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Time Series Transformer

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@NasdormML NasdormML released this 21 May 10:53
· 178 commits to main since this release
v1.5.0
c2da367
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What's be Changed

  • ReWork NN logic by @NasdormML, Swap LSTM to TFT.
  • Upgrade model performance from MAPE: 1.20% to 0.90% on SBER ticker.
  • Add ROSN notebook with TFE model with MAPE: 1.10%

Contributors

NasdormML
Assets 2
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