[P] - Tutorial: Time-Series Transformer + Time2Vec

[Tutorial] Transformers for Time-Series (Time2Vec)

How to use transformers for Time-series data? 🤔

TLDR: The notebook

Rolling Window Setup

• Our data comes in a table.

• We want to model a series. (which is not a table)

• We got a problem.

In order to solve our problem we will transform the table to the following set-up: Each of our input vectors will be a slice of the dataset representing a rolling-window of N times-steps, For each of these vectors we will …

machinelearning time transformer tutorial