TimeMixer
Decomposable Multiscale Mixing for Time Series Forecasting
TimeMixer is a deep learning framework designed for advanced time series forecasting and analysis using a multiscale neural architecture. The model focuses on decomposing time series data into multiple temporal scales in order to capture both short-term seasonal patterns and long-term trends. Instead of relying on traditional recurrent or transformer-based architectures, TimeMixer is implemented as a fully multilayer perceptron–based model that performs temporal mixing across different resolutions of the data. ...