Here is the code for the paper 'Multiple Time Series Forecasting with Dynamic Graph Modeling'.
The data process and data loader are under '/lib/', and the MTSF-DG method is under '/model/'.
Download datasets from 'https://github.com/zhkai/MTSF-DG/releases'.
Move train/test/val to '/data/METR-LA/'.
- Python 3.6
- tensorflow 1.14.0
- pytorch 1.2.0
run with 'python main.py --config_filename=data/model/GMSDR_LA.yaml'