This is code for Multi-period Learning for Financial Time Series Forecasting (MLF, published in KDD 2025), which incorporates multiple inputs with varying lengths (periods) to achieve better accuracy. Key words are time series forecasting, deep learning, financial sales, multi-periods, multi-scales and spatio-temporal data mining.
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#Add Recommended parameters for input length 96 in the script main_MLF_longterm_max_seqlen_96.py
82d3b22View on GitHubUpdate the recommended hyperparameters for long term TSF on additional datasets such as national_illness, exchange_rate, traffic, and electricity.
c5e85ecView on GitHub