This is the original pytorch implementation of MTSDDE.

• python 3.7
• numpy == 1.19.2
• scipy == 1.7.3
• pandas == 1.1.5
• torch == 1.10.1
• scikit-learn==0.24.0
• torchdiffeq==0.2.4

The time series datasets used in the paper can be downloaded from Time-Series-Library.

The LargeST dataset used in the paper can be downloaded from LargeST.

Then place the downloaded data in the folder./dataset.