[ENH] N-Hits multivariate forecasting

[moghadas76]

Is your feature request related to a problem? Please describe.
N-Hits multivariate forecasting

Describe the solution you'd like
N-Hits multivariate forecasting

Describe alternatives you've considered
N-Hits multivariate forecasting

Additional context
N-Hits multivariate forecasting

[benHeid]

Hi @moghadas76 can you provide a reference where N-HITS is implemented for multivariate forecasting?

[Spinachboul]

@moghadas76 @fkiraly @benHeid
Here is the link for the paper: https://paperswithcode.com/paper/n-hits-neural-hierarchical-interpolation-for
The paper talks about the following points:

• Introducing N-HiTS, a forecasting model designed to handle long-term predictions more accurately

This is required for the following reasons;

1. Predictions fluctuate too much
2. Generally the computational costs are high

How does this help?

1. Hierarchial Interpolatin
   Helps the model refine predictions in a structured way, focusing on different patterns (high frequency changes vs slow trends)
2. Multi-Rate Data Sampling
   Allows the model to process data more efficiently by looking at different timescales separately

[Spinachboul]

Would like to work in this issue if possible, also there is code reference here for N-Hits:
https://github.com/Nixtla/neuralforecast/blob/3f4a837a0f61e65d831d4119769d9da33caa020f/nbs/models.nhits.ipynb#L4