Time-series experiments

[AndreRoehrig]

The experiments using datasets like etth, ettm, and ecl don't run (despite the definitions in /config). I think it's because the datasets cannot be downloaded automatically like the LRA experiments.

Would it be possible to add this, or explain how these experimets could be run?

[AndreRoehrig]

python -m train wandb=null experiment=s4-informer-etth
dataset appears more than once in the final defaults list

Set the environment variable HYDRA_FULL_ERROR=1 for a complete stack trace.

[krandiash]

Hi, apologies about the delay, we've added the relevant code required to rerun these experiments. Please try the following e.g. to run ECL 168 length univariate:

python -m train experiment=s4-informer-ecl decoder.mode=last dataset.size=[24,24,168] dataset.timeenc=1 dataset.variant=0 dataset.features=S model.n_layers=2 model.dropout=0.25 optimizer.lr=0.01 task.metrics=[mse,mae]

Data for the experiments can be found here. Make a data folder inside the state-spaces repo, and unzip the informer.zip file from the link inside that folder.