├── .gitignore ├── CONTRIBUTING.md ├── LICENSE ├── README.md ├── data_provider ├── __init__.py ├── data_factory.py ├── data_loader.py ├── m4.py └── uea.py ├── exp ├── __init__.py ├── exp_anomaly_detection.py ├── exp_basic.py ├── exp_classification.py ├── exp_imputation.py ├── exp_long_term_forecasting.py ├── exp_short_term_forecasting.py └── exp_zero_shot_forecasting.py ├── layers ├── AutoCorrelation.py ├── Autoformer_EncDec.py ├── Conv_Blocks.py ├── Crossformer_EncDec.py ├── DWT_Decomposition.py ├── ETSformer_EncDec.py ├── Embed.py ├── FourierCorrelation.py ├── MSGBlock.py ├── MultiWaveletCorrelation.py ├── Pyraformer_EncDec.py ├── SelfAttention_Family.py ├── StandardNorm.py ├── TimeFilter_layers.py ├── Transformer_EncDec.py └── __init__.py ├── models ├── Autoformer.py ├── Chronos.py ├── Chronos2.py ├── Crossformer.py ├── DLinear.py ├── ETSformer.py ├── FEDformer.py ├── FiLM.py ├── FreTS.py ├── Informer.py ├── KANAD.py ├── Koopa.py ├── LightTS.py ├── MICN.py ├── MSGNet.py ├── Mamba.py ├── MambaSimple.py ├── MultiPatchFormer.py ├── Nonstationary_Transformer.py ├── PAttn.py ├── PatchTST.py ├── Pyraformer.py ├── Reformer.py ├── SCINet.py ├── SegRNN.py ├── Sundial.py ├── TSMixer.py ├── TemporalFusionTransformer.py ├── TiDE.py ├── TiRex.py ├── TimeFilter.py ├── TimeMixer.py ├── TimeMoE.py ├── TimeXer.py ├── TimesFM.py ├── TimesNet.py ├── Transformer.py ├── WPMixer.py ├── __init__.py └── iTransformer.py ├── pic └── dataset.png ├── requirements.txt ├── run.py ├── scripts ├── anomaly_detection │ ├── MSL │ │ ├── Autoformer.sh │ │ ├── Crossformer.sh │ │ ├── DLinear.sh │ │ ├── ETSformer.sh │ │ ├── FEDformer.sh │ │ ├── FiLM.sh │ │ ├── Informer.sh │ │ ├── KANAD.sh │ │ ├── LightTS.sh │ │ ├── MICN.sh │ │ ├── Pyraformer.sh │ │ ├── Reformer.sh │ │ ├── TimesNet.sh │ │ ├── Transformer.sh │ │ └── iTransformer.sh │ ├── PSM │ │ ├── Autoformer.sh │ │ ├── DLinear.sh │ │ ├── KANAD.sh │ │ ├── TimesNet.sh │ │ └── Transformer.sh │ ├── SMAP │ │ ├── Autoformer.sh │ │ ├── KANAD.sh │ │ ├── TimesNet.sh │ │ └── Transformer.sh │ ├── SMD │ │ ├── Autoformer.sh │ │ ├── KANAD.sh │ │ ├── TimesNet.sh │ │ └── Transformer.sh │ └── SWAT │ │ ├── Autoformer.sh │ │ ├── KANAD.sh │ │ ├── TimesNet.sh │ │ └── Transformer.sh ├── classification │ ├── Autoformer.sh │ ├── Crossformer.sh │ ├── DLinear.sh │ ├── ETSformer.sh │ ├── FEDformer.sh │ ├── FiLM.sh │ ├── Informer.sh │ ├── LightTS.sh │ ├── MICN.sh │ ├── PatchTST.sh │ ├── Pyraformer.sh │ ├── Reformer.sh │ ├── TimesNet.sh │ ├── Transformer.sh │ └── iTransformer.sh ├── exogenous_forecast │ ├── ECL │ │ └── TimeXer.sh │ ├── EPF │ │ └── TimeXer.sh │ ├── ETTh1 │ │ └── TimeXer.sh │ ├── ETTh2 │ │ └── TimeXer.sh │ ├── ETTm1 │ │ └── TimeXer.sh │ ├── ETTm2 │ │ └── TimeXer.sh │ ├── Traffic │ │ └── TimeXer.sh │ └── Weather │ │ └── TimeXer.sh ├── imputation │ ├── ECL_script │ │ ├── Autoformer.sh │ │ ├── DLinear.sh │ │ ├── ETSformer.sh │ │ ├── FEDformer.sh │ │ ├── Informer.sh │ │ ├── LightTS.sh │ │ ├── Pyraformer.sh │ │ ├── Reformer.sh │ │ ├── TimesNet.sh │ │ ├── Transformer.sh │ │ └── iTransformer.sh │ ├── ETT_script │ │ ├── Autoformer_ETTh1.sh │ │ ├── Autoformer_ETTh2.sh │ │ ├── Autoformer_ETTm1.sh │ │ ├── Autoformer_ETTm2.sh │ │ ├── Crossformer_ETTh1.sh │ │ ├── DLinear_ETTh1.sh │ │ ├── FiLM_ETTh1.sh │ │ ├── MICN_ETTh1.sh │ │ ├── Nonstationary_Transformer_ETTh1.sh │ │ ├── TiDE_ETTh1.sh │ │ ├── TimesNet_ETTh1.sh │ │ ├── TimesNet_ETTh2.sh │ │ ├── TimesNet_ETTm1.sh │ │ ├── TimesNet_ETTm2.sh │ │ ├── Transformer_ETTh1.sh │ │ ├── Transformer_ETTh2.sh │ │ ├── Transformer_ETTm1.sh │ │ ├── Transformer_ETTm2.sh │ │ └── iTransformer_ETTh2.sh │ └── Weather_script │ │ ├── Autoformer.sh │ │ ├── TimesNet.sh │ │ └── Transformer.sh ├── long_term_forecast │ ├── AugmentSample │ │ ├── Classification │ │ │ └── PatchTST.sh │ │ ├── Forecasting │ │ │ └── PatchTST.sh │ │ └── ReadMe.md │ ├── ECL_script │ │ ├── Autoformer.sh │ │ ├── Crossformer.sh │ │ ├── DLinear.sh │ │ ├── ETSformer.sh │ │ ├── FEDformer.sh │ │ ├── FiLM.sh │ │ ├── Informer.sh │ │ ├── Koopa.sh │ │ ├── LightTS.sh │ │ ├── MICN.sh │ │ ├── Mamba.sh │ │ ├── MultiPatchFormer.sh │ │ ├── Nonstationary_Transformer.sh │ │ ├── PatchTST.sh │ │ ├── Pyraformer.sh │ │ ├── Reformer.sh │ │ ├── SegRNN.sh │ │ ├── TSMixer.sh │ │ ├── TimeMixer.sh │ │ ├── TimeXer.sh │ │ ├── TimesNet.sh │ │ ├── Transformer.sh │ │ ├── WPMixer.sh │ │ └── iTransformer.sh │ ├── ETT_script │ │ ├── Autoformer_ETTh1.sh │ │ ├── Autoformer_ETTh2.sh │ │ ├── Autoformer_ETTm1.sh │ │ ├── Autoformer_ETTm2.sh │ │ ├── Crossformer_ETTh1.sh │ │ ├── Crossformer_ETTh2.sh │ │ ├── Crossformer_ETTm1.sh │ │ ├── Crossformer_ETTm2.sh │ │ ├── DLinear_ETTh1.sh │ │ ├── ETSformer_ETTh1.sh │ │ ├── FEDformer_ETTh1.sh │ │ ├── FiLM_ETTh1.sh │ │ ├── FiLM_ETTh2.sh │ │ ├── FiLM_ETTm1.sh │ │ ├── FiLM_ETTm2.sh │ │ ├── Informer_ETTh1.sh │ │ ├── Koopa_ETTh1.sh │ │ ├── Koopa_ETTh2.sh │ │ ├── Koopa_ETTm1.sh │ │ ├── Koopa_ETTm2.sh │ │ ├── LTSM.sh │ │ ├── LightTS_ETTh1.sh │ │ ├── MICN_ETTh1.sh │ │ ├── MICN_ETTh2.sh │ │ ├── MICN_ETTm1.sh │ │ ├── MICN_ETTm2.sh │ │ ├── MambaSimple_ETTh1.sh │ │ ├── Mamba_ETT_all.sh │ │ ├── Mamba_ETTh1.sh │ │ ├── Mamba_ETTh2.sh │ │ ├── Mamba_ETTm1.sh │ │ ├── Mamba_ETTm2.sh │ │ ├── MultiPatchFormer_ETTh1.sh │ │ ├── MultiPatchFormer_ETTm1.sh │ │ ├── Nonstationary_Transformer_ETTh1.sh │ │ ├── Nonstationary_Transformer_ETTh2.sh │ │ ├── Nonstationary_Transformer_ETTm1.sh │ │ ├── Nonstationary_Transformer_ETTm2.sh │ │ ├── PAttn_ETTh1.sh │ │ ├── PatchTST_ETTh1.sh │ │ ├── PatchTST_ETTh2.sh │ │ ├── PatchTST_ETTm1.sh │ │ ├── PatchTST_ETTm2.sh │ │ ├── Pyraformer_ETTh1.sh │ │ ├── Pyraformer_ETTh2.sh │ │ ├── Pyraformer_ETTm1.sh │ │ ├── Pyraformer_ETTm2.sh │ │ ├── Reformer_ETTh1.sh │ │ ├── SegRNN_ETTh1.sh │ │ ├── SegRNN_ETTh2.sh │ │ ├── SegRNN_ETTm1.sh │ │ ├── SegRNN_ETTm2.sh │ │ ├── TSMixer_ETTh1.sh │ │ ├── TSMixer_ETTh2.sh │ │ ├── TSMixer_ETTm1.sh │ │ ├── TSMixer_ETTm2.sh │ │ ├── TiDE_ETTh1.sh │ │ ├── TimeMixer_ETTh1.sh │ │ ├── TimeMixer_ETTh2.sh │ │ ├── TimeMixer_ETTm1.sh │ │ ├── TimeMixer_ETTm2.sh │ │ ├── TimeXer_ETTh1.sh │ │ ├── TimeXer_ETTh2.sh │ │ ├── TimeXer_ETTm1.sh │ │ ├── TimeXer_ETTm2.sh │ │ ├── TimesNet_ETTh1.sh │ │ ├── TimesNet_ETTh2.sh │ │ ├── TimesNet_ETTm1.sh │ │ ├── TimesNet_ETTm2.sh │ │ ├── Transformer_ETTh1.sh │ │ ├── Transformer_ETTh2.sh │ │ ├── Transformer_ETTm1.sh │ │ ├── Transformer_ETTm2.sh │ │ ├── WPMixer_ETTh1.sh │ │ ├── WPMixer_ETTh2.sh │ │ ├── WPMixer_ETTm1.sh │ │ ├── WPMixer_ETTm2.sh │ │ └── iTransformer_ETTh2.sh │ ├── Exchange_script │ │ ├── Autoformer.sh │ │ ├── Crossformer.sh │ │ ├── FiLM.sh │ │ ├── Koopa.sh │ │ ├── MICN.sh │ │ ├── Mamba.sh │ │ ├── Nonstationary_Transformer.sh │ │ ├── PatchTST.sh │ │ ├── Pyraformer.sh │ │ ├── TimesNet.sh │ │ └── Transformer.sh │ ├── ILI_script │ │ ├── Autoformer.sh │ │ ├── Crossformer.sh │ │ ├── FiLM.sh │ │ ├── Koopa.sh │ │ ├── MICN.sh │ │ ├── Nonstationary_Transformer.sh │ │ ├── PatchTST.sh │ │ ├── TimesNet.sh │ │ └── Transformer.sh │ ├── Mamba_all.sh │ ├── Traffic_script │ │ ├── Autoformer.sh │ │ ├── Crossformer.sh │ │ ├── FiLM.sh │ │ ├── Koopa.sh │ │ ├── MICN.sh │ │ ├── Mamba.sh │ │ ├── MultiPatchFormer.sh │ │ ├── Nonstationary_Transformer.sh │ │ ├── PatchTST.sh │ │ ├── Pyraformer.sh │ │ ├── SegRNN.sh │ │ ├── TSMixer.sh │ │ ├── TimeMixer.sh │ │ ├── TimeXer.sh │ │ ├── TimesNet.sh │ │ ├── Transformer.sh │ │ ├── WPMixer.sh │ │ └── iTransformer.sh │ └── Weather_script │ │ ├── Autoformer.sh │ │ ├── Crossformer.sh │ │ ├── FiLM.sh │ │ ├── MICN.sh │ │ ├── Mamba.sh │ │ ├── MultiPatchFormer.sh │ │ ├── Nonstationary_Transformer.sh │ │ ├── PatchTST.sh │ │ ├── Pyraformer.sh │ │ ├── SegRNN.sh │ │ ├── TSMixer.sh │ │ ├── TimeMixer.sh │ │ ├── TimeXer.sh │ │ ├── TimesNet.sh │ │ ├── Transformer.sh │ │ ├── WPMixer.sh │ │ └── iTransformer.sh └── short_term_forecast │ ├── Autoformer_M4.sh │ ├── Crossformer_M4.sh │ ├── DLinear_M4.sh │ ├── ETSformer_M4.sh │ ├── FEDformer_M4.sh │ ├── FiLM_M4.sh │ ├── Informer_M4.sh │ ├── LightTS_M4.sh │ ├── MICN_M4.sh │ ├── Mamba_M4.sh │ ├── Nonstationary_Transformer_M4.sh │ ├── 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