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[Model Request] Add CATS: official code included #1112

Description

@krishnapriya-18

Description

Based on the paper:
https://arxiv.org/pdf/2403.01673

Official code repo:
https://github.com/LJC-FVNR/CATS/blob/main/CATS-Tutorial.ipynb

Use case

Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables

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