mlverse/tft: Implementation of Temporal Fusion Transformer

Implements the Temporal Fusion Transformer by Bryan Lim et al (2019) <arXiv:1912.09363> a novel attention-based deep-learning model for interpretable high-performance multi-horizon forecasting. It's also fully compatible with the 'tidymodels' ecosystem.

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.0.0.9000
URL https://mlverse.github.io/tft/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("mlverse/tft")
mlverse/tft documentation built on June 19, 2022, 4:31 a.m.