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Nixtla / neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.
https://nixtlaverse.nixtla.io/neuralforecast
Apache License 2.0
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[FEAT] - Add SOFTS model #1024

Closed marcopeix closed 3 months ago

marcopeix commented 4 months ago

SOFTS is a multivariate forecasting model that introduces the STar Aggregate Dispatch (STAD) module. It basically centralizes the learning of interaction between series, instead of using a distributed strategy, like attention.

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