Closed whittenator closed 11 months ago
This implementation supports regression only. I believe that classification with TFT is possible, but this is rather a research question. If you want to classify entire series it could be as easy adding classification head on top of TFT. You might also want to extend layers after attention to contain historical data as well. But if you want to classify points in time for a given series it can be more complicated.
Thanks for the quick reply! Is there any other Time-series classification models that TSPP supports out of the box?
No. TSPP supports only regression currently.
Is it possible to do Classification with the TFT? I have time series data that I would like to classify.
thanks