TPA-LSTM

Original Implementation of ''Temporal Pattern Attention for Multivariate Time Series Forecasting''.

Dependencies

• python3.6.6

You can check and install other dependencies in requirements.txt.

$ pip install -r requirements.txt
# to install TensorFlow, you can refer to https://www.tensorflow.org/install/

Usage

The following example usage shows how to train and test a TPA-LSTM model on MuseData with settings used in this work.

Training

$ python main.py --mode train \
    --attention_len 16 \
    --batch_size 32 \
    --data_set muse \
    --dropout 0.2 \
    --learning_rate 1e-5 \
    --model_dir ./models/model \
    --num_epochs 40 \
    --num_layers 3 \
    --num_units 338

Testing

$ python main.py --mode test \
    --attention_len 16 \
    --batch_size 32 \
    --data_set muse \
    --dropout 0.2 \
    --learning_rate 1e-5 \
    --model_dir ./models/model \
    --num_epochs 40 \
    --num_layers 3 \
    --num_units 338