# Temporal Fusion Transformers Benchmark
## Source
**Reference**: Lim, Bryan, et al. "Temporal fusion transformers for interpretable multi-horizon time series forecasting." arXiv preprint arXiv:1912.09363 (2019).

**GitHub**: https://github.com/google-research/google-research/tree/master/tft

## Run the Workflow
Users can follow the ``workflow_by_code_tft.py`` to run the benchmark. Please be **aware** that this script can only support Python 3.5 - 3.8.

### Notes
1. The model must run in GPU, or an error will be raised.
2. New datasets should be registered in ``data_formatters``, for detail please visit the source.