AI engineering glossary · Time series recsys
What is TFT (temporal fusion transformer)?
Temporal fusion transformer (also called TFT): A neural forecasting architecture that combines recurrent layers, attention and gating to handle several series, known future inputs, static attributes and multiple horizons. It outputs quantile forecasts and offers some interpretation of variable importance.
Temporal fusion transformer: an example
Forecast store-level sales using price, holiday flags and store type, with quantile outputs.
Related terms
More Time series recsys terms
- Time series
- Time series cross-validation
- Trend
- Unit root
- User-based collaborative filtering
- User-item matrix
- Vector autoregression
- Volatility clustering
Where you learn it
Temporal fusion transformer is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.