Koopa: Learning Non-stationary Time Series Dynamics with Koopman Predictors
Authors: Yong Liu, Chenyu Li, Jianmin Wang, Mingsheng Long
NeurIPS 2023 | Conference PDF | Archive PDF | Plain Text | LLM Run Details
| Reproducibility Variable | Result | LLM Response |
|---|---|---|
| Research Type | Experimental | We conduct extensive experiments to evaluate the performance and efficiency of Koopa. For multivariate forecasting, we include six real-world benchmarks used in Autoformer [48]: ECL (UCI), ETT [53], Exchange [22], ILI (CDC), Traffic (Pe MS), and Weather (Wetterstation). For univariate forecasting, we evaluate the performance on the well-acknowledged M4 dataset [39] |
| Researcher Affiliation | Academia | Yong Liu , Chenyu Li , Jianmin Wang, Mingsheng Long B School of Software, BNRist, Tsinghua University, China {liuyong21,lichenyu20}@mails.tsinghua.edu.cn, {jimwang,mingsheng}@tsinghua.edu.cn |
| Pseudocode | Yes | Algorithm 1 Koopa Operator Adaptation. and Algorithm 2 Accelerated Koopa Operator Adaptation. |
| Open Source Code | Yes | Code is available at this repository: https://github.com/thuml/Koopa. |
| Open Datasets | Yes | For multivariate forecasting, we include six real-world benchmarks used in Autoformer [48]: ECL (UCI), ETT [53], Exchange [22], ILI (CDC), Traffic (Pe MS), and Weather (Wetterstation). For univariate forecasting, we evaluate the performance on the well-acknowledged M4 dataset [39] |
| Dataset Splits | Yes | And we follow the data processing and split ratio used in Times Net [47]. |
| Hardware Specification | Yes | Experiments are implemented in Py Torch [34] and conducted on NVIDIA TITAN RTX 24GB GPUs. |
| Software Dependencies | No | The paper mentions 'implemented in Py Torch' but does not specify the version number of PyTorch or any other key software dependencies with their versions. |
| Experiment Setup | Yes | Koopa is trained with L2 loss and optimized by ADAM [17] with an initial learning rate of 0.001 and batch size set to 32. The training process is early stopped within 10 epochs. |