README.md
May 11, 2024 · View on GitHub
TFDNet: Time-Frequency Enhanced Decomposed Network for Long-term Time Series Forecasting 【paper】
TFDNet Architecture
Time-frequency Block
Main Results
Get Started
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Install Python 3.9, PyTorch 1.12.0.
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Download data. You can obtain all the five benchmarks from ETT https://github.com/zhouhaoyi/ETDataset Electricity https://archive.ics.uci.edu/ml/datasets/ElectricityLoadDiagrams20112014 Traffic http://pems.dot.ca.gov Weather https://www.bgc-jena.mpg.de/wetter/ Illness https://gis.cdc.gov/grasp/fluview/fluportaldashboard.html
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Train the model. We provide the experiment scripts of all benchmarks under the folder
./scripts. You can reproduce the experiment results by:
bash ./scripts/ETTm1.sh
bash ./scripts/ETTm2.sh
bash ./scripts/ETTh1.sh
bash ./scripts/ETTh1.sh
bash ./scripts/ECL.sh
bash ./scripts/traffic.sh
bash ./scripts/weather.sh
bash ./scripts/ILI.sh
- You can also run run_longExp.py.
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