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FiLM

FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting https://arxiv.org/abs/2205.08897

In long-term forecasting, FiLM achieves SOTA, with a 19% relative improvement on six benchmarks, covering five practical applications: energy, traffic, economics, weather and disease.

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Figure 1. Overall structure of FiLM
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Figure 2. Frequency Enhanced Layer (FEL)Figure 3. Legendre Projection Unit (LPU)

Main Results

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Get Started

  1. Install Python 3.9, PyTorch 1.11.0.
  2. Download data. You can obtain all the six benchmarks from Tsinghua Cloud or Google Drive. All the datasets are well pre-processed and can be used easily.
  3. Train the model. We provide the experiment scripts of all benchmarks under the folder ./scripts. You can reproduce the Multivariate/Univariate experiment results by:
bash ./script/ETT_script/FiLM/FiLM_ETTm2.sh
bash ./script/ECL_script/FiLM/FiLM.sh
bash ./script/Exchange_script/FiLM/FiLM.sh
bash ./script/Traffic_script/FiLM/FiLM.sh
bash ./script/Weather_script/FiLM/FiLM.sh
bash ./script/ILI_script/FiLM/FiLM.sh


bash ./script/ETT_script/FiLM/FiLM_ETTm2_S.sh
bash ./script/ECL_script/FiLM/FiLM_S.sh
bash ./script/Exchange_script/FiLM/FiLM_S.sh
bash ./script/Traffic_script/FiLM/FiLM_S.sh
bash ./script/Weather_script/FiLM/FiLM_S.sh
bash ./script/ILI_script/FiLM/FiLM_S.sh

Acknowledgement

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

https://github.com/zhouhaoyi/Informer2020

https://github.com/zhouhaoyi/ETDataset

https://github.com/laiguokun/multivariate-time-series-data

https://github.com/thuml/Autoformer