WenjieDu

A Python toolkit/library for reality-centric machine/deep learning & data mining on partially-observed time series, with 50+ SOTA neural network models for scientific analysis tasks (imputation, classification, clustering, forecasting, anomaly detection, cleaning) on incomplete industrial irregularly-sampled multivariate TS with NaN missing values

The official PyTorch implementation of the paper "SAITS: Self-Attention-based Imputation for Time Series". A fast and state-of-the-art (SOTA) deep-learning neural network model for efficient time-series imputation (impute multivariate incomplete time series containing NaN missing data/values with machine learning). https://arxiv.org/abs/2202.08516