Multivariate Probabilistic Time Series Forecasting with Inform | Computer Science and Programming

Multivariate Probabilistic Time Series Forecasting with Informer

Efficient transformer-based model for LSTF.

Method introduces a Probabilistic Attention mechanism to select the “active” queries rather than the “lazy” queries and provides a sparse Transformer thus mitigating the quadratic compute and memory requirements of vanilla attention.

Hugging face:
https://huggingface.co/blog/informer

Paper:
https://huggingface.co/docs/transformers/main/en/model_doc/informer

Colab:
https://colab.research.google.com/github/huggingface/notebooks/blob/main/examples/multivariate_informer.ipynb

Dataset:
https://huggingface.co/docs/datasets/v2.7.0/en/package_reference/main_classes#datasets.Dataset.set_transform

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