📢 News:
This work has been accepted for publication at The Web Conference 2026 (WWW 2026).
📄 arXiv Paper: https://arxiv.org/abs/2506.00614
This repository contains the official implementation of our submission:
Predictability-Aware Compression and Decompression Framework for Multichannel Time Series Data with Latent Seasonality
The code is written in Python and requires the following packages:
torch~=2.6.0+cu126numpy~=2.1.2pandas~=2.2.3tqdm~=4.67.1meteostat~=1.6.8matplotlib~=3.10.0scipy~=1.15.1scikit-learn~=1.6.1psutil~=5.9.0
You can install all dependencies via:
pip install -r requirements.txtPCDF/
├── Designed methods.py # Our proposed the compression-decompression framework
├── Comparative methods.py # Baseline comparison methods
├── Data/ # Input datasets
├── Main.py # Entry point for running experiments
└── README.md # Project documentation
To reproduce the experiments:
- Select and prepare your dataset (place it under the data/ directory).
- Modify relevant parameters in main.py according to the paper.
- Run the experiment with: python main.py
- The output will include the MSE and runtime of both the proposed and comparative methods.
We evaluate our method on the following publicly available multivariate time series datasets:
- NYC Taxi
- DC Bike
- Electricity Load Diagrams
- Solar Energy
- Gas Sensor Array Drift
- Weather (Meteostat)
Please download them from their official websites using the links provided in the paper or in the dataset section below.