TSMixer

[jdb78]

Description

This PR implements TSMixer based on TSMixer: An All-MLP Architecture for Time Series Forecasting

Checklist

• Amended changelog for large changes (and added myself there as contributor)
• Added/modified tests
• Used pre-commit hooks when committing to ensure that code is compliant with hooks. Install hooks with pre-commit install.
  To run hooks independent of commit, execute pre-commit run --all-files

Make sure to have fun coding!

[codecov-commenter]

Codecov Report

Patch coverage has no change and project coverage change: -0.09% ⚠️

Comparison is base (b4ce1cf) 90.19% compared to head (10dfff8) 90.11%.
Report is 8 commits behind head on master.

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Additional details and impacted files

@@            Coverage Diff             @@
##           master    #1375      +/-   ##
==========================================
- Coverage   90.19%   90.11%   -0.09%     
==========================================
  Files          30       30              
  Lines        4714     4714              
==========================================
- Hits         4252     4248       -4     
- Misses        462      466       +4     

Flag	Coverage Δ
cpu	90.11% <ø> (-0.09%)	⬇️
pytest	90.11% <ø> (-0.09%)	⬇️

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see 1 file with indirect coverage changes

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[pcgm-team]

What is the status on this?

Note there are these two implementations: https://github.com/ditschuk/pytorch-tsmixer, https://github.com/smrfeld/tsmixer-pytorch/tree/main