Multivariate Time Series Forecasting Framework

Develop a comprehensive multivariate time series forecasting system in Python that can handle complex, non-linear relationships across multiple interdependent variables. Implement advanced techniques including SARIMA, Prophet, and deep learning approaches like LSTM and transformer-based models. Create a modular framework that supports automatic model selection, ensemble forecasting, and uncertainty quantification. Include advanced feature engineering, exogenous variable handling, and interactive forecast visualization.