Temporal Fusion Transformers, as described in the Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting article by Lim et al. [1], use a complex mix of inputs to provide multi-horizon forecasting for timeseries data. The first step in understanding these models is to understand the data inputs fed into the model and the predicted outputs …
Continue reading “Temporal Fusion Transformers – Data Organization”

