Multi-variate time series prediction with certain future values

lucidrains / iTransformer

Unofficial implementation of iTransformer - SOTA Time Series Forecasting using Attention networks, out of Tsinghua / Ant group

MIT License

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Multi-variate time series prediction with certain future values #31

Open aravindcheruvu opened 2 months ago

aravindcheruvu commented 2 months ago

Hi @lucidrains, Thank you for this amazing contribution to the community.

How can we do multi-variate forecasting? i mean , training on multiple variates and pass certain future input variates during inference to forecast their corresponding other variates?

Thanks, Aravind