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Informer

Dec 15, 2024 Time Series Forecasting 17 min read

Time Series Forecasting (8): Informer -- Efficient Long-Sequence Forecasting

Informer reduces Transformer complexity from O(L^2) to O(L log L) via ProbSparse attention, distilling, and a one-shot generative decoder. Full math, PyTorch code, and ETT/weather benchmarks.