TimeParticle

TimeParticle: Particle-like Multiscale State Space Models for Time Series Forecasting

Get Started

1. Install requirements. pip install -r requirements.txt
2. Download data. You can download the all datasets from datasets. All the datasets are well pre-processed and can be used easily.
3. Train the model. We provide the experiment scripts of all benchmarks under the folder ./scripts. You can reproduce the experiment results by:

bash ./scripts/long_term_forecast/ETT_script/TimeParticle_ETTm1.sh
bash ./scripts/long_term_forecast/ECL_script/TimeParticle.sh
bash ./scripts/long_term_forecast/Traffic_script/TimeParticle.sh
bash ./scripts/long_term_forecast/Weather_script/TimeParticle.sh