Dataset Preparation

Please copy the dataset directory to the folder ./Data in our repository.

Training & Sampling

For training, you can reproduce the experimental results of all benchmarks by runing

python main.py --name {experiment_name} --config_file {config.yaml} --gpu {gpu_id} --train

Config files are located in Config directory.

Unconstrained

(myenv) $ python main.py --name {name} --config_file {config.yaml} --gpu 0 --sample 0 --milestone {checkpoint_number}

Imputation

(myenv) $ python main.py --name {name} --config_file {config.yaml} --gpu 0 --sample 1 --milestone {checkpoint_number} --mode infill --missing_ratio {missing_ratio}

Forecasting

(myenv) $ python main.py --name {dataset_name} --config_file {config.yaml} --gpu 0 --sample 1 --milestone {checkpoint_number} --mode predict --pred_len {pred_len}

This paper is currently under review.