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Triformer: Linear Triangular Transformer for Long Sequence Multivariate TimeSeries Forecasting

This is the origin Pytorch implementation of Triangular Transfomer.

Requirements

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

Dependencies can be installed using the following command:

pip install -r requirements.txt

Data and Usage

We used the exact same setup as Informer. The data processing and usage instructions can be found here.

Citation

If you find this repository useful in your research, please cite the following paper:

@inproceedings{RazvanIJCAI2022,
  author    = {Razvan-Gabriel Cirstea and
                Chenjuan Guo and
                Bin Yang and
                Tung Kieu and
                Xuanyi Dong and
                Shirui Pan},
  title     = {Triformer: Triangular, Variable-Specific Attentions for Long Sequence
                Multivariate Time Series Forecasting},
  booktitle = {IJCAI},
  year      = {2022}
}