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Etna-native neural network models

No due date 85% complete

DL models backlog to be implemented:

name TLDR priority
Autoformer current best $\mathcal{O}( N \log N)$ transformer. Long horizon forecasts
N-Beats Uncommon net architecture. Beats es-rnn(M4 winner) on M4 🔥
N-Hits N-Beats predecessor. Beats Autoformer. Long horizon forecasts 🔥 🔥
TFT Interpretable time series forecasting. Transfromer bases. …

DL models backlog to be implemented:

name TLDR priority
Autoformer current best $\mathcal{O}( N \log N)$ transformer. Long horizon forecasts
N-Beats Uncommon net architecture. Beats es-rnn(M4 winner) on M4 🔥
N-Hits N-Beats predecessor. Beats Autoformer. Long horizon forecasts 🔥 🔥
TFT Interpretable time series forecasting. Transfromer bases. Probabilistic forecasts 🥶
DeepAR RNN based. Probabilistic forecasts 🥶
NLinear Beats Autoformer. Simple 🔥
Vanilla Transformer 🔥
DeepTime 🔥
TIDE 🔥
TimesNet 🔥 🔥 🔥
Metrics
(There are few intersections or authors reused the same metrics from other papers without reproduced results)
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