TSCurator

This repo is the official Pytorch implementation of TSCurator: "[TSCurator: Exploring Good Data for Long-term Time Series Forecasting]".

Getting Started

Environment Requirements

First, please make sure you have installed Conda. Then, our environment can be installed by:

conda create -n TSCurator python=3.9
conda activate TSCurator
pip install -r requirements.txt

Data Preparation

You can obtain all the nine benchmarks from Google Drive provided in Autoformer. Additionally, the datasets mentioned in the Appendix can be found at GIFT-Eval. All the datasets are well pre-processed and can be used easily.

mkdir dataset

Please put them in the ./dataset directory

Training Example

sh scripts/generate_indicator.sh
sh scripts/ETTh2_ours.sh

Additionally, Timer and Moirai in the Appendix can be trained in the OpenLTM folder.