Dual Self-Attention Network for Multivariate Time Series Forecasting
DSANet
This project is the PyTorch implementation of the paper “DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting“, in which we propose a dual self-attention network (DSANet) for multivariate time series forecasting. The network architecture is illustrated in the following figure, and more details about the effect of each component can be found in the paper.
Requirements
- Python 3.5 or above
- PyTorch 1.1 or above
- pytorch-lightning
How to run
You need to prepare the dataset first. Check here.
# clone project
git clone https://github.com/bighuang624/DSANet.git
# install dependencies
cd DSANet
pip install requirements.txt
# run
python single_cpu_trainer.py --data_name {data_name} --n_multiv {n_multiv}
Notice: At present, we find that there are some bugs (presumably some problems left by the old version of pytorch-lightning)