Multi-resolution Time-Series Transformer for Long-term Forecasting (MTST). arxiv

This paper has been accepted at AISTATS 2024.

Getting Started

Install requirements. pip install -r requirements.txt
Download data. You can download all the datasets from Autoformer. Create a seperate folder ./dataset and put all the csv files in the directory.

sh ./scripts/MTST/etth2.sh

We appreciate the following github repo very much for the valuable code base and datasets:

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
Formers		Formers
data_provider		data_provider
exp		exp
layers		layers
models		models
scripts		scripts
utils		utils
README.md		README.md
requirements.txt		requirements.txt
run_longExp.py		run_longExp.py