thuml/Autoformer

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Autoformer (NeurIPS 2021) Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting Time series forecasting is a critical demand for real applications. Enlighted by the classic time series analysis and stochastic process theory, we propose the Autoformer as a general series forecasting model [paper]. Autoformer goes beyond the Transformer family and achieves the series-wise connection for the first time. In long-term forecasting, Autoformer achieves SOTA, with...