[ENH] EXPERIMENTAL: TFT model based on the new data pipeline

[phoeenniixx]

Description

This PR implements the tft model based on the new data pipeline. This PR is branched off from #1811

[codecov]

Codecov Report

Attention: Patch coverage is 69.41176% with 52 lines in your changes missing coverage. Please review.

Please upload report for BASE (main@bfbe6b2). Learn more about missing BASE report.

Files with missing lines	Patch %	Lines
...rch_forecasting/models/base/base_model_refactor.py	32.87%	49 Missing ⚠️
...els/temporal_fusion_transformer/tft_version_two.py	96.90%	3 Missing ⚠️

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #1812   +/-   ##
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  Coverage        ?   86.27%           
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  Files           ?       53           
  Lines           ?     5838           
  Branches        ?        0           
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  Hits            ?     5037           
  Misses          ?      801           
  Partials        ?        0           

Flag	Coverage Δ
cpu	86.27% <69.41%> (?)
pytest	86.27% <69.41%> (?)

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[phoeenniixx]

Hi @fkiraly, a doubt related to github: as my base of this stack is merged, will deleting that branch will cause problems with this branch as well? I dont think so, but still want to confirm

[fkiraly]

will deleting that branch will cause problems with this branch as well? I dont think so, but still want to confirm

No, the commits are still there on this branch. You just need to merge main into this branch asap, to avoid future issues with the merge to main, of this branch (I see you have already done this so all is fine!)

[fkiraly]

See here the developer guide for chains/stacks of PR: https://www.sktime.net/en/latest/developer_guide/git_workflow.html#working-on-a-chain-of-dependent-tasks

[fkiraly]

... it does not say what to do when you merge though. Should we add a minimal update that explains it in a subsection? Just merge A to main, and then merge main into B and propagate through the chain.

[phoeenniixx]

... it does not say what to do when you merge though. Should we add a minimal update that explains it in a subsection? Just merge A to main, and then merge main into B and propagate through the chain.

Yes maybe this will help some confused souls like mine :)

[fkiraly]

Yes maybe this will help some confused souls like mine :)

But you did everything right