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

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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

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

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