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Thanks for sharing, this series of timeseries models are really interesting. I especially like deeptime which works well for me (and I've tried adding multivariate, past only, inputs).
I particularly like the fact that you've testing on challenging multivariate weather and financial data. Many timeseries papers skip these difficult domains in favor of trivial problems. That's why I <3 Deeptime and the *Former papers.
I do have a question. I can't get ETSFormer to work. It seems like the current code mainly just predicts level, perhaps there is a bug in the uploaded code?
To replicate this I used a notebook and no substantial modifications. And you can see it's not predicting nice smooth ARIMA-like lines like in the paper. Instead it seems like it's all level with a tiny bit of growth in the first few steps. This happens at multiple lr's and with multiple datasets.
Am I missing something. Any ideas why this might be?
Thanks for sharing, this series of timeseries models are really interesting. I especially like deeptime which works well for me (and I've tried adding multivariate, past only, inputs).
I particularly like the fact that you've testing on challenging multivariate weather and financial data. Many timeseries papers skip these difficult domains in favor of trivial problems. That's why I <3 Deeptime and the *Former papers.
I do have a question. I can't get ETSFormer to work. It seems like the current code mainly just predicts level, perhaps there is a bug in the uploaded code?
To replicate this I used a notebook and no substantial modifications. And you can see it's not predicting nice smooth ARIMA-like lines like in the paper. Instead it seems like it's all level with a tiny bit of growth in the first few steps. This happens at multiple lr's and with multiple datasets.
Am I missing something. Any ideas why this might be?
https://github.com/wassname/ETSformer/blob/w_notebook/notebook/run.ipynb