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23 changes: 23 additions & 0 deletions LICENSE
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MIT License

Copyright (c) 2023 Temporal GNN

Permission is hereby granted, free of charge, to any person obtaining
a copy of this software and associated documentation files (the
"Software"), to deal in the Software without restriction, including
without limitation the rights to use, copy, modify, merge, publish,
distribute, sublicense, and/or sell copies of the Software, and to
permit persons to whom the Software is furnished to do so, subject to
the following conditions:

The above copyright notice and this permission notice shall be
included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

10 changes: 10 additions & 0 deletions MTGNN/.gitignore
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.idea
__pycache__/
.vscode/
model*/
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figs*/
runs*/
old_simulations/
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**/*experiment_log*.txt
21 changes: 21 additions & 0 deletions MTGNN/LICENSE
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MIT License

Copyright (c) 2020 Zonghan Wu

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
84 changes: 84 additions & 0 deletions MTGNN/README.md
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This is forked and adapted for our studies from [MTGNN](https://github.com/nnzhan/MTGNN.git).

# MTGNN
This is a PyTorch implementation of the paper: [Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks](https://arxiv.org/abs/2005.11650), published in KDD-2020.

## Requirements
The model is implemented using Python3 with dependencies specified in requirements.txt
## Data Preparation
### Multivariate time series datasets

Download Solar-Energy, Traffic, Electricity, Exchange-rate datasets from [https://github.com/laiguokun/multivariate-time-series-data](https://github.com/laiguokun/multivariate-time-series-data). Uncompress them and move them to the data folder.

### Traffic datasets
Download the METR-LA and PEMS-BAY dataset from [Google Drive](https://drive.google.com/open?id=10FOTa6HXPqX8Pf5WRoRwcFnW9BrNZEIX) or [Baidu Yun](https://pan.baidu.com/s/14Yy9isAIZYdU__OYEQGa_g) provided by [Li et al.](https://github.com/liyaguang/DCRNN.git) . Move them into the data folder.

```
# Create data directories
mkdir -p data/{METR-LA,PEMS-BAY}
# METR-LA
python generate_training_data.py --output_dir=data/METR-LA --traffic_df_filename=data/metr-la.h5
# PEMS-BAY
python generate_training_data.py --output_dir=data/PEMS-BAY --traffic_df_filename=data/pems-bay.h5
```

## Model Training

### Single-step

* Solar-Energy

```
python train_single_step.py --save ./model-solar-3.pt --data ./data/solar_AL.txt --num_nodes 137 --batch_size 4 --epochs 30 --horizon 3
#sampling
python train_single_step.py --num_split 3 --save ./model-solar-sampling-3.pt --data ./data/solar_AL.txt --num_nodes 137 --batch_size 16 --epochs 30 --horizon 3
```
* Traffic

```
python train_single_step.py --save ./model-traffic3.pt --data ./data/traffic.txt --num_nodes 862 --batch_size 16 --epochs 30 --horizon 3
#sampling
python train_single_step.py --num_split 3 --save ./model-traffic-sampling-3.pt --data ./data/traffic --num_nodes 321 --batch_size 16 --epochs 30 --horizon 3
```

* Electricity

```
python train_single_step.py --save ./model-electricity-3.pt --data ./data/electricity.txt --num_nodes 321 --batch_size 4 --epochs 30 --horizon 3
#sampling
python train_single_step.py --num_split 3 --save ./model-electricity-sampling-3.pt --data ./data/electricity.txt --num_nodes 321 --batch_size 16 --epochs 30 --horizon 3
```

* Exchange-Rate

```
python train_single_step.py --save ./model/model-exchange-3.pt --data ./data/exchange_rate.txt --num_nodes 8 --subgraph_size 8 --batch_size 4 --epochs 30 --horizon 3
#sampling
python train_single_step.py --num_split 3 --save ./model-exchange-3.pt --data ./data/exchange_rate.txt --num_nodes 8 --subgraph_size 2 --batch_size 16 --epochs 30 --horizon 3
```
### Multi-step
* METR-LA

```
python train_multi_step.py --adj_data ./data/sensor_graph/adj_mx.pkl --data ./data/METR-LA --num_nodes 207
```
* PEMS-BAY

```
python train_multi_step.py --adj_data ./data/sensor_graph/adj_mx_bay.pkl --data ./data/PEMS-BAY/ --num_nodes 325
```

## Citation

```
@inproceedings{wu2020connecting,
title={Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks},
author={Wu, Zonghan and Pan, Shirui and Long, Guodong and Jiang, Jing and Chang, Xiaojun and Zhang, Chengqi},
booktitle={Proceedings of the 26th ACM SIGKDD International Conference on Knowledge Discovery \& Data Mining},
year={2020}
}
```
7 changes: 7 additions & 0 deletions MTGNN/constants.py
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from datetime import datetime

from util import format_time_as_YYYYMMddHHmm


class Constants:
PREDICTION_TIME = format_time_as_YYYYMMddHHmm(datetime.now())
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