MLCNN for Multivariate Time Series Forecasting

This repository provides the code for the paper Towards Better Forecasting by Fusing Near and Distant Future Visions, accepted by AAAI 2020.

Usage

You can find the Energy and NASDAQ dataset in the data/ folder. As For Traffic dataset, you can find it in LSTNet data repository.

Examples with parameter grid search to run different datasets are in runTraffic.py, runEnergy.py and runNASDAQ.py.

Environment

Python 3.6.7 and Pytorch 1.0.0

Acknowledgements

This multivariate time series forecasting framework was implemented based on the following two repositories:

• LSTNet
• SOCNN

Some codes and design patterns are borrowed from these two excellent frameworks.