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[FEAT] Added TSMixerx model #921

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merged 6 commits into from
Mar 11, 2024
Merged

[FEAT] Added TSMixerx model #921

merged 6 commits into from
Mar 11, 2024

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elephaint
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@elephaint elephaint commented Mar 8, 2024

This PR adds the TSMixerx model into neuralforecast (in the paper referred to as TSMixerExt), which provides support for exogenous inputs, and demonstrates its application in a Multivariate_with_TSMixer example notebook.

  • Added TSMixerx and AutoTSMixerx models to NeuralForecast
  • Included tests in core class
  • Included performance evaluation in example notebook.
  • Updated some codeparts from TSMixer for consistency with TSMixerx

... attempt 2, previous branch went into merge conflict hell.

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@elephaint elephaint requested review from AzulGarza and cchallu March 8, 2024 21:28
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Could you check whether I've implemented the addition of the exogenous variables in the example correctly?

@cchallu cchallu self-requested a review March 11, 2024 21:42
@elephaint elephaint merged commit 404086c into Nixtla:main Mar 11, 2024
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@elephaint elephaint deleted the tsmixerx_new branch March 21, 2024 08:08
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2 participants