Temporal Fusion Transformers Benchmark

Source

Reference: Lim, Bryan, et al. "Temporal fusion transformers for interpretable multi-horizon time series forecasting." arXiv preprint arXiv:1912.09363 (2019).

GitHub: https://github.com/google-research/google-research/tree/master/tft

Run the Workflow

Users can follow the workflow_by_code_tft.py to run the benchmark.

Notes

1. Please be aware that this script can only support Python 3.6 - 3.7.
2. If the CUDA version on your machine is not 10.0, please remember to run the following commands conda install anaconda cudatoolkit=10.0 and conda install cudnn on your machine.
3. The model must run in GPU, or an error will be raised.
4. New datasets should be registered in data_formatters, for detail please visit the source.