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Is Mamba Effective for Time Series Forecasting?

<a href='https://arxiv.org/abs/2403.11144'><img src='https://img.shields.io/badge/Paper-Arxiv-red'></a>

:loudspeaker: Latest Updates

S-Mamba

model

Contributions :trophy:

Getting Start :hourglass_flowing_sand:

Installation

pip install -r requirements.txt

Datasets

The datasets can be obtained from here.

Train and evaluate

# ECL
bash ./scripts/multivariate_forecasting/ECL/S_Mamba.sh
# Exchange
bash ./scripts/multivariate_forecasting/Exchange/S_Mamba.sh
# Traffic
bash ./scripts/multivariate_forecasting/Traffic/S_Mamba.sh
# Weather
bash ./scripts/multivariate_forecasting/Weather/S_Mamba.sh
# Solar-Energy
bash ./scripts/multivariate_forecasting/SolarEnergy/S_Mamba.sh
# PEMS
bash ./scripts/multivariate_forecasting/PEMS/S_Mamba_03.sh
bash ./scripts/multivariate_forecasting/PEMS/S_Mamba_04.sh
bash ./scripts/multivariate_forecasting/PEMS/S_Mamba_07.sh
bash ./scripts/multivariate_forecasting/PEMS/S_Mamba_08.sh
# ETT
bash ./scripts/multivariate_forecasting/ETT/S_Mamba_ETTm1.sh
bash ./scripts/multivariate_forecasting/ETT/S_Mamba_ETTm2.sh
bash ./scripts/multivariate_forecasting/ETT/S_Mamba_ETTh1.sh
bash ./scripts/multivariate_forecasting/ETT/S_Mamba_ETTh2.sh

Acknowledgement :pray:

We are grateful for the following awesome projects when implementing S-Mamba:

Citation

If you find our work useful in your research, please consider citing us:

@article{wang2024mamba,
  title={Is Mamba Effective for Time Series Forecasting?},
  author={Wang, Zihan and Kong, Fanheng and Feng, Shi and Wang, Ming and Zhao, Han and Wang, Daling and Zhang, Yifei},
  journal={arXiv preprint arXiv:2403.11144},
  year={2024}
}