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yuqinie98 / PatchTST

An offical implementation of PatchTST: "A Time Series is Worth 64 Words: Long-term Forecasting with Transformers." (ICLR 2023) https://arxiv.org/abs/2211.14730
Apache License 2.0
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Multivariate Time Series Classification #100

Open Adi-ds opened 7 months ago

Adi-ds commented 7 months ago

Hi, I am trying to do a Multivariate Time Series Classification with PatchTST. Can someone provide me with an example?

Adi-ds commented 7 months ago

I am trying to do Multivariate Time Series Classification using PatchTSTForClassification, but I am getting the following error.

ValueError: pooling operator None is not implemented yet

As a referral, I am following https://github.com/huggingface/notebooks/blob/main/examples/patch_tst.ipynb.

suojifeng commented 7 months ago

I am trying to do Multivariate Time Series Classification using PatchTSTForClassification, but I am getting the following error.

ValueError: pooling operator None is not implemented yet

As a referral, I am following https://github.com/huggingface/notebooks/blob/main/examples/patch_tst.ipynb.

I also happen to have this idea. Is the patch method currently used for multivariate time series classification?

suojifeng commented 7 months ago

thank you very much

iganggang commented 3 months ago

I also have this idea. how to fix it? thank you.

namctin commented 3 months ago

Can you try to set pooling_type='mean' in PatchTSTConfig? That should work for classification task.

iganggang commented 2 months ago

thank you very much. I will try it.