Code and dataset for the paper "CRAFT: Time Series Forecasting with Cross-Future Behavior Awareness"

Time series forecasting(TSF) is usually constrained by the uncertainty dilemma of predicting future data with limited past observations. To settle this question, we explore the use of Cross-Future Behavior (CFB) in TSF, which occurs before the current time but takes effect in the future. We leverage CFB features and propose the CRoss-Future Behavior Awareness based Time Series Forecasting method (CRAFT). The core idea of CRAFT is to utilize the trend of cross-future behavior to mine the trend of time series data to be predicted.

Install the Python dependencies:

pip install -r requirements.txt

To main module of CRAFT:

craft.py