NeuralForecast
Scalable and user friendly neural forecasting algorithms.
...The models range from classic networks like RNNs to the latest transformers: MLP, LSTM, GRU, RNN, TCN, TimesNet, BiTCN, DeepAR, NBEATS, NBEATSx, NHITS, TiDE, DeepNPTS, TSMixer, TSMixerx, MLPMultivariate, DLinear, NLinear, TFT, Informer, AutoFormer, FedFormer, PatchTST, iTransformer, StemGNN, and TimeLLM. There is a shared belief in Neural forecasting methods' capacity to improve forecasting pipeline's accuracy and efficiency. Unfortunately, available implementations and published research are yet to realize neural networks' potential. They are hard to use and continuously fail to improve over statistical methods while being computationally prohibitive. ...