Get Started

1. Install Python 3.6, PyTorch 1.9.0.
2. Download data. You can obtain all the six benchmarks from [Autoformer] or [Informer].
3. Train the model. We provide the experiment scripts of all benchmarks under the folder ./scripts. You can reproduce the experiment results by:

bash ./scripts/run.sh

Acknowledgement

We appreciate the following github repos a lot for their valuable code base or datasets:

https://github.com/thuml/Autoformer

https://github.com/zhouhaoyi/Informer2020

https://github.com/zhouhaoyi/ETDataset

https://github.com/laiguokun/multivariate-time-series-data

https://github.com/MAZiqing/FEDformer