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LLM for Time Series Ablation Methods

Is LLM truly useful in time series analysis?

DataSet

You can access the well pre-processed datasets from Google Drive, then place the downloaded contents under ./dataset

Setup Environment

The Environment in these two eperiments is not complicated, just follow one of original repo, it will be fine.

Run LLaTA experiments

 cd ./LLaTA

For ETT experiments :

sh scripts/long_term_forecasting/ETTh_GPT2.sh

sh scripts/long_term_forecasting/ETTm_GPT2.sh

For other datasets, such as traffic:

sh scripts/long_term_forecasting/traffic.sh 

(Please change "itt" parameters in script, if you only want to test)

Run OFA experiments

cd ./OFA

For ETT experiments :

 bash ./scripts/ETTh_GPT2.sh   

 bash ./scripts/ETTm_GPT2.sh

For other datasets, such as illness:

 bash ./scripts/illness.sh 

Run Time-LLM exepriments experiments

 cd ./Time-LLM-exp

For ETT datasets

 bash ./scripts/train_script/TimeLLM_ETTh1.sh
 bash ./scripts/train_script/TimeLLM_ETTh2.sh 
 bash ./scripts/train_script/TimeLLM_ETTm1.sh 
 bash ./scripts/train_script/TimeLLM_ETTm2.sh 

For other datasets

 bash ./scripts/train_script/TimeLLM_Weather.sh
 bash ./scripts/train_script/TimeLLM_Traffic.sh
 bash ./scripts/train_script/TimeLLM_ECL.sh
 bash ./scripts/train_script/illness.sh

The original script saved in ./scripts/train_script/train_ori/

(Please change "itt" parameters in script, if you only want to test)

For "simple metheds" :

 bash ./scripts/simple/ETTh_simple.sh (for ETTh)

 bash ./scripts/simple/ETTm_simple.sh (for ETTm)

simple methods, other dataset, for example Weather

 bash ./scripts/simple/weather.sh 

Note that, the method and in script, "multi_patch_attn", means "PAttn". And the mehtod name, "multi_linr_trsf", means "LTrsf"

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