bighuang624 / DSANet

Code for the CIKM 2019 paper "DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting".
https://kyonhuang.top/publication/dual-self-attention-network
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Peaks/troughs Not Large Enough #7

Open justustulo opened 3 years ago

justustulo commented 3 years ago

I have had some promising results running the model on simple univariate time series data. I performed some hyperparameter tuning, however, my peaks are troughs are consistently too small (see below).

Is there a parameter(s) to better tune this to allow for more volatility? Any ideas are appreciated. Thank you!

image

2ySong commented 1 month ago

hello, I konw his dataset codes is

def __getsamples(self, data):
        X = torch.zeros((self.sample_num, self.window, self.var_num))
        Y = torch.zeros((self.sample_num, 1, self.var_num))

        for i in range(self.sample_num):
            start = i
            end = i + self.window
            X[i, :, :] = torch.from_numpy(data[start:end, :])
            Y[i, :, :] = torch.from_numpy(data[end + self.horizon - 1, :])

        return (X, Y)

here, he only predict a point. but you got 350 points. Could you explain it? Thank you!