Requirements

• Python 3.7
• matplotlib == 3.5.1
• numpy == 1.21.6
• pandas == 1.3.4
• scikit-learn == 1.0.2
• torch == 1.10.2

Dependencies can be installed using the following command:

pip install -r requirements.txt

Usage

Train and evaluate the model. We provide all the tasks under the folder ./scripts/.

Data

The datasets used in the paper can be obtained from the repo Informer. The required data files should be put into data/ETT/ folder.

Acknowledgments

We appreciate the following GitHub repos a lot for their valuable code and efforts.

• Informer (https://github.com/zhouhaoyi/Informer2020)
• Autoformer (https://github.com/thuml/Autoformer)
• Time-Series-Library (https://github.com/thuml/Time-Series-Library)