Official implementation of the paper.
Install PyTorch first, then:
pip install -r requirements.txtAll datasets are expected in the dataset/ directory. The 10 datasets used in the paper are:
| Dataset | Channels |
|---|---|
| ETTm1 | 7 |
| ETTm2 | 7 |
| ETTh1 | 7 |
| ETTh2 | 7 |
| Weather | 21 |
| Solar | 137 |
| ECL | 321 |
| PEMS03 | 358 |
| PEMS04 | 307 |
| PEMS08 | 170 |
These can be sourced from Time-Series-Library.
Full CAPS model:
bash caps.shLinAttn + RoPE ablation baseline:
bash caps_baseline.shMetrics are logged to Weights & Biases. Set WANDB_MODE=disabled to run offline.