The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".
The framework is implemented using python3 with dependencies specified in requirements.txt.
| Datasets | Variants | Timesteps | Granularity | Time | Task Type |
|---|---|---|---|---|---|
| Traffic | 862 | 17,544 | 1hour | 2015 to 2016 | Single-step |
| Electricity | 321 | 26,304 | 1hour | 2012 to 2014 | Single-step |
| Exchange-Rate | 8 | 7,588 | 1hour | 1990 to 2016 | Single-step |
git clone https://github.com/Wentao-Xu/IGMTF.git
cd IGMTF
tar -zxvf data.tar.gz
mkdir model
- Traffic
# Horizon 3
python learn.py --save ./model/model-traffic-3.pt --data ./data/traffic.txt --num_nodes 862 --epoch 100 --horizon 3 --hidden_size 256 --hidden_batch_size 64 --k_day 30 --n_neighbor 20
# Horizon 6
python learn.py --save ./model/model-traffic-6.pt --data ./data/traffic.txt --num_nodes 862 --epoch 100 --horizon 6 --hidden_size 256 --hidden_batch_size 64 --k_day 5 --n_neighbor 30
# Horizon 12
python learn.py --save ./model/model-traffic-12.pt --data ./data/traffic.txt --num_nodes 862 --epoch 100 --horizon 12 --hidden_size 256 --hidden_batch_size 64 --k_day 10 --n_neighbor 30
# Horizon 24
python learn.py --save ./model/model-traffic-24.pt --data ./data/traffic.txt --num_nodes 862 --epoch 100 --horizon 24 --hidden_size 256 --hidden_batch_size 64 --k_day 3 --n_neighbor 10
- Electricity
# Horizon 3
python learn.py --save ./model/model-electricity-3.pt --data ./data/electricity.txt --num_nodes 321 --epoch 100 --horizon 3 --hidden_size 512 --k_day 5 --n_neighbor 20
# Horizon 6
python learn.py --save ./model/model-electricity-6.pt --data ./data/electricity.txt --num_nodes 321 --epoch 100 --horizon 6 --hidden_size 512 --k_day 3 --n_neighbor 3
# Horizon 12
python learn.py --save ./model/model-electricity-12.pt --data ./data/electricity.txt --num_nodes 321 --epoch 100 --horizon 12 --hidden_size 512 --k_day 10 --n_neighbor 5
# Horizon 24
python learn.py --save ./model/model-electricity-24.pt --data ./data/electricity.txt --num_nodes 321 --epoch 100 --horizon 24 --hidden_size 512 --k_day 5 --n_neighbor 20
- Exchange-Rate
# Horizon 3
python learn.py --save ./model/model-exchange-3.pt --data ./data/exchange_rate.txt --num_nodes 8 --epoch 100 --horizon 3 --hidden_size 512 --batch_size 16 --k_day 10 --n_neighbor 10
# Horizon 6
python learn.py --save ./model/model-exchange-6.pt --data ./data/exchange_rate.txt --num_nodes 8 --epoch 100 --horizon 6 --hidden_size 512 --batch_size 16 --k_day 10 --n_neighbor 10
# Horizon 12
python learn.py --save ./model/model-exchange-12.pt --data ./data/exchange_rate.txt --num_nodes 8 --epoch 100 --horizon 12 --hidden_size 512 --batch_size 16 --k_day 10 --n_neighbor 10
# Horizon 24
python learn.py --save ./model/model-exchange-24.pt --data ./data/exchange_rate.txt --num_nodes 8 --epoch 100 --horizon 24 --hidden_size 512 --batch_size 16 --k_day 10 --n_neighbor 10