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Layers

layer_glu()
Gated Linear Unit
layer_grn()
Gated Residual Network block
layer_lmu()
Legendre Memory Unit layer
layer_multi_dense()
Multiple dense layers in one layer
layer_multi_embedding()
Multiple embeddings in one layer
layer_tcn()
Residual block for the WaveNet TCN
layer_vsn()
Variable Selection Network block
layer_scaled_dot_attention()
Scaled dot product attention layer
layer_interpretable_mh_attention()
Interpretable multi-head attention layer
layer_temporal_fusion_decoder()
Temporal Fusion Decoder layer

Losses

loss_quantile() loss_pinball()
Quantile (Pinball) loss function
loss_tweedie()
Tweedie Loss (negative log likelihood)
loss_negative_log_likelihood()
General negative log likelihood loss function

Metrics

metric_q_risk()
q-Risk metric

Models

model_tft()
Temporal Fusion Transformer model

Data utils

make_arrays()
Prepare input/taget arrays for time series models
ts_generator()
Create a generator for time series data
neaten()
Construct a data.frame out of the output forecast tensor
dict_size()
Get cardinalities of the categorical variables
rand_array()
Generate an array of random values with the given dimensions
find_gaps()
Check if time series in the panel dataset contain time gaps.