# TimeXer

This repo is the implementation of "TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables" 

## Usage 

1. Short-term Electricity Price Forecasting Dataset have alreadly included in "./dataset/EPF". Multivariate datasets can be obtained from Time Series Library (TSlib) at https://github.com/thuml/Time-Series-Library/tree/main

2. Install Pytorch and other necessary dependencies.
```
pip install -r requirements.txt
```
3. Train and evaluate model. We provide the experiment scripts under the folder ./scripts/. You can reproduce the experiment results as the following examples:

```
bash ./scripts/forecast_exogenous/EPF/TimeXer.sh
```
