Available models

Model + Paper	Local/global	Data layout	Architecture/method	Implementation
DeepAR Salinas et al. 2020	Global	Univariate	RNN	MXNet, PyTorch
DeepState Rangapuram et al. 2018	Global	Univariate	RNN, state-space model	MXNet
DeepFactor Wang et al. 2019	Global	Univariate	RNN, state-space model, Gaussian process	MXNet
Deep Renewal Processes Türkmen et al. 2021	Global	Univariate	RNN	MXNet
GPForecaster	Global	Univariate	MLP, Gaussian process	MXNet
MQ-CNN Wen et al. 2017	Global	Univariate	CNN encoder, MLP decoder	MXNet
MQ-RNN Wen et al. 2017	Global	Univariate	RNN encoder, MLP encoder	MXNet
N-BEATS Oreshkin et al. 2019	Global	Univariate	MLP, residual links	MXNet
Rotbaum Hasson et al. 2021	Global	Univariate	XGBoost, Quantile Regression Forests, LightGBM, Level Set Forecaster	Numpy
Temporal Fusion Transformer Lim et al. 2021	Global	Univariate	LSTM, self attention	MXNet, PyTorch
Transformer Vaswani et al. 2017	Global	Univariate	MLP, multi-head attention	MXNet
WaveNet van den Oord et al. 2016	Global	Univariate	Dilated convolution	MXNet, PyTorch
SimpleFeedForward	Global	Univariate	MLP	MXNet, PyTorch
DeepNPTS	Global	Univariate	MLP	PyTorch
MQF2 Kan et al. 2022	Global	Univariate	RNN, ICNN	PyTorch
DeepVAR Salinas et al. 2019	Global	Multivariate	RNN	MXNet
GPVAR Salinas et al. 2019	Global	Multivariate	RNN, Gaussian process	MXNet
LSTNet Lai et al. 2018	Global	Multivariate	LSTM	MXNet
DeepTPP Shchur et al. 2020	Global	Multivariate events	RNN, temporal point process	MXNet
DeepVARHierarchical Rangapuram et al. 2021	Global	Hierarchical	RNN	MXNet
RForecast Hyndman et al. 2008	Local	Univariate	ARIMA, ETS, Croston, TBATS	Wrapped R package
Prophet Taylor et al. 2017	Local	Univariate	-	Wrapped Python package
NaiveSeasonal Hyndman et al. 2018	Local	Univariate	-	Numpy
Naive2 Makridakis et al. 1998	Local	Univariate	-	Numpy
NPTS	Local	Univariate	-	Numpy