TACTiS: Transformer-Attentional Copulas for Time Series

[StatMixedML]

Description

I found this paper to be quite interesting TACTiS: Transformer-Attentional Copulas for Time Series. There seems to be an official repo, https://github.com/servicenow/tactis, but it doesn't seem to work yet.

Also, I found this to give a good overview over Transformer architectures https://github.com/qingsongedu/time-series-transformers-review.

[kashif]

thanks! I will add it to my todos!

[kevindarby]

+1 for tactis

[kevindarby]

@kashif is there some working gluonts boilerplate somewhere with all of the feat_dynamic_real, etc wired up? If so, I might be able to submit a PR for tactis.

[ashok-arjun]

@kevindarby are you still working on this? I can help integrating it if there's a lot of progress already :)