Transformer

Causal Transformer encoder (Transformer) with sinusoidal positional encoding (PositionalEncoding) and a lower-triangular causal mask (no lookahead).

Transformer(X, y[, d_model, num_heads, ...])	Causal Transformer encoder for sequential financial data.
PositionalEncoding(d_model[, max_len])	Sinusoidal absolute positional encoding (Vaswani et al., 2017).