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#ml https://ts.gluon.ai/ Highly recommended! If you are working on deep learning for forecasting, gluonts is a great package. It simplifies all these tedious data preprocessing, slicing, backrest stuff. We can then spend time on implementing the models themselves (there're a lot of ready-to-use models). What's even better, we can use pytorch lightning! See this repository for a list of transformer based forecasting models. https://github.com/kashif/pytorch-transformer-ts