Updated version for stock, pm2.5 datasets multi-horizon forecasting using Temporal Fusion Transformers(TFT).
You can find TFT paper through this paper link(https://arxiv.org/pdf/1912.09363.pdf).
Used stock, beijing pm2.5 and energy transformer(ET) dataset for multi-horizon forecasting.
You can download each dataset through below URLs.
https://finance.yahoo.com/quote/CSV?p=CSV&.tsrc=fin-srch
Also you can use the data uploaded as data/stock_data.csv
You can download it through UCI Machine Learning Repository.
https://archive.ics.uci.edu/ml/datasets/Beijing+PM2.5+Data
Also you can use the data uploaded as data/beijing_data.csv
You can download the dataset through this github link: https://github.com/zhouhaoyi/ETDataset
Through each ipynb
files, you can choose model you want to use.
Through ipynb
files that have tft
in the file name, you can see the whole procedure.
Before running cells, make sure to clone original tft github page: https://github.com/google-research/google-research/tree/master/tft.