Pytorch Transformer based Time Series Models

Collection of Transformer based PyTorch Time Series models in the gluonts API.

Prerequisite

pip3 install -U -r requirements.txt

Lag-Llama: Towards Foundation Models for Time Series Forecasting

Please see https://github.com/time-series-foundation-models/lag-llama for the latest version of Lag-Llama.