Transformers are everywhere: NLP, Computer Vision, sound generation and even protein-folding. Why not in forecasting? After all, what ChatGPT does is predicting the next word. Why this architecture isn't state-of-the-art in the time series domain?
In this talk, you will understand how Amazon Chronos and Salesforece's Moirai transformer-based forecasting models work, the datasets used to train them and how to evaluate them to see if they are a good fit for your use-case.