├── HDT.pdf ├── LICENSE ├── README.md ├── Stage2_downsampled_generation ├── CITATION.cff ├── EncDecoder.py ├── LICENSE ├── LICENSE.gluon-ts ├── MAINTAINERS ├── Transformer_EncDec.py ├── ce_utils.py ├── codebook.py ├── cross_attn.py ├── main.py ├── metrics.py ├── mingpt.py ├── past_trans.py ├── pts │ ├── __init__.py │ ├── dataset │ │ ├── __init__.py │ │ ├── loader.py │ │ └── repository │ │ │ ├── __init__.py │ │ │ ├── _m5.py │ │ │ └── datasets.py │ ├── distributions │ │ ├── __init__.py │ │ ├── implicit_quantile.py │ │ ├── piecewise_linear.py │ │ ├── utils.py │ │ └── zero_inflated.py │ ├── feature │ │ ├── __init__.py │ │ ├── fourier_date_feature.py │ │ ├── holiday.py │ │ └── lags.py │ ├── model │ │ ├── __init__.py │ │ ├── estimator.py │ │ ├── tempflow │ │ │ ├── __init__.py │ │ │ ├── tempflow_estimator.py │ │ │ └── tempflow_network.py │ │ ├── tft │ │ │ ├── __init__.py │ │ │ ├── tft_estimator.py │ │ │ ├── tft_modules.py │ │ │ ├── tft_network.py │ │ │ ├── tft_output.py │ │ │ └── tft_transform.py │ │ ├── time_grad │ │ │ ├── __init__.py │ │ │ ├── epsilon_theta.py │ │ │ ├── time_grad_estimator.py │ │ │ └── time_grad_network.py │ │ ├── transformer │ │ │ ├── __init__.py │ │ │ ├── transformer_estimator.py │ │ │ └── transformer_network.py │ │ ├── transformer_tempflow │ │ │ ├── __init__.py │ │ │ ├── transformer_tempflow_estimator.py │ │ │ ├── transformer_tempflow_estimator_2.py │ │ │ ├── transformer_tempflow_network.py │ │ │ └── transformer_tempflow_network_2.py │ │ └── utils.py │ ├── modules │ │ ├── __init__.py │ │ ├── distribution_output.py │ │ ├── feature.py │ │ ├── flows.py │ │ ├── gaussian_diffusion.py │ │ ├── iqn_modules.py │ │ └── scaler.py │ └── trainer.py ├── setup.py ├── test │ ├── distributions │ │ ├── test_piecewise_linear.py │ │ └── test_zero_inflated.py │ ├── feature │ │ └── test_holiday.py │ ├── model │ │ ├── deepar │ │ │ ├── test_auxillary_outputs.py │ │ │ └── test_lags.py │ │ ├── test_deepvar.py │ │ ├── test_forecast.py │ │ └── test_lstnet.py │ └── modules │ │ ├── test_distribution_output.py │ │ ├── test_feature.py │ │ ├── test_implicit_quantile_distr_output.py │ │ └── test_scaler.py ├── transformer.py ├── util3.py ├── utils.py ├── utils2.py └── vqgan.py ├── Stage2_inference ├── CITATION.cff ├── EncDecoder.py ├── LICENSE ├── LICENSE.gluon-ts ├── MAINTAINERS ├── Transformer_EncDec.py ├── ce_utils.py ├── codebook.py ├── cross_attn.py ├── inference.py ├── metrics.py ├── mingpt.py ├── past_trans.py ├── pts │ ├── __init__.py │ ├── dataset │ │ ├── __init__.py │ │ ├── loader.py │ │ └── repository │ │ │ ├── __init__.py │ │ │ ├── _m5.py │ │ │ └── datasets.py │ ├── distributions │ │ ├── __init__.py │ │ ├── implicit_quantile.py │ │ ├── piecewise_linear.py │ │ ├── utils.py │ │ └── zero_inflated.py │ ├── feature │ │ ├── __init__.py │ │ ├── fourier_date_feature.py │ │ ├── holiday.py │ │ └── lags.py │ ├── model │ │ ├── __init__.py │ │ ├── estimator.py │ │ ├── tempflow │ │ │ ├── __init__.py │ │ │ ├── tempflow_estimator.py │ │ │ └── tempflow_network.py │ │ ├── tft │ │ │ ├── __init__.py │ │ │ ├── tft_estimator.py │ │ │ ├── tft_modules.py │ │ │ ├── tft_network.py │ │ │ ├── tft_output.py │ │ │ └── tft_transform.py │ │ ├── time_grad │ │ │ ├── __init__.py │ │ │ ├── epsilon_theta.py │ │ │ ├── time_grad_estimator.py │ │ │ └── time_grad_network.py │ │ ├── transformer │ │ │ ├── __init__.py │ │ │ ├── transformer_estimator.py │ │ │ └── transformer_network.py │ │ ├── transformer_tempflow │ │ │ ├── __init__.py │ │ │ ├── transformer_tempflow_estimator.py │ │ │ ├── transformer_tempflow_estimator_2.py │ │ │ ├── transformer_tempflow_network.py │ │ │ └── transformer_tempflow_network_2.py │ │ └── utils.py │ ├── modules │ │ ├── __init__.py │ │ ├── distribution_output.py │ │ ├── feature.py │ │ ├── flows.py │ │ ├── gaussian_diffusion.py │ │ ├── iqn_modules.py │ │ └── scaler.py │ └── trainer.py ├── setup.py ├── test │ ├── distributions │ │ ├── test_piecewise_linear.py │ │ └── test_zero_inflated.py │ ├── feature │ │ └── test_holiday.py │ ├── model │ │ ├── deepar │ │ │ ├── test_auxillary_outputs.py │ │ │ └── test_lags.py │ │ ├── test_deepvar.py │ │ ├── test_forecast.py │ │ └── test_lstnet.py │ └── modules │ │ ├── test_distribution_output.py │ │ ├── test_feature.py │ │ ├── test_implicit_quantile_distr_output.py │ │ └── test_scaler.py ├── transformer.py ├── util3.py ├── utils.py ├── utils2.py └── vqgan.py ├── Stage2_target_generation ├── CITATION.cff ├── EncDecoder.py ├── LICENSE ├── LICENSE.gluon-ts ├── MAINTAINERS ├── Transformer_EncDec.py ├── ce_utils.py ├── codebook.py ├── cross_attn.py ├── main.py ├── metrics.py ├── mingpt.py ├── past_trans.py ├── pts │ ├── __init__.py │ ├── dataset │ │ ├── __init__.py │ │ ├── loader.py │ │ └── repository │ │ │ ├── __init__.py │ │ │ ├── _m5.py │ │ │ └── datasets.py │ ├── distributions │ │ ├── __init__.py │ │ ├── implicit_quantile.py │ │ ├── piecewise_linear.py │ │ ├── utils.py │ │ └── zero_inflated.py │ ├── feature │ │ ├── __init__.py │ │ ├── fourier_date_feature.py │ │ ├── holiday.py │ │ └── lags.py │ ├── model │ │ ├── __init__.py │ │ ├── estimator.py │ │ ├── tempflow │ │ │ ├── __init__.py │ │ │ ├── tempflow_estimator.py │ │ │ └── tempflow_network.py │ │ ├── tft │ │ │ ├── __init__.py │ │ │ ├── tft_estimator.py │ │ │ ├── tft_modules.py │ │ │ ├── tft_network.py │ │ │ ├── tft_output.py │ │ │ └── tft_transform.py │ │ ├── time_grad │ │ │ ├── __init__.py │ │ │ ├── epsilon_theta.py │ │ │ ├── time_grad_estimator.py │ │ │ └── time_grad_network.py │ │ ├── transformer │ │ │ ├── __init__.py │ │ │ ├── transformer_estimator.py │ │ │ └── transformer_network.py │ │ ├── transformer_tempflow │ │ │ ├── __init__.py │ │ │ ├── transformer_tempflow_estimator.py │ │ │ ├── transformer_tempflow_estimator_2.py │ │ │ ├── transformer_tempflow_network.py │ │ │ └── transformer_tempflow_network_2.py │ │ └── utils.py │ ├── modules │ │ ├── __init__.py │ │ ├── distribution_output.py │ │ ├── feature.py │ │ ├── flows.py │ │ ├── gaussian_diffusion.py │ │ ├── iqn_modules.py │ │ └── scaler.py │ └── trainer.py ├── setup.py ├── test │ ├── distributions │ │ ├── test_piecewise_linear.py │ │ └── test_zero_inflated.py │ ├── feature │ │ └── test_holiday.py │ ├── model │ │ ├── deepar │ │ │ ├── test_auxillary_outputs.py │ │ │ └── test_lags.py │ │ ├── test_deepvar.py │ │ ├── test_forecast.py │ │ └── test_lstnet.py │ └── modules │ │ ├── test_distribution_output.py │ │ ├── test_feature.py │ │ ├── test_implicit_quantile_distr_output.py │ │ └── test_scaler.py ├── transformer.py ├── util3.py ├── utils.py ├── utils2.py └── vqgan.py ├── stage1_downsampled_target ├── CITATION.cff ├── EncDecoder.py ├── LICENSE ├── LICENSE.gluon-ts ├── MAINTAINERS ├── Transformer_EncDec.py ├── codebook.py ├── cross_attn.py ├── mingpt.py ├── myplot.png ├── past_trans.py ├── pts │ ├── __init__.py │ ├── dataset │ │ ├── __init__.py │ │ ├── loader.py │ │ └── repository │ │ │ ├── __init__.py │ │ │ ├── _m5.py │ │ │ └── datasets.py │ ├── distributions │ │ ├── __init__.py │ │ ├── implicit_quantile.py │ │ ├── piecewise_linear.py │ │ ├── utils.py │ │ └── zero_inflated.py │ ├── feature │ │ ├── __init__.py │ │ ├── fourier_date_feature.py │ │ ├── holiday.py │ │ └── lags.py │ ├── model │ │ ├── __init__.py │ │ ├── estimator.py │ │ ├── tempflow │ │ │ ├── __init__.py │ │ │ ├── tempflow_estimator.py │ │ │ └── tempflow_network.py │ │ ├── tft │ │ │ ├── __init__.py │ │ │ ├── tft_estimator.py │ │ │ ├── tft_modules.py │ │ │ ├── tft_network.py │ │ │ ├── tft_output.py │ │ │ └── tft_transform.py │ │ ├── time_grad │ │ │ ├── __init__.py │ │ │ ├── epsilon_theta.py │ │ │ ├── time_grad_estimator.py │ │ │ └── time_grad_network.py │ │ ├── transformer │ │ │ ├── __init__.py │ │ │ ├── transformer_estimator.py │ │ │ └── transformer_network.py │ │ ├── transformer_tempflow │ │ │ ├── __init__.py │ │ │ ├── transformer_tempflow_estimator.py │ │ │ ├── transformer_tempflow_estimator_2.py │ │ │ ├── transformer_tempflow_network.py │ │ │ └── transformer_tempflow_network_2.py │ │ └── utils.py │ ├── modules │ │ ├── __init__.py │ │ ├── distribution_output.py │ │ ├── feature.py │ │ ├── flows.py │ │ ├── gaussian_diffusion.py │ │ ├── iqn_modules.py │ │ └── scaler.py │ └── trainer.py ├── setup.py ├── stage1_dowsample_run.py ├── test │ ├── distributions │ │ ├── test_piecewise_linear.py │ │ └── test_zero_inflated.py │ ├── feature │ │ └── test_holiday.py │ ├── model │ │ ├── deepar │ │ │ ├── test_auxillary_outputs.py │ │ │ └── test_lags.py │ │ ├── test_deepvar.py │ │ ├── test_forecast.py │ │ └── test_lstnet.py │ └── modules │ │ ├── test_distribution_output.py │ │ ├── test_feature.py │ │ ├── test_implicit_quantile_distr_output.py │ │ └── test_scaler.py ├── transformer.py ├── util3.py ├── utils.py ├── utils2.py └── vqgan.py └── stage1_target ├── CITATION.cff ├── EncDecoder.py ├── LICENSE ├── LICENSE.gluon-ts ├── MAINTAINERS ├── Transformer_EncDec.py ├── codebook.py ├── cross_attn.py ├── mingpt.py ├── myplot.png ├── past_trans.py ├── pts ├── __init__.py ├── dataset │ ├── __init__.py │ ├── loader.py │ └── repository │ │ ├── __init__.py │ │ ├── _m5.py │ │ └── datasets.py ├── distributions │ ├── __init__.py │ ├── implicit_quantile.py │ ├── piecewise_linear.py │ ├── utils.py │ └── zero_inflated.py ├── feature │ ├── __init__.py │ ├── fourier_date_feature.py │ ├── holiday.py │ └── lags.py ├── model │ ├── __init__.py │ ├── estimator.py │ ├── tempflow │ │ ├── __init__.py │ │ ├── tempflow_estimator.py │ │ └── tempflow_network.py │ ├── tft │ │ ├── __init__.py │ │ ├── tft_estimator.py │ │ ├── tft_modules.py │ │ ├── tft_network.py │ │ ├── tft_output.py │ │ └── tft_transform.py │ ├── time_grad │ │ ├── __init__.py │ │ ├── epsilon_theta.py │ │ ├── time_grad_estimator.py │ │ └── time_grad_network.py │ ├── transformer │ │ ├── __init__.py │ │ ├── transformer_estimator.py │ │ └── transformer_network.py │ ├── transformer_tempflow │ │ ├── __init__.py │ │ ├── transformer_tempflow_estimator.py │ │ ├── transformer_tempflow_estimator_2.py │ │ ├── transformer_tempflow_network.py │ │ └── transformer_tempflow_network_2.py │ └── utils.py ├── modules │ ├── __init__.py │ ├── distribution_output.py │ ├── feature.py │ ├── flows.py │ ├── gaussian_diffusion.py │ ├── iqn_modules.py │ └── scaler.py └── trainer.py ├── setup.py ├── stage1_run.py ├── test ├── distributions │ ├── test_piecewise_linear.py │ └── test_zero_inflated.py ├── feature │ └── test_holiday.py ├── model │ ├── deepar │ │ ├── test_auxillary_outputs.py │ │ └── test_lags.py │ ├── test_deepvar.py │ ├── test_forecast.py │ └── test_lstnet.py └── modules │ ├── test_distribution_output.py │ ├── test_feature.py │ ├── test_implicit_quantile_distr_output.py │ └── test_scaler.py ├── transformer.py ├── util3.py ├── utils.py ├── utils2.py └── vqgan.py /HDT.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/hdtkk/HDT/HEAD/HDT.pdf -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 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