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transformer/self-attention for Multidimensional time series forecasting 使用transformer架构实现多维时间预测

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Multidimensional-time-series-with-transformer

Transformer/self-attention for Multidimensional time series forecasting 使用transformer架构实现多维时间预测

Rerfer to https://github.com/oliverguhr/transformer-time-series-prediction

Requirement

torch 1.7.0

python 3.7

matplotlib 3.4.1

numpy 1.20.2

Dataset

After downloading data from https://archive.ics.uci.edu/ml/datasets/ElectricityLoadDiagrams20112014, I convert it into .xlsx file

This is the .xlsx file (source: 'https://pan.baidu.com/s/1gyN37cM_ZI2i7OOaiaQ-_g' password: 4iu4)

image

And in my code, I select 10 dims time series for modeling

Some result

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知乎

https://zhuanlan.zhihu.com/p/390193679

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transformer/self-attention for Multidimensional time series forecasting 使用transformer架构实现多维时间预测

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