Autoformer

Implementation of the paper "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting", https://arxiv.org/abs/2106.13008

Plan

1. Auto-Correlation

• R_{XX}(\tau)

2. SeriesDecomp

• Padding
• AvgPool

3. Feed Forward
4. Encoder
5. Decoder
6. Autoformer