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[FEAT] PatchTST #485

Merged
merged 4 commits into from
Mar 26, 2023
Merged

[FEAT] PatchTST #485

merged 4 commits into from
Mar 26, 2023

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cchallu
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@cchallu cchallu commented Mar 24, 2023

Added PatchTST model for long-horizon forecasting:

  • PatchTST model with attention at the sub-window level.
  • AutoPatchTST with automatic hyperparameter tuning
  • Added new model in core tests.
  • Added new models in CI performance tests.

@cchallu cchallu requested a review from kdgutier March 24, 2023 17:34
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kdgutier previously requested changes Mar 24, 2023
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Some documentation improvements

  • Please add Informer, Autoformer, and PatchTST into nbs/index.ipynb for them to appear in the documentation.
  • Same with nbs/sidebar.yml

@cchallu cchallu merged commit 0c1aa2a into main Mar 26, 2023
@cchallu cchallu deleted the patchTST branch March 26, 2023 00:19
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@kdgutier kdgutier kdgutier approved these changes

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@cchallu @kdgutier