README.md

June 4, 2026 ยท View on GitHub

This repository contains the official implementation of the paper Are Global Dependencies Necessary? Scalable Time Series Forecasting via Local Cross-Variate Modeling.

Usage

  1. Install Pytorch and the necessary dependencies.
pip install -r requirements.txt

  1. Download data. You can download all datasets from ITransformer. All the datasets are well pre-processed and can be used easily.

  2. Train and evaluate the model. We provide all the above tasks under the folder ./scripts/. You can reproduce the results as the following examples:

# Multivariate forecasting with VPNet
bash ./scripts/etth1.sh