Temporal Fusion Transformers look very cool: accepts timeseries vectors but also categoricals and numerical features, outputs distribution using quintile regres

Temporal Fusion Transformers look very cool: accepts timeseries vectors but also categoricals and numerical features, outputs distribution using quintile regression. https://arxiv.org/pdf/1912.09363v2.pdf https://arxiv.org/pdf/1912.09363v2.pdf Available as pytorch implementation: https://pytorch-forecasting.readthedocs.io/en/latest/index.html https://pytorch-forecasting.readthedocs.io/en/latest/index.h...