sunsunmin / Look_Ahead

Look Ahead: Improving the Accuracy of Time-Series Forecasting by Previewing Future Time Features

Look Ahead

This repository contains the code of [Look Ahead] Improving the Accuracy of Time-Series Forecasting by Previewing Future Time Features

Dependencies

• Python 3.6
• matplotlib == 3.1.1
• numpy == 1.19.4
• pandas == 0.25.1
• scikit_learn == 0.21.3
• torch == 1.8.0

Datasets

• https://github.com/zhouhaoyi/ETDataset
• https://archive.ics.uci.edu/ml/datasets/Appliances+energy+prediction
• https://archive.ics.uci.edu/ml/datasets/Power+consumption+of+Tetouan+city

Training and Evaluation

In order to train a model for LookAheaed, use test_ax_learning.py script. Following are the main parameters for training:

--len : time stamp embedding input length 
--time_point : time stamp after 𝛼 steps


python test_ax_learning.py
python test.py

Acknowledgement

We appreciate the following github repos a lot for their valuable code base or datasets:

https://github.com/thuml/Autoformer

https://github.com/zhouhaoyi/Informer2020

https://github.com/zhouhaoyi/ETDataset