Time Series Forecasting (paper, official code) IJF 2019

• ProTran: Probabilistic Transformer for Time Series Analysis (paper) NeurIPS 2021

• ProTran_v2: ProTran model which contains known future inputs by chulhongsung

• Autoformer: Decomposition Transformer with Auto-Correlation for Long-Term Series Forecasting (paper, official code) NeurIPS 2021

• NKF: Normalizing Kalman Filters for Multivariate Time Series Analysis (paper) NeurIPS 2020

• Transformer-MAF: Multivariate Probabilistic Time Series Forecasting Via Conditioned Normalizing Flows (paper) ICLR 2021

• TLAE: Temporal Latent Auto-Encoder: A Method for Probabilistic Multivariate Time Series Forecasting (paper) AAAI 2021

• TimeGrad: Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting (paper, official code) ICML 2021

• PessTFT: Pessimistic TFT model to forecast extreme events

• Calibrated and Sharp Uncertainties in Deep Learning via Density Estimation (paper) ICML 2022