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 ...

NKF: Normalizing Kalman Filters for Multivariate Time Series Analysis (paper) NeurIPS 2020 Transformer-MAF: Multivariate Probabilistic Time Series Forecasting Via Conditioned Normalizing Flows (paper) ...

Recently, pure transformer-based models have shown great potentials for vision tasks such as image classification and detection. However, the design of transformer networks is challenging. It has been ...