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Implementation of Transformer model (originally from Attention is All You Need) applied to Time Series.
| Date | Stars |
|---|---|
| 2026-07-24 | 905 |
| 2026-07-25 | 905 |
| 2026-07-28 | 905 |
| 2026-07-30 | 905 |
| 2026-08-06 | 905 |
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# Transformers for Time Series [](https://timeseriestransformer.readthedocs.io/en/latest/?badge=latest) [](https://www.gnu.org/licenses/gpl-3.0) [](https://github.com/maxjcohen/transformer/releases/latest) Implementation of Transformer model (originally from [Attention is All You Need](https://arxiv.org/abs/1706.03762)) applied to Time Series (Powered by [PyTorch](https://pytorch.org/)). ## Transformer model Transformer are attention based neural networks designed to solve NLP tasks. Their key features are: - linear complexity in the dimension of the feature vector ; - paralellisation of computing of a sequence, as opposed to sequential computing ; - long term memory, as we can look at any input time sequence step directly. This repo will focus on their application to times series. ## Dataset and application as metamodel Our use-case is modeling a numerical simulator for building consumption prediction. To this end, we created a dataset by sampling random inputs (building characteristics and usage, weather, ...) and got simulated outputs. We then convert these variables in time series format, and feed it to the transformer. ## Adaptations for time series In order to perform well on time series, a few adjustments had to be made: - The embedding layer is replaced by a generic linear layer ; - Original positional encoding are removed. A "regular" version, better matching the input sequence day/night patterns, can be used instead ; - A window is applied on the attention map to limit backward attention, and focus on short term patterns. ## Installation All required packages can be found in `requirements.txt`, and expect to be run with `python3.7`. Note that you may have to install pytorch manually if you are not using pip with a Debian distribution : head on to [PyTorch installation page](https://pytorch.org/get-started/locally/). Here are a few lines to get started with pip and virtualenv: ```bash $ apt-get install python3.7 $ pip3 install --upgrade --user pip virtualenv $ virtualenv -p python3.7 .env $ . .env/bin/activate (.env) $ pip install -r requirements.txt ``` ## Usage ### Downloading the dataset The dataset is not included in this repo, and must be downloaded manually. It is comprised of two files, `dataset.npz` contains all input and outputs value, `labels.json` is a detailed list of the variables. Please refer to [#2](https://github.com/maxjcohen/transformer/issues/2) for more information. ### Running training script Using jupyter, run the default `training.ipynb` notebook. All adjustable parameters can be found in the second cell. Careful with the `BATCH_SIZE`, as we are using it to parallelize head and time chunk calculations. ### Outside usage The `Transformer` class can be used out of the box, see the [docs](https://timeseriestransformer.readthedocs.io/en/latest/?badge=latest) for more info. ```python from tst import Transformer net = Transformer(d_input, d_model, d_output, q, v, h, N, TIME_CHUNK, pe) ``` ### Building the docs To build the doc: ```bash (.env) $ cd docs && make html ```
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Shamoon Siddiqui
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Would you bet a product on this? Bounded 0–100 and slow moving.
matched fp:a485a81cd661503d, topic:transformer