This repository contains the experiments in the Neurips 2024 paper "Retrieval-Augmented Diffusion Models for Time Series Forecasting" by Jingwei Liu, Ling Yang, Hongyan Li and Shenda Hong.

Please install the packages in requirements.txt

This version is not the final version of our code, we will update the full version ASAP.

The electricity dataset can be found at ./data/ts2vec

We use the TCN as our encoder, the code can be found at ./TCN-master.

python retrieval.py --type encode

To save the references, you can run

python retrieval.py --type retrieval

python exe_forecasting.py --datatype electricity

Codes are based on CSDI