Temporal Fusion Transformer using PaddlePaddle

Based on Paddle implementation paper: Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting

datasets:Electricity dataset

You can run it on aistudio

You can download the best model we have trained from Baidu Pan

The training steps:

  • Convert TXT files to CSV files

  • We have already provided a csv file dataset on aistudio so you can skip this step

    python scripts/convert_data.py
  • Verifying configuration files

    python config/conf.py
  • Verifying dataset

    python dataset/ts_dataset.py
  • Training with single GPU

    python main.py --exp_name electricity --conf_file_path your_file_path --inference False
  • Inference with best model saved

    python main.py --exp_name electricity --conf_file_path your_file_path --inference True

The experimental results

The Retrieval results

paper tensorflow(source code) paddlepaddle
P50 0.055 0.056 0.054
P90 0.027 0.030 0.028

The reference material