FSTN

Fourier Spatial-Temporal Network for Multivariate Time Series Forecasting

This is a Pytorch implementation of our FSTN.

Datasets

Solar - https://www.nrel.gov/grid/solar-power-data.html

Wiki - https://www.kaggle.com/c/web-traffic-time-series-forecasting/data

Traffic - https://archive.ics.uci.edu/ml/datasets/PEMS-SF

ECG - http://www.timeseriesclassification.com/description.php?Dataset=ECG5000

Electricity - https://archive.ics.uci.edu/ml/datasets/ElectricityLoadDiagrams20112014

COVID-19 - https://github.com/CSSEGISandData/COVID-19

METR-LA - https://github.com/liyaguang/DCRNN

Exchange - https://github.com/laiguokun/multivariate-time-series-data

Baselines

DeepGLO - https://github.com/rajatsen91/deepglo

LSTNet - https://github.com/laiguokun/LSTNet

TCN - https://github.com/locuslab/TCN

Informer - https://github.com/zhouhaoyi/Informer2020

Reformer - https://github.com/thuml/Autoformer

Autoformer - https://github.com/thuml/Autoformer

FEDformer - https://github.com/MAZiqing/FEDformer

SFM - https://github.com/z331565360/State-Frequency-Memory-stock-prediction

StemGNN - https://github.com/microsoft/StemGNN

MTGNN - https://github.com/nnzhan/MTGNN

GraphWaveNet - https://github.com/nnzhan/Graph-WaveNet

AGCRN - https://github.com/LeiBAI/AGCRN

TAMP-S2GCNets - https://www.dropbox.com/sh/n0ajd5l0tdeyb80/AABGn-ejfV1YtRwjf_L0AOsNa?dl=0

DCRNN - https://github.com/liyaguang/DCRNN

STGCN - https://github.com/VeritasYin/STGCN_IJCAI-18