Code for training temporal fusuion transformer (https://arxiv.org/abs/1912.09363) from pythorch-forecasting library (https://github.com/jdb78/pytorch-forecasting). Dataset comes from: https://raw.githubusercontent.com/mkmkl93/ml-ca/master/data/uniform_200k/dataset1_200.csv.
How to run?
step 1
python preprocess_data.py
preprocesses data (naive way, can be changed) and saves them in the data folder.
step 2
Run notebook (google colab notebook) with preprocessed data