[1912.09363v1] Temporal Fusion Transformers for Interpretable ...
arxiv.org › abs › 1912Dec 19, 2019 · Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior information on how they interact with the target. While several deep learning models have been proposed for multi-step prediction, they typically comprise ...