- Install Pytorch and the necessary dependencies.
pip install -r requirements.txt
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Download data. You can download all datasets from ITransformer. All the datasets are well pre-processed and can be used easily.
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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