Transformer_Time_Series

DISLCLAIMER: THIS IS NOT THE PAPERS CODE. THIS DOES NOT HAVE SPARSITY. THIS IS TEACHER FORCED LEARNING. Only tried to replicate the simple example without sparsity. Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting (NeurIPS 2019)

Able to match the results of the paper for the synthetic dataset as shown in the table below

The synthetic dataset was constructed as shown below

A nice visualization of how the attention layers look at the signal for predicting the last timestep t=t0+24-1 Attention Visualization

Learning Values (MSE) Learning Curve Validation Example

Project Name	Stars	Repos Using This	Packages Using This	Most Recent Commit	Total Releases	Latest Release	Open Issues	License	Language
Darts	5,575		7	10 hours ago	25	June 22, 2022	206	apache-2.0	Python
A python library for user-friendly forecasting and anomaly detection on time series.
Tsai	3,205		1	3 days ago	41	April 19, 2022	22	apache-2.0	Jupyter Notebook
Time series Timeseries Deep Learning Machine Learning Pytorch fastai \| State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai
Pytorch Forecasting	2,666		4	9 days ago	33	May 23, 2022	359	mit	Python
Time series forecasting with PyTorch
Deep Learning Time Series	1,811			7 months ago			8	apache-2.0	Jupyter Notebook
List of papers, code and experiments using deep learning for time series forecasting
Awesome_time_series_in_python	1,811			a month ago			4
This curated list contains python packages for time series analysis
Flow Forecast	1,365			9 hours ago			87	gpl-3.0	Python
Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).
Pmdarima	1,329	6	45	7 days ago	21	February 22, 2022	40	mit	Python
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
Pytorch Ts	943			4 days ago	9	April 24, 2022	57	mit	Python
PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
Autots	690		1	5 days ago	40	June 20, 2022	13	mit	Python
Automated Time Series Forecasting
N Beats	686			20 days ago				mit	Python
Keras/Pytorch implementation of N-BEATS: Neural basis expansion analysis for interpretable time series forecasting.

Transformer_time_series

Transformer_Time_Series