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Add SOFTSSharp model#1516

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hljubic wants to merge 1 commit into
Nixtla:mainfrom
hljubic:add-softssharp
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Add SOFTSSharp model#1516
hljubic wants to merge 1 commit into
Nixtla:mainfrom
hljubic:add-softssharp

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@hljubic
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@hljubic hljubic commented May 11, 2026

This PR adds SOFTSSharp, an extension of SOFTS that introduces stochastic variable-position encoding inside the STAD aggregation-redistribution component.

SOFTSSharp is intended as an incremental improvement over SOFTS while preserving linear computational complexity.

Reference implementation and ongoing research:
https://github.com/hljubic/SOFTSsharp

Changes:

  • Adds the SOFTSSharp model implementation.
  • Exposes SOFTSSharp through neuralforecast.models.
  • Registers softssharp in the model filename mapping.
  • Adds a minimal model test using the existing check_model AirPassengers workflow.

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CLAassistant commented May 11, 2026

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