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Jul 19, 2022 16 tweets 6 min read
0/ Introducing TACTiS, a transformer-based model for multivariate probabilistic time series prediction. 1) supports forecasting, interpolation... 2) supports unaligned and non-uniformly sampled time series 3) can scale to hundreds of time series. Curious? Read on to learn more… 1/ The TACTiS model infers the joint distribution of masked time points given observed time points in multivariate time series. It enables probabilistic multivariate forecasting, interpolation, and backcasting according to arbitrary masking patterns specified at inference time.