awslabs / gluonts

Probabilistic time series modeling in Python
https://ts.gluon.ai
Apache License 2.0
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add TEFN multivariate forecaster #3169

Open ztxtech opened 1 month ago

ztxtech commented 1 month ago

Description

It is recommended that add Time Evidence Fusion Network (TEFN) model from paper arxiv.

Time Evidence Fusion Network (TEFN) is a groundbreaking deep learning model designed for long-term time series forecasting. It integrates the principles of information fusion and evidence theory to achieve superior performance in real-world applications where timely predictions are crucial. TEFN introduces the Basic Probability Assignment (BPA) Module, leveraging fuzzy theory, and the Time Evidence Fusion Network to enhance prediction accuracy, stability, and interpretability.

References