TopCryptographer402 t1_j609ecj wrote on January 26, 2023 at 8:16 PM

Does anyone have resources on how to create a simple time series transformer for a classification task? I've been trying to build one for over a month now but I haven't had any luck. I'm trying to predict a binary outcome (0 or 1) for the next 100 time steps.

Anvilondre t1_j6aa0er wrote on January 28, 2023 at 9:57 PM

Honestly I don't think transformers are worth it for any kind of TS or tabular data (and there's research showing that). But if you really want to try, I had a good success with this library. It makes it essentially a few-liner to run tons of transformer and other architectures on any kind of tabular data. You may also want to check out HuggingFace model repo for quick solutions.