ForecastingCo's first paper shows how to train transformers on real temporal data

fpedregosa · x · 2026-09-27

ForecastingCo's first paper is getting strong praise for explaining in depth how to teach transformers to handle real-world temporal data and forecasting.

Key ideas: temporal data is multi-stream and information cutoffs matter; known future signals such as holidays and weather forecasts should be fed into the model.

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