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Update models in the README #946

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merged 10 commits into from
May 28, 2024
13 changes: 11 additions & 2 deletions README.md
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[![All Contributors](https://img.shields.io/badge/all_contributors-11-orange.svg?style=flat-square)](#contributors-)
<!-- ALL-CONTRIBUTORS-BADGE:END -->

**NeuralForecast** offers a large collection of neural forecasting models focusing on their performance, usability, and robustness. The models range from classic networks like `RNN` to the latest transformers: `MLP`, `LSTM`, `GRU`,`RNN`,`TCN`, `DeepAR`, `NBEATS`, `NBEATSx`, `NHITS`, `DLinear`, `NLinear`,`TFT`, `Informer`, `AutoFormer`, `FedFormer`, `PatchTST`,`StemGNN`, and `TimesNet`.
**NeuralForecast** offers a large collection of neural forecasting models focusing on their performance, usability, and robustness. The models range from classic networks like RNNs to the latest transformers: `MLP`, `LSTM`, `GRU`, `RNN`, `TCN`, `TimesNet`, `BiTCN`, `DeepAR`, `NBEATS`, `NBEATSx`, `NHITS`, `TiDE`, `DeepNPTS`, `TSMixer`, `MLPMultivariate`, `DLinear`, `NLinear`, `TFT`, `Informer`, `AutoFormer`, `FedFormer`, `PatchTST`, `iTransformer`, `StemGNN`, and `TimeLLM`.
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</div>

## Installation
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## Features

* Fast and accurate implementations of `MLP`, `LSTM`, `GRU`,`RNN`,`TCN`, `DeepAR`, `NBEATS`, `NBEATSx`, `NHITS`, `DLinear`,`TFT`, `Informer`, `AutoFormer`, `FedFormer`, `PatchTST`,`StemGNN`, and `TimesNet`. See the entire [collection here](https://nixtla.github.io/neuralforecast/models.html).
* Fast and accurate implementations of `MLP`, `LSTM`, `GRU`, `RNN`, `TCN`, `TimesNet`, `BiTCN`, `DeepAR`, `NBEATS`, `NBEATSx`, `NHITS`, `TiDE`, `DeepNPTS`, `TSMixer`, `MLPMultivariate`, `DLinear`, `NLinear`, `TFT`, `Informer`, `AutoFormer`, `FedFormer`, `PatchTST`, `iTransformer`, `StemGNN`, and `TimeLLM`. See the entire [collection here](https://nixtla.github.io/neuralforecast/models.html).
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* Support for exogenous variables and static covariates.
* Interpretability methods for trend, seasonality and exogenous components.
* Probabilistic Forecasting with adapters for quantile losses and parametric distributions.
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|[DeepAR](https://nixtlaverse.nixtla.io/neuralforecast/models.deepar.html)| RNN | recurrent ||✅|✅|✅|
|[TCN](https://nixtlaverse.nixtla.io/neuralforecast/models.tcn.html)| CNN | recurrent |✅|✅|✅|✅|
|[TimesNet](https://nixtlaverse.nixtla.io/neuralforecast/models.timesnet.html)| CNN | windows |✅|✅||✅|
|[BiTCN](https://nixtlaverse.nixtla.io/neuralforecast/models.bitcn.html)| CNN | windows |✅|✅|✅|✅|
|[DLinear](https://nixtlaverse.nixtla.io/neuralforecast/models.dlinear.html)| Linear | windows |✅|✅||✅|
|[NLinear](https://nixtlaverse.nixtla.io/neuralforecast/models.nlinear.html)| Linear | windows |✅|✅||✅|
|[MLP](https://nixtlaverse.nixtla.io/neuralforecast/models.mlp.html)| MLP | windows |✅|✅|✅|✅|
|[NBEATS](https://nixtlaverse.nixtla.io/neuralforecast/models.nbeats.html)| MLP | windows |✅|✅||✅|
|[NBEATSx](https://nixtlaverse.nixtla.io/neuralforecast/models.nbeatsx.html)| MLP | windows |✅|✅|✅|✅|
|[NHITS](https://nixtlaverse.nixtla.io/neuralforecast/models.nhits.html)| MLP | windows |✅|✅|✅|✅|
|[TiDE](https://nixtlaverse.nixtla.io/neuralforecast/models.tide.html)| MLP | windows |✅|✅|✅|✅|
|[DeepNPTS](https://nixtlaverse.nixtla.io/neuralforecast/models.deepnpts.html)| MLP | windows |✅||✅|✅|
|[TSMixer](https://nixtlaverse.nixtla.io/neuralforecast/models.tsmixer.html)| MLP | multivariate |✅|✅||✅|
|[TSMixerx](https://nixtlaverse.nixtla.io/neuralforecast/models.tsmixerx.html)| MLP | multivariate |✅|✅|✅|✅|
|[MLPMultivariate](https://nixtlaverse.nixtla.io/neuralforecast/models.mlpmultivariate.html)| MLP | multivariate |✅|✅|✅|✅|
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|[TFT](https://nixtlaverse.nixtla.io/neuralforecast/models.tft.html)| Transformer | windows |✅|✅|✅|✅|
|[Transformer](https://nixtlaverse.nixtla.io/neuralforecast/models.vanillatransformer.html)| Transformer | windows |✅|✅|✅|✅|
|[Informer](https://nixtlaverse.nixtla.io/neuralforecast/models.informer.html)| Transformer | windows |✅|✅|✅|✅|
|[Autoformer](https://nixtlaverse.nixtla.io/neuralforecast/models.autoformer.html)| Transformer | windows |✅|✅|✅|✅|
|[FEDFormer](https://nixtlaverse.nixtla.io/neuralforecast/models.fedformer.html)| Transformer | windows |✅|✅|✅|✅|
|[PatchTST](https://nixtlaverse.nixtla.io/neuralforecast/models.patchtst.html)| Transformer | windows |✅|✅||✅|
|[Time-LLM](https://nixtlaverse.nixtla.io/neuralforecast/models.timellm.html)| Transformer | windows |✅|✅|||
|[iTransformer](https://nixtlaverse.nixtla.io/neuralforecast/models.itransformer.html)| Transformer | multivariate |✅|✅||✅|
|[StemGNN](https://nixtlaverse.nixtla.io/neuralforecast/models.stemgnn.html)| GNN | multivariate |✅|||✅|

Missing a model? Please open an issue or write us in [![Slack](https://img.shields.io/badge/Slack-4A154B?&logo=slack&logoColor=white)](https://join.slack.com/t/nixtlaworkspace/shared_invite/zt-135dssye9-fWTzMpv2WBthq8NK0Yvu6A)
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