├── README.md ├── data_provider ├── data_factory.py └── data_loader.py ├── exp ├── exp_basic.py └── exp_main.py ├── fig └── model.png ├── layers ├── AutoCorrelation.py ├── AutoEncoder.py ├── Autoformer_EncDec.py ├── Cluster.py ├── Constraint.py ├── Embed.py ├── InitializeD.py ├── PatchTST_MoE_backbone_cluster_frequency.py ├── PatchTST_MoE_backbone_cluster_time.py ├── PatchTST_backbone.py ├── PatchTST_layers.py ├── RevIN.py ├── SelfAttention_Family.py ├── SparseMoE.py └── Transformer_EncDec.py ├── models ├── Autoformer.py ├── DLinear.py ├── Informer.py ├── Linear.py ├── NLinear.py ├── PatchTST.py ├── PatchTST_MoE_cluster.py ├── Stat_models.py └── Transformer.py ├── requirements.txt ├── run_longExp.py ├── scripts ├── etth1.sh ├── etth2.sh ├── ettm1.sh └── ettm2.sh └── utils ├── masking.py ├── metrics.py ├── timefeatures.py └── tools.py /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/README.md -------------------------------------------------------------------------------- /data_provider/data_factory.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/data_provider/data_factory.py -------------------------------------------------------------------------------- /data_provider/data_loader.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/data_provider/data_loader.py -------------------------------------------------------------------------------- /exp/exp_basic.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/exp/exp_basic.py -------------------------------------------------------------------------------- /exp/exp_main.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/exp/exp_main.py -------------------------------------------------------------------------------- /fig/model.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/fig/model.png -------------------------------------------------------------------------------- /layers/AutoCorrelation.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/AutoCorrelation.py -------------------------------------------------------------------------------- /layers/AutoEncoder.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/AutoEncoder.py -------------------------------------------------------------------------------- /layers/Autoformer_EncDec.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/Autoformer_EncDec.py -------------------------------------------------------------------------------- /layers/Cluster.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/Cluster.py -------------------------------------------------------------------------------- /layers/Constraint.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/Constraint.py -------------------------------------------------------------------------------- /layers/Embed.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/Embed.py -------------------------------------------------------------------------------- /layers/InitializeD.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/InitializeD.py -------------------------------------------------------------------------------- /layers/PatchTST_MoE_backbone_cluster_frequency.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/PatchTST_MoE_backbone_cluster_frequency.py -------------------------------------------------------------------------------- /layers/PatchTST_MoE_backbone_cluster_time.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/PatchTST_MoE_backbone_cluster_time.py -------------------------------------------------------------------------------- /layers/PatchTST_backbone.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/PatchTST_backbone.py -------------------------------------------------------------------------------- /layers/PatchTST_layers.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/PatchTST_layers.py -------------------------------------------------------------------------------- /layers/RevIN.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/RevIN.py -------------------------------------------------------------------------------- /layers/SelfAttention_Family.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/SelfAttention_Family.py -------------------------------------------------------------------------------- /layers/SparseMoE.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/SparseMoE.py -------------------------------------------------------------------------------- /layers/Transformer_EncDec.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/layers/Transformer_EncDec.py -------------------------------------------------------------------------------- /models/Autoformer.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/models/Autoformer.py -------------------------------------------------------------------------------- /models/DLinear.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/models/DLinear.py -------------------------------------------------------------------------------- /models/Informer.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/models/Informer.py -------------------------------------------------------------------------------- /models/Linear.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/models/Linear.py -------------------------------------------------------------------------------- /models/NLinear.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/models/NLinear.py -------------------------------------------------------------------------------- /models/PatchTST.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/models/PatchTST.py -------------------------------------------------------------------------------- /models/PatchTST_MoE_cluster.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/models/PatchTST_MoE_cluster.py -------------------------------------------------------------------------------- /models/Stat_models.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/models/Stat_models.py -------------------------------------------------------------------------------- /models/Transformer.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/models/Transformer.py -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- 1 | numpy 2 | matplotlib 3 | pandas 4 | scikit-learn 5 | torch==1.11.0 6 | -------------------------------------------------------------------------------- /run_longExp.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/run_longExp.py -------------------------------------------------------------------------------- /scripts/etth1.sh: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/scripts/etth1.sh -------------------------------------------------------------------------------- /scripts/etth2.sh: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/scripts/etth2.sh -------------------------------------------------------------------------------- /scripts/ettm1.sh: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/scripts/ettm1.sh -------------------------------------------------------------------------------- /scripts/ettm2.sh: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/scripts/ettm2.sh -------------------------------------------------------------------------------- /utils/masking.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/utils/masking.py -------------------------------------------------------------------------------- /utils/metrics.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/utils/metrics.py -------------------------------------------------------------------------------- /utils/timefeatures.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/utils/timefeatures.py -------------------------------------------------------------------------------- /utils/tools.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/syrGitHub/TFPS/HEAD/utils/tools.py --------------------------------------------------------------------------------