search

liaoyuhua / tempo-pytorch

Reproduction of the paper "TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting"
MIT License
50 stars 1 forks source link

readme

# TEMPO-PyTorch This is reproduction code for the paper "TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting"

Performance

dataset multivariate seq_len pred_len lr layers patch_size/stride mae
ETTH1 False 384 96 1e-3 6 16/8

Dataset

ETTh1, ETTh2, ETTm1, ETTm2 are put in the folder "data". PyTorch dataset classes have been implemented, you can check them in src/dataset.py.

Model weights

They would be put in the folder "gpt2" automatically or you can download files from the link: https://huggingface.co/gpt2/tree/main, and put them in folder "gpt2".