Скачать или смотреть TIME SERIES FORECASTING | So What Is The INFORMER?

Informer is an extension of Transformer, the state-of-the-art deep learning model for forecasting. In this video, we will learn how the model works and how to implement it with Python and Pytorch. Moreover, I will also show a little modification to the model that allows us to get the forecasts on observed business days.

This is the first of the two-part videos. Please stay tune for the next part!
UPDATE: Here is the next part    • TIME SERIES FORECASTING | Using Informer t...  

00:00 Intro
00:52 The overview
02:52 The input of the encoder and its encoding
06:22 Multi-head ProbSparse self attention
11:48 Self attention distillation
14:39 The input of the decoder
16:28 The decoder
17:39 Further details of the model
30:45 Modification to predict on business days


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