Request to Add TimeMixer Model to neuralforecast Project

[kwuking]

Description

Request to Add TimeMixer Model to neuralforecast Project

Use case

Dear Maintainer,

I hope this message finds you well.

I am writing to you regarding your excellent work on the neuralforecast project, which provides scalable and user-friendly neural forecasting algorithms. Your contributions to the field are highly appreciated and have been incredibly valuable to the community.

We recently presented our work at ICLR 2024 on a new model called TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting. This model leverages a decomposable multiscale mixing mechanism, achieving significant improvements in time series forecasting performance and demonstrating superior results across various benchmark tests.

Given the alignment of our work with the goals of the neuralforecast project, we would be honored if you could assist us in adding the TimeMixer model to the neuralforecast project. We believe that incorporating TimeMixer will further enhance the repository, providing the community with more options and stronger predictive capabilities.

The GitHub repository for TimeMixer can be found at the following link: https://github.com/kwuking/TimeMixer.

If you have any questions or require additional technical details, please do not hesitate to reach out. We are more than willing to provide any necessary support and assistance.

Thank you very much for your consideration and support. We look forward to your positive response.