Fredformer

#20240410: Some additional experiment results have been added to the Folder "./rebuttal_pics".

This is a simple example (already anonymized) related to the paper "Fredformer: Frequency Debiased Transformer for Time Series Forecasting"

Dependencies

Fredformer is built based on PyTorch. You can install PyTorch following the instructions in PyTorch. For example:

pip install torch==1.10.0+cu111 torchvision==0.11.0+cu111 torchaudio==0.10.0 -f https://download.pytorch.org/whl/torch_stable.html

After ensuring that PyTorch is installed correctly, you can install other dependencies via:

pip install -r requirements.txt

About data:

We have prepared a dataset for this example: Weather. The CSV file is in the dataset folder.

Training.

For Fredfromer: The scripts for our are in the directory ./scripts/Fredformer. You can run the following command, then open ./result.txt to see the results once the training is done:

sh ./scripts/Fredformer/weather.sh

Log files will be generated and updated in ./logs/ during the training process.

All baselines can be found in https://github.com/thuml/Time-Series-Library.