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Thinklab-SJTU/Crossformer

A Transformer-based deep learning model for multivariate time series forecasting, published at ICLR 2023.

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Crossformer implements a Transformer architecture with dimension-segment-wise embedding and two-stage attention mechanisms to capture cross-dimension dependencies in time series data. The model uses a hierarchical encoder-decoder structure for multi-scale forecasting. This is a research implementation (PyTorch) for multivariate time series forecasting tasks such as energy, weather, and traffic prediction.

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