[FEAT] Added TSMixerx model

Nixtla / neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.

https://nixtlaverse.nixtla.io/neuralforecast

Apache License 2.0

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[FEAT] Added TSMixerx model #921

Closed elephaint closed 4 months ago

elephaint commented 4 months ago

This PR adds the TSMixerx model into neuralforecast (in the paper referred to as TSMixerExt), which provides support for exogenous inputs, and demonstrates its application in a Multivariate_with_TSMixer example notebook.

Added TSMixerx and AutoTSMixerx models to NeuralForecast
Included tests in core class
Included performance evaluation in example notebook.
Updated some codeparts from TSMixer for consistency with TSMixerx

... attempt 2, previous branch went into merge conflict hell.

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elephaint commented 4 months ago

Could you check whether I've implemented the addition of the exogenous variables in the example correctly?