Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

ETTm1的结果异常问题 #2

Open
Soramishy opened this issue Apr 19, 2023 · 3 comments
Open

ETTm1的结果异常问题 #2

Soramishy opened this issue Apr 19, 2023 · 3 comments

Comments

@Soramishy
Copy link

image
你好,我按照程序训练默认的ETTM1数据,选用MTSMixers模型,最后输出的结果pdf特别离谱,然后我改用SCINet,发现结果好了很多,但是依然比较离谱,请问我是哪一步做错了么,为什么会出现这样的结果
image

@plumprc
Copy link
Owner

plumprc commented May 18, 2023

您好,其实这些预测结果就应该很离谱,因为现存的做长时间序列预测的工作本质上都是在学习周期性,当测试集出现之前没有过的周期模式时,他理论上就不太可能做到准确预测。可以关注我们的另一个仓库 https://github.com/plumprc/RTSF,稍后会在这里分享我们关于长时间序列预测的观点

@rdyan0053
Copy link

rdyan0053 commented Sep 4, 2023

有测ETTh1数据集的吗?这是我复现论文的结果:
test 2785
mse:0.3126, mae:0.4615, R2:-1.7379

这是我的参数设置:
Namespace(is_training=1, model='MTSMixer', data='ETTh1', root_path='./dataset/', data_path='ETTh1.csv', features='MS', target='OT', freq='h', checkpoints='./checkpoints/', seq_len=336, label_len=48, pred_len=96, individual=False, seg=20, rev=False, norm=True, fac_T=False, sampling=2, fac_C=False, refine=False, mat=0, embed_type=0, enc_in=7, dec_in=7, c_out=7, d_model=512, n_heads=1, e_layers=2, d_layers=1, d_ff=2048, moving_avg=25, factor=1, dropout=0.05, embed='timeF', activation='gelu', output_attention=False, do_predict=False, num_workers=10, itr=1, train_epochs=10, batch_size=16, patience=3, learning_rate=0.001, loss='mse', lradj='type1', use_amp=False, use_gpu=True, gpu=0, use_multi_gpu=False, devices='0,1,2,3', test_flop=False)

下图分别对于结果中的0.pdf,80.pdf,160.pdf
image

image image

感觉好像效果没有DLinear好,是不是我哪个参数设置的不对

@plumprc
Copy link
Owner

plumprc commented Sep 13, 2023

这是我的参数设置: Namespace(is_training=1, model='MTSMixer', data='ETTh1', root_path='./dataset/', data_path='ETTh1.csv', features='MS', target='OT', freq='h', checkpoints='./checkpoints/', seq_len=336, label_len=48, pred_len=96, individual=False, seg=20, rev=False, norm=True, fac_T=False, sampling=2, fac_C=False, refine=False, mat=0, embed_type=0, enc_in=7, dec_in=7, c_out=7, d_model=512, n_heads=1, e_layers=2, d_layers=1, d_ff=2048, moving_avg=25, factor=1, dropout=0.05, embed='timeF', activation='gelu', output_attention=False, do_predict=False, num_workers=10, itr=1, train_epochs=10, batch_size=16, patience=3, learning_rate=0.001, loss='mse', lradj='type1', use_amp=False, use_gpu=True, gpu=0, use_multi_gpu=False, devices='0,1,2,3', test_flop=False)
感觉好像效果没有DLinear好,是不是我哪个参数设置的不对

您好,MTS-Mixers 的实验设置是 96-x,DLinear 原始论文中的设置为 336-x,关于序列长度对预测结果的影响请参考 DLinear 附录实验以及 RTSF 的说明

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

3 participants