XCTFormer

Official repository for XCTFormer: Cross-Variate-Temporal Transformer with Learnable Causality Masks for Multivariate Time Series Forecasting.

Setup

conda create -n xctformer python=3.9.21
conda activate xctformer
pip install -r requirements.txt

Data

Download datasets and place them in the datasets/ directory.

Generating the Synthetic Dataset

python generate_synthetic_data.py

Output: datasets/Synthetic/synthetic.csv

Reproducing Results

# Long-term forecasting
bash scripts/long_term_forecast/XCTFormer_ETTm1.sh

# Imputation
bash scripts/imputation/XCTFormer_ETTm1.sh

# Anomaly detection
bash scripts/anomaly_detection/XCTFormer_PSM.sh