Dmmc123 / time-wise-rat

Retrieval-Augmented Time Series Prediction Using Transformers

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Transformer-Enabled Retrieval Augmentation

Introduction

Well, well, well.

Who would have guessed tha RAGs would help Time Series models achieve a better prediction accuracy?

I guess, a lot of people.

Usage

Installation

poetry install

Replication

python train.py -m
    model=patchtst,fedformer,autoformer,nstransformer,
    data=btc,sp_500,electrocity,flu,traffic,weather
    aug=baseline,mqretnn,ratsf,tera

Results

Experiments

image

Summary

image

About

Retrieval-Augmented Time Series Prediction Using Transformers


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Language:Jupyter Notebook 72.6%Language:Python 27.4%