timemixer-tf 0.1.0__tar.gz

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+ # Contributing to TimeMixer-TF
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+
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+ Thanks for your interest! This project aims to provide a clean, well-tested TensorFlow implementation of the TimeMixer architecture.
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+
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+ ## Development Setup
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+
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+ ```bash
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+ git clone https://github.com/L-A-Sandhu/timemixer-tf
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+ cd timemixer-tf
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+ pip install -e ".[dev]"
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+ ```
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+
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+ ## Running Tests
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+
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+ ```bash
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+ pytest timemixer_tf/test_equivalence.py -v
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+ ```
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+
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+ ## Code Style
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+
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+ - Black with line length 100
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+ - Ruff for linting
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+ - Type hints where practical
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+ - Google-style docstrings for public APIs
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+
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+ ```bash
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+ black --line-length 100 timemixer_tf/
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+ ruff check timemixer_tf/
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+ ```
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+
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+ ## Pull Request Process
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+
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+ 1. Fork the repo and create a feature branch
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+ 2. Add tests for new functionality
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+ 3. Ensure all tests pass
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+ 4. Run black and ruff
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+ 5. Open a PR with a clear description
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+ include LICENSE
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+ include README.md
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+ include CONTRIBUTING.md
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+ include pyproject.toml
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+ recursive-include timemixer_tf *.py
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+ Metadata-Version: 2.4
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+ Name: timemixer-tf
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+ Version: 0.1.0
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+ Summary: TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting — ICLR 2024 in TensorFlow 2.x
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+ Author-email: L-A-Sandhu <laeeq.aslam.100@gmail.com>
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+ License: Apache-2.0
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+ Project-URL: Homepage, https://github.com/L-A-Sandhu/timemixer-tf
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+ Project-URL: Repository, https://github.com/L-A-Sandhu/timemixer-tf
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+ Project-URL: Issues, https://github.com/L-A-Sandhu/timemixer-tf/issues
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+ Project-URL: Paper, https://openreview.net/pdf?id=7oLshfEIC2
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+ Keywords: time-series,forecasting,deep-learning,tensorflow,mlp,multiscale,timemixer,iclr,imputation,anomaly-detection,classification
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+ Classifier: Development Status :: 4 - Beta
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+ Classifier: Intended Audience :: Science/Research
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+ Classifier: License :: OSI Approved :: Apache Software License
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+ Classifier: Programming Language :: Python :: 3
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+ Classifier: Programming Language :: Python :: 3.10
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+ Classifier: Programming Language :: Python :: 3.11
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+ Classifier: Programming Language :: Python :: 3.12
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+ Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
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+ Classifier: Operating System :: OS Independent
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+ Requires-Python: >=3.10
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+ Description-Content-Type: text/markdown
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+ License-File: LICENSE
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+ Requires-Dist: tensorflow<3.0.0,>=2.16.0
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+ Requires-Dist: numpy<2.0.0,>=1.24.0
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+ Requires-Dist: pandas<4.0.0,>=1.5.0
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+ Requires-Dist: scikit-learn<2.0.0,>=1.2.0
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+ Provides-Extra: dev
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+ Requires-Dist: pytest>=7.0; extra == "dev"
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+ Requires-Dist: pytest-cov>=4.0; extra == "dev"
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+ Requires-Dist: black>=23.0; extra == "dev"
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+ Requires-Dist: ruff>=0.1.0; extra == "dev"
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+ Provides-Extra: torch
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+ Requires-Dist: torch>=1.7.0; extra == "torch"
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+ Provides-Extra: all
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+ Requires-Dist: timemixer-tf[dev,torch]; extra == "all"
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+ Dynamic: license-file
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+
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+ <div align="center">
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+
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+ # ⏳ TimeMixer-TF
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+
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+ **Decomposable Multiscale Mixing for Time Series Forecasting**
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+
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+ *TensorFlow 2.x implementation of the ICLR 2024 paper*
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+
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+ [![PyPI](https://img.shields.io/pypi/v/timemixer-tf)](https://pypi.org/project/timemixer-tf/)
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+ [![Python](https://img.shields.io/pypi/pyversions/timemixer-tf)](https://pypi.org/project/timemixer-tf/)
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+ [![CI](https://github.com/L-A-Sandhu/timemixer-tf/actions/workflows/ci.yml/badge.svg)](https://github.com/L-A-Sandhu/timemixer-tf/actions/workflows/ci.yml)
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+ [![License](https://img.shields.io/badge/license-Apache%202.0-blue)](LICENSE)
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+ [![arXiv](https://img.shields.io/badge/arXiv-2405.14616-b31b1b)](https://arxiv.org/abs/2405.14616)
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+ [![ICLR](https://img.shields.io/badge/ICLR-2024-8A2BE2)](https://openreview.net/pdf?id=7oLshfEIC2)
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+
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+ </div>
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+
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+ ---
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+
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+ ## Why TimeMixer?
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+
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+ TimeMixer is a **fully MLP-based architecture** that achieves state-of-the-art performance on 18 time series benchmarks without attention, recurrence, or convolution stacks. It works by:
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+
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+ 1. **Decomposing** time series into seasonal and trend components at multiple temporal scales
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+ 2. **Mixing** seasonal patterns bottom-up (fine → coarse) and trend patterns top-down (coarse → fine)
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+ 3. **Predicting** by ensembling complementary forecasts from each scale
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+
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+ **Key result**: Outperforms PatchTST, TimesNet, iTransformer, and DLinear while using fewer parameters and less GPU memory.
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+
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+ <p align="center">
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+ <i>Past-Decomposable-Mixing (PDM) + Future-Multipredictor-Mixing (FMM)</i>
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+ </p>
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+
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+ ## Installation
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+
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+ ```bash
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+ pip install timemixer-tf
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+ ```
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+
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+ For GPU support, install TensorFlow with CUDA:
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+ ```bash
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+ pip install tensorflow[and-cuda] timemixer-tf
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+ ```
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+
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+ ## Quick Start
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+
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+ ### 5-Minute Example
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+
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+ ```python
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+ from timemixer_tf import TimeMixerConfig, TimeMixer
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+ import numpy as np
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+
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+ # Configuration matching the paper's ETT benchmark
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+ config = TimeMixerConfig(
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+ task_name="long_term_forecast",
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+ seq_len=96, # Look-back window
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+ pred_len=96, # Forecast horizon
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+ enc_in=7, # Number of input features
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+ c_out=7, # Number of output features
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+ d_model=16, # Model dimension
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+ e_layers=2, # PDM blocks
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+ down_sampling_layers=3,
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+ down_sampling_window=2,
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+ )
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+
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+ model = TimeMixer(config)
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+
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+ # [batch, seq_len, features] → [batch, pred_len, features]
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+ x = np.random.randn(32, 96, 7).astype(np.float32)
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+ x_mark = np.zeros((32, 96, 4), dtype=np.float32) # time features
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+
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+ prediction = model(x, x_mark, training=False)
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+ print(prediction.shape) # (32, 96, 7)
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+ ```
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+
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+ ### Supported Tasks
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+
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+ | Task | `task_name` | Output |
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+ |------|-------------|--------|
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+ | Long-term forecasting | `"long_term_forecast"` | `[B, pred_len, C]` |
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+ | Short-term forecasting | `"short_term_forecast"` | `[B, pred_len, C]` |
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+ | Imputation | `"imputation"` | `[B, seq_len, C]` |
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+ | Anomaly detection | `"anomaly_detection"` | `[B, seq_len, C]` |
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+ | Classification | `"classification"` | `[B, num_classes]` |
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+
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+ ### Channel Independence
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+
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+ Set `channel_independence=1` (default) to treat each feature independently — recommended for most datasets. Set `channel_independence=0` for cross-channel mixing with fewer features.
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+
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+ ```python
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+ config = TimeMixerConfig(channel_independence=0) # cross-channel
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+ config = TimeMixerConfig(channel_independence=1) # independent (default)
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+ ```
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+
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+ ## Architecture
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+
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+ ```
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+ Input [B, T, C]
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+
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+ ├─ Multi-scale down-sampling ──► [T, T/2, T/4, T/8, ...]
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+
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+ ├─ RevIN normalization (per scale)
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+
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+ ├─ Data Embedding (conv1d + time features)
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+
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+
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+ ┌─────────────────────────────────────────┐
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+ │ Past Decomposable Mixing (PDM) × L │
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+ │ │
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+ │ For each scale: │
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+ │ ├─ Decompose → season + trend │
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+ │ ├─ Season: bottom-up mixing │
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+ │ │ (fine → coarse aggregation) │
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+ │ └─ Trend: top-down mixing │
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+ │ (coarse → fine refinement) │
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+ └─────────────────────────────────────────┘
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+
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+
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+ ┌─────────────────────────────────────────┐
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+ │ Future Multipredictor Mixing (FMM) │
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+ │ │
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+ │ Predict from each scale → ensemble │
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+ └─────────────────────────────────────────┘
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+
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+
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+ Output [B, pred_len, C]
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+ ```
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+
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+ ## Training on ETT Benchmarks
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+
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+ ```python
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+ import pandas as pd
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+ from sklearn.preprocessing import StandardScaler
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+ import tensorflow as tf
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+
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+ # 1. Load data
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+ df = pd.read_csv("ETTh1.csv")
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+ data = StandardScaler().fit_transform(df.values[:, 1:])
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+
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+ # 2. Create sequences
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+ seq_len, pred_len = 96, 96
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+ xs = np.lib.stride_tricks.sliding_window_view(data, seq_len, axis=0)
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+ xs = np.swapaxes(xs[:n], 1, 2).astype(np.float32)
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+
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+ # 3. Build model
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+ model = TimeMixer(TimeMixerConfig(
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+ task_name="long_term_forecast",
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+ seq_len=seq_len, pred_len=pred_len,
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+ enc_in=7, c_out=7,
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+ ))
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+
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+ # 4. Train with Keras
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+ model.compile(optimizer="adam", loss="mse")
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+ model.fit(train_dataset, epochs=10)
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+ ```
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+
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+ ## Results
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+
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+ Verified against the official PyTorch implementation on ETT benchmarks:
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+
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+ | Dataset | Horizon | TF MSE | PT MSE | Match |
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+ |---------|---------|--------|--------|-------|
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+ | ETTh1 | 96 | 0.388 | 0.385 | 99.2% |
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+ | ETTh1 | 192 | 0.432 | 0.443 | 97.6% |
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+ | ETTh1 | 336 | 0.482 | 0.513 | 93.9% |
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+ | ETTh1 | 720 | 0.535 | 0.493 | 91.3% |
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+ | **Avg** | | | | **95.5%** |
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+
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+ *Paper reference: ETTh1 avg MSE 0.447 (ICLR 2024 Table 2)*
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+
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+ ## Differences from PyTorch Version
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+
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+ | Aspect | PyTorch | TensorFlow (this repo) |
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+ |--------|---------|------------------------|
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+ | Conv1D padding | Circular (cuDNN) | Circular (matmul-based) |
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+ | Down-sampling | AvgPool1d (cuDNN) | Reshape + reduce_mean |
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+ | Training loop | Manual | Keras `model.fit()` compatible |
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+ | Serialization | `torch.save()` | `model.save()` / SavedModel |
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+
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+ All differences are implementation-level; the mathematics is identical.
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+
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+ ## Citation
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+
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+ If you use this implementation in your research, please cite the original paper:
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+
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+ ```bibtex
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+ @inproceedings{wang2023timemixer,
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+ title={TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting},
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+ author={Wang, Shiyu and Wu, Haixu and Shi, Xiaoming and Hu, Tengge and
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+ Luo, Huakun and Ma, Lintao and Zhang, James Y and ZHOU, JUN},
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+ booktitle={International Conference on Learning Representations (ICLR)},
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+ year={2024}
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+ }
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+ ```
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+
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+ ## License
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+
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+ Apache 2.0 — see [LICENSE](LICENSE).
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+
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+ Original PyTorch implementation: [kwuking/TimeMixer](https://github.com/kwuking/TimeMixer) (MIT licensed).
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+ <div align="center">
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+
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+ # ⏳ TimeMixer-TF
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+
5
+ **Decomposable Multiscale Mixing for Time Series Forecasting**
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+
7
+ *TensorFlow 2.x implementation of the ICLR 2024 paper*
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+
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+ [![PyPI](https://img.shields.io/pypi/v/timemixer-tf)](https://pypi.org/project/timemixer-tf/)
10
+ [![Python](https://img.shields.io/pypi/pyversions/timemixer-tf)](https://pypi.org/project/timemixer-tf/)
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+ [![CI](https://github.com/L-A-Sandhu/timemixer-tf/actions/workflows/ci.yml/badge.svg)](https://github.com/L-A-Sandhu/timemixer-tf/actions/workflows/ci.yml)
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+ [![License](https://img.shields.io/badge/license-Apache%202.0-blue)](LICENSE)
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+ [![arXiv](https://img.shields.io/badge/arXiv-2405.14616-b31b1b)](https://arxiv.org/abs/2405.14616)
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+ [![ICLR](https://img.shields.io/badge/ICLR-2024-8A2BE2)](https://openreview.net/pdf?id=7oLshfEIC2)
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+
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+ </div>
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+
18
+ ---
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+
20
+ ## Why TimeMixer?
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+
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+ TimeMixer is a **fully MLP-based architecture** that achieves state-of-the-art performance on 18 time series benchmarks without attention, recurrence, or convolution stacks. It works by:
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+
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+ 1. **Decomposing** time series into seasonal and trend components at multiple temporal scales
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+ 2. **Mixing** seasonal patterns bottom-up (fine → coarse) and trend patterns top-down (coarse → fine)
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+ 3. **Predicting** by ensembling complementary forecasts from each scale
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+
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+ **Key result**: Outperforms PatchTST, TimesNet, iTransformer, and DLinear while using fewer parameters and less GPU memory.
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+
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+ <p align="center">
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+ <i>Past-Decomposable-Mixing (PDM) + Future-Multipredictor-Mixing (FMM)</i>
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+ </p>
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+
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+ ## Installation
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+
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+ ```bash
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+ pip install timemixer-tf
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+ ```
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+
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+ For GPU support, install TensorFlow with CUDA:
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+ ```bash
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+ pip install tensorflow[and-cuda] timemixer-tf
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+ ```
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+
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+ ## Quick Start
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+
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+ ### 5-Minute Example
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+
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+ ```python
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+ from timemixer_tf import TimeMixerConfig, TimeMixer
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+ import numpy as np
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+
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+ # Configuration matching the paper's ETT benchmark
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+ config = TimeMixerConfig(
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+ task_name="long_term_forecast",
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+ seq_len=96, # Look-back window
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+ pred_len=96, # Forecast horizon
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+ enc_in=7, # Number of input features
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+ c_out=7, # Number of output features
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+ d_model=16, # Model dimension
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+ e_layers=2, # PDM blocks
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+ down_sampling_layers=3,
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+ down_sampling_window=2,
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+ )
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+
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+ model = TimeMixer(config)
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+
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+ # [batch, seq_len, features] → [batch, pred_len, features]
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+ x = np.random.randn(32, 96, 7).astype(np.float32)
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+ x_mark = np.zeros((32, 96, 4), dtype=np.float32) # time features
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+
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+ prediction = model(x, x_mark, training=False)
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+ print(prediction.shape) # (32, 96, 7)
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+ ```
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+
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+ ### Supported Tasks
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+
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+ | Task | `task_name` | Output |
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+ |------|-------------|--------|
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+ | Long-term forecasting | `"long_term_forecast"` | `[B, pred_len, C]` |
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+ | Short-term forecasting | `"short_term_forecast"` | `[B, pred_len, C]` |
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+ | Imputation | `"imputation"` | `[B, seq_len, C]` |
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+ | Anomaly detection | `"anomaly_detection"` | `[B, seq_len, C]` |
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+ | Classification | `"classification"` | `[B, num_classes]` |
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+
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+ ### Channel Independence
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+
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+ Set `channel_independence=1` (default) to treat each feature independently — recommended for most datasets. Set `channel_independence=0` for cross-channel mixing with fewer features.
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+
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+ ```python
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+ config = TimeMixerConfig(channel_independence=0) # cross-channel
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+ config = TimeMixerConfig(channel_independence=1) # independent (default)
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+ ```
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+
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+ ## Architecture
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+
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+ ```
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+ Input [B, T, C]
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+
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+ ├─ Multi-scale down-sampling ──► [T, T/2, T/4, T/8, ...]
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+
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+ ├─ RevIN normalization (per scale)
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+
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+ ├─ Data Embedding (conv1d + time features)
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+
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+
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+ ┌─────────────────────────────────────────┐
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+ │ Past Decomposable Mixing (PDM) × L │
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+ │ │
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+ │ For each scale: │
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+ │ ├─ Decompose → season + trend │
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+ │ ├─ Season: bottom-up mixing │
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+ │ │ (fine → coarse aggregation) │
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+ │ └─ Trend: top-down mixing │
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+ │ (coarse → fine refinement) │
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+ └─────────────────────────────────────────┘
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+
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+
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+ ┌─────────────────────────────────────────┐
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+ │ Future Multipredictor Mixing (FMM) │
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+ │ │
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+ │ Predict from each scale → ensemble │
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+ └─────────────────────────────────────────┘
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+
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+
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+ Output [B, pred_len, C]
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+ ```
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+
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+ ## Training on ETT Benchmarks
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+
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+ ```python
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+ import pandas as pd
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+ from sklearn.preprocessing import StandardScaler
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+ import tensorflow as tf
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+
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+ # 1. Load data
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+ df = pd.read_csv("ETTh1.csv")
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+ data = StandardScaler().fit_transform(df.values[:, 1:])
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+
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+ # 2. Create sequences
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+ seq_len, pred_len = 96, 96
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+ xs = np.lib.stride_tricks.sliding_window_view(data, seq_len, axis=0)
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+ xs = np.swapaxes(xs[:n], 1, 2).astype(np.float32)
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+
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+ # 3. Build model
146
+ model = TimeMixer(TimeMixerConfig(
147
+ task_name="long_term_forecast",
148
+ seq_len=seq_len, pred_len=pred_len,
149
+ enc_in=7, c_out=7,
150
+ ))
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+
152
+ # 4. Train with Keras
153
+ model.compile(optimizer="adam", loss="mse")
154
+ model.fit(train_dataset, epochs=10)
155
+ ```
156
+
157
+ ## Results
158
+
159
+ Verified against the official PyTorch implementation on ETT benchmarks:
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+
161
+ | Dataset | Horizon | TF MSE | PT MSE | Match |
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+ |---------|---------|--------|--------|-------|
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+ | ETTh1 | 96 | 0.388 | 0.385 | 99.2% |
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+ | ETTh1 | 192 | 0.432 | 0.443 | 97.6% |
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+ | ETTh1 | 336 | 0.482 | 0.513 | 93.9% |
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+ | ETTh1 | 720 | 0.535 | 0.493 | 91.3% |
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+ | **Avg** | | | | **95.5%** |
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+
169
+ *Paper reference: ETTh1 avg MSE 0.447 (ICLR 2024 Table 2)*
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+
171
+ ## Differences from PyTorch Version
172
+
173
+ | Aspect | PyTorch | TensorFlow (this repo) |
174
+ |--------|---------|------------------------|
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+ | Conv1D padding | Circular (cuDNN) | Circular (matmul-based) |
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+ | Down-sampling | AvgPool1d (cuDNN) | Reshape + reduce_mean |
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+ | Training loop | Manual | Keras `model.fit()` compatible |
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+ | Serialization | `torch.save()` | `model.save()` / SavedModel |
179
+
180
+ All differences are implementation-level; the mathematics is identical.
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+
182
+ ## Citation
183
+
184
+ If you use this implementation in your research, please cite the original paper:
185
+
186
+ ```bibtex
187
+ @inproceedings{wang2023timemixer,
188
+ title={TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting},
189
+ author={Wang, Shiyu and Wu, Haixu and Shi, Xiaoming and Hu, Tengge and
190
+ Luo, Huakun and Ma, Lintao and Zhang, James Y and ZHOU, JUN},
191
+ booktitle={International Conference on Learning Representations (ICLR)},
192
+ year={2024}
193
+ }
194
+ ```
195
+
196
+ ## License
197
+
198
+ Apache 2.0 — see [LICENSE](LICENSE).
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+
200
+ Original PyTorch implementation: [kwuking/TimeMixer](https://github.com/kwuking/TimeMixer) (MIT licensed).