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qlib/examples/benchmarks/TFT/README.md
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# 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.
### Notes
1. Please be **aware** that this script can only support `Python 3.5 - 3.8`, and `Cuda 10.0 or 10.1`.
2. Please remember to install `cudatoolkit==10.1` and `cudnn==7.6` on your machine.
3. The model must run in GPU, or an error will be raised.
4. New datasets should be registered in ``data_formatters``, for detail please visit the source.