Transformer Attention (Attention is All You Need) Applied to Time Series

Описание к видео Transformer Attention (Attention is All You Need) Applied to Time Series

The purpose of this video is to highlight a very basic implementation of Attention to time series. This was a problem of interest that I struggled with. Hopefully this video helps anyone else who has interest in this problem.

As mentioned in the video, here is a link to the code:
https://github.com/BrandenKeck/pytorc...

Attention Is All You Need:
https://arxiv.org/pdf/1706.03762.pdf

I've noticed that the code and stackoverflow posts are difficult to read on small screens. For reference, the stackoverflow post can be found at this link:
https://stats.stackexchange.com/quest...

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