Transformer Models for Time Series Forecasting: TFT, PatchTST, and iTransformer
A practical guide to transformer-based time series forecasting: Temporal Fusion Transformer for multivariate problems with rich covariates and probabilistic output, PatchTST for long-horizon univariate forecasting via patch tokenisation, iTransformer for dense multivariate problems via inverted attention, when to use each, and why you should always benchmark against simple baselines first.