diff --git a/README.md b/README.md index 29f004b..63bd91c 100644 --- a/README.md +++ b/README.md @@ -1,31 +1,52 @@ # ETSformer: Exponential Smoothing Transformers for Time-series Forecasting - + +

+ +

+Figure 1. Overall ETSformer Architecture. +

Official PyTorch code repository for the [ETSformer paper](https://arxiv.org/abs/2202.01381). +* ETSformer is a novel time-series Transformer architecture which exploits the principle of exponential smoothing in improving +Transformers for timeseries forecasting. +* ETSformer is inspired by the classical exponential smoothing methods in +time-series forecasting, leveraging the novel exponential smoothing attention (ESA) and frequency attention (FA) to +replace the self-attention mechanism in vanilla Transformers, thus improving both accuracy and efficiency. + ## Requirements -Required dependencies can be installed by: -```bash -pip install -r requirements.txt -``` + +1. Install Python 3.8, and the required dependencies. +2. Required dependencies can be installed by: ```pip install -r requirements.txt``` ## Data -* Pre-processed datasets can be downloaded from the following links, [Tsinghua Cloud](https://cloud.tsinghua.edu.cn/d/e1ccfff39ad541908bae/) or [Google Drive](https://drive.google.com/drive/folders/1ZOYpTUa82_jCcxIdTmyr0LXQfvaM9vIy?usp=sharing), as obtained from [Autoformer's](https://github.com/thuml/Autoformer) GitHub repository. + +* Pre-processed datasets can be downloaded from the following + links, [Tsinghua Cloud](https://cloud.tsinghua.edu.cn/d/e1ccfff39ad541908bae/) + or [Google Drive](https://drive.google.com/drive/folders/1ZOYpTUa82_jCcxIdTmyr0LXQfvaM9vIy?usp=sharing), as obtained + from [Autoformer's](https://github.com/thuml/Autoformer) GitHub repository. * Place the downloaded datasets into the `dataset/` folder, e.g. `dataset/ETT-small/ETTm2.csv`. ## Usage -1. Install Python 3.8, and the required dependencies. +1. Install the required dependencies. 2. Download data as above, and place them in the folder, `dataset/`. -3. Train the model. We provide the experiment scripts of all benchmarks under the folder `./scripts`, e.g. `./scripts/ETTm2.sh`. You might have to change permissions on the script files by running`chmod u+x scripts/*`. +3. Train the model. We provide the experiment scripts of all benchmarks under the folder `./scripts`, + e.g. `./scripts/ETTm2.sh`. You might have to change permissions on the script files by running`chmod u+x scripts/*`. 4. The script for grid search is also provided, and can be run by `./grid_search.sh`. +## Main Results + ## Acknowledgements -The implementation of ETSformer relies on resources from the following codebases and repositories, we thank the original authors for open-sourcing their work. + +The implementation of ETSformer relies on resources from the following codebases and repositories, we thank the original +authors for open-sourcing their work. + * https://github.com/thuml/Autoformer * https://github.com/zhouhaoyi/Informer2020 ## Citation + Please consider citing if you find this code useful to your research.
@article{woo2022etsformer,
     title={ETSformer: Exponential Smoothing Transformers for Time-series Forecasting},