CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables

This is the code repository for the paper:
"CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables".

We provide a tutorial notebook, CATS-Tutorial.ipynb, which demonstrates in detail how to build CATS with various predictors.

Please note that the full code and experimental environment have already been released in the repository:
https://github.com/LJC-FVNR/ARMA-Attention.
The CATS model implementation can be found in models/CATS.py.

You can run CATS as a baseline model using ./baseline.sh by setting model_name to CATS in the shell script.

Overall Architecture