Invariant Representation Learning for Source-Free Time Series Forecasting with LLM-Centric Proxy Denoising

Running

• Data Preparation: Weather, Traffic, Electricity and ETT can be downloaded from Google Drive. Please put each .csv file in ./dataset/.

• Training Source Model: Run scripts like etth1.sh in ./scripts/ to train the source model on the corresponding dataset, for example

  bash ./scripts/etth1.sh

• Adaptation to Target domain: After obtaining the source model, run scripts like etth1_weather.sh in ./scripts/ to achieve adaptation to target domain, for example

  bash ./scripts/etth1_weather.sh
  

Requirements

python==3.8
einops==0.8.1
matplotlib==3.7.5
numpy==1.24.4
pandas==2.0.3
ptflops==0.7.5
reformer_pytorch==1.4.4
scikit_learn==1.3.2
seaborn==0.13.2
torch==2.4.1
torchvision==0.12.0+cu113
tqdm==4.67.1
transformers==4.46.3
tsai==0.4.1