/pytorch-transformer-ts

Repository of Transformer based PyTorch Time Series Models

Primary LanguageJupyter NotebookMIT LicenseMIT

Pytorch Transformer based Time Series Models

Collection of Transformer based PyTorch Time Series models in the gluonts API.

Prerequisite

pip3 install -U -r requirements.txt

Lag-Llama: Towards Foundation Models for Time Series Forecasting

If you're here from the arXiv paper, please note that the arXiv paper is not the latest version and that arXiv is still being updated with the latest version.

Please see https://github.com/time-series-foundation-models/lag-llama for the latest version of Lag-Llama.