# transformer-time-series-prediction

**Repository Path**: zhengkun110/transformer-time-series-prediction

## Basic Information

- **Project Name**: transformer-time-series-prediction
- **Description**: proof of concept for a transformer-based time series prediction model
- **Primary Language**: Unknown
- **License**: MIT
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 1
- **Forks**: 1
- **Created**: 2021-04-05
- **Last Updated**: 2021-09-30

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# Transformer Time Series Prediction

This repository contains two Pytorch models for transformer-based time series prediction. Note that this is just a proof of concept and most likely not bug free nor particularly efficient.

* transformer-singlestep.py contains a single-step prediction model
* transformer-multistep.py contains a multi-step prediction model

This is the output of a single step prediction model that has been trained for 100 epochs on the [daily minimum temperature dataset](./daily-min-temperatures.csv).

![image](docs/result.gif)

The model is also capable of multi-step predictions. In this case, the model predicted 200 steps based on 100 steps input. It was able to learn long term trend from the training data:

![image](docs/transformer-future200.png)

(input blue, prediction red)