PreprintInternational Journal of Forecasting2021
Temporal Fusion Transformers for interpretable multi-horizon time series forecasting
Bryan Y. Lim, Sercan Ö. Arık, Nicolas Loeff, et al.
Introduces the Temporal Fusion Transformer, an attention-based architecture for interpretable multi-horizon time series forecasting that combines high performance with insights into temporal dynamics.
3.6kJun 16, 2021TransformersAttention Mechanisms
arXiv