It is my belief that you, the postgraduate students and job-seekers for whom the book is primarily meant will benefit from reading it; however, it is my hope that even the most experienced researchers will find it fascinating as well.
This repository contains the implementation of paper Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting with different loss functions in Tensorflow. We have compared 14 regression loss functions performance on 4 different datasets.
