diff --git a/README.md b/README.md index 86e52e6f..9b294fa2 100644 --- a/README.md +++ b/README.md @@ -192,39 +192,42 @@ The paper references are all listed at the bottom of this readme file. Please re 🌟 Since **v0.2**, all neural-network models in PyPOTS has got hyperparameter-optimization support. This functionality is implemented with the [Microsoft NNI](https://github.com/microsoft/nni) framework. -| ***`Imputation`*** | 🚥 | 🚥 | 🚥 | -|:----------------------:|:-----------:|:---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------:|:--------:| -| **Type** | **Abbr.** | **Full name of the algorithm/model** | **Year** | -| Neural Net | SAITS | Self-Attention-based Imputation for Time Series [^1] | 2023 | -| Neural Net | Transformer | Attention is All you Need [^2];
Self-Attention-based Imputation for Time Series [^1];
Note: proposed in [^2], and re-implemented as an imputation model in [^1]. | 2017 | -| Neural Net | Crossformer | Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting [^16] | 2023 | -| Neural Net | TimesNet | Temporal 2D-Variation Modeling for General Time Series Analysis [^14] | 2023 | -| Neural Net | PatchTST | A Time Series is Worth 64 Words: Long-Term Forecasting with Transformers [^18] | 2023 | -| Neural Net | DLinear | Are Transformers Effective for Time Series Forecasting? [^17] | 2023 | -| Neural Net | ETSformer | Exponential Smoothing Transformers for Time-series Forecasting [^19] | 2023 | -| Neural Net | FEDformer | Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting [^20] | 2022 | -| Neural Net | Informer | Beyond Efficient Transformer for Long Sequence Time-Series Forecasting [^21] | 2021 | -| Neural Net | Autoformer | Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting [^15] | 2021 | -| Neural Net | CSDI | Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation [^12] | 2021 | -| Neural Net | US-GAN | Unsupervised GAN for Multivariate Time Series Imputation [^10] | 2021 | -| Neural Net | GP-VAE | Gaussian Process Variational Autoencoder [^11] | 2020 | -| Neural Net | BRITS | Bidirectional Recurrent Imputation for Time Series [^3] | 2018 | -| Neural Net | M-RNN | Multi-directional Recurrent Neural Network [^9] | 2019 | -| Naive | LOCF/NOCB | Last Observation Carried Forward / Next Observation Carried Backward | - | -| Naive | Median | Median Value Imputation | - | -| Naive | Mean | Mean Value Imputation | - | -| ***`Classification`*** | 🚥 | 🚥 | 🚥 | -| **Type** | **Abbr.** | **Full name of the algorithm/model/paper** | **Year** | -| Neural Net | BRITS | Bidirectional Recurrent Imputation for Time Series [^3] | 2018 | -| Neural Net | GRU-D | Recurrent Neural Networks for Multivariate Time Series with Missing Values [^4] | 2018 | -| Neural Net | Raindrop | Graph-Guided Network for Irregularly Sampled Multivariate Time Series [^5] | 2022 | -| ***`Clustering`*** | 🚥 | 🚥 | 🚥 | -| **Type** | **Abbr.** | **Full name of the algorithm/model/paper** | **Year** | -| Neural Net | CRLI | Clustering Representation Learning on Incomplete time-series data [^6] | 2021 | -| Neural Net | VaDER | Variational Deep Embedding with Recurrence [^7] | 2019 | -| ***`Forecasting`*** | 🚥 | 🚥 | 🚥 | -| **Type** | **Abbr.** | **Full name of the algorithm/model/paper** | **Year** | -| Probabilistic | BTTF | Bayesian Temporal Tensor Factorization [^8] | 2021 | +🔥 Note that Transformer, Crossformer, PatchTST, DLinear, ETSformer, FEDformer, Informer, Autoformer are not proposed as imputation methods in their original papers, +and they cannot accept POTS as input. **To make them applicable on POTS data, we apply the embedding strategy the same as we did in [SAITS paper](https://arxiv.org/pdf/2202.08516).** + +| ***`Imputation`*** | 🚥 | 🚥 | 🚥 | +|:----------------------:|:-----------:|:-----------------------------------------------------------------------------------------------:|:--------:| +| **Type** | **Abbr.** | **Full name of the algorithm/model** | **Year** | +| Neural Net | SAITS | Self-Attention-based Imputation for Time Series [^1] | 2023 | +| Neural Net | Transformer | Attention is All you Need [^2] | 2017 | +| Neural Net | Crossformer | Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting [^16] | 2023 | +| Neural Net | TimesNet | Temporal 2D-Variation Modeling for General Time Series Analysis [^14] | 2023 | +| Neural Net | PatchTST | A Time Series is Worth 64 Words: Long-Term Forecasting with Transformers [^18] | 2023 | +| Neural Net | DLinear | Are Transformers Effective for Time Series Forecasting? [^17] | 2023 | +| Neural Net | ETSformer | Exponential Smoothing Transformers for Time-series Forecasting [^19] | 2023 | +| Neural Net | FEDformer | Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting [^20] | 2022 | +| Neural Net | Informer | Beyond Efficient Transformer for Long Sequence Time-Series Forecasting [^21] | 2021 | +| Neural Net | Autoformer | Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting [^15] | 2021 | +| Neural Net | CSDI | Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation [^12] | 2021 | +| Neural Net | US-GAN | Unsupervised GAN for Multivariate Time Series Imputation [^10] | 2021 | +| Neural Net | GP-VAE | Gaussian Process Variational Autoencoder [^11] | 2020 | +| Neural Net | BRITS | Bidirectional Recurrent Imputation for Time Series [^3] | 2018 | +| Neural Net | M-RNN | Multi-directional Recurrent Neural Network [^9] | 2019 | +| Naive | LOCF/NOCB | Last Observation Carried Forward / Next Observation Carried Backward | - | +| Naive | Median | Median Value Imputation | - | +| Naive | Mean | Mean Value Imputation | - | +| ***`Classification`*** | 🚥 | 🚥 | 🚥 | +| **Type** | **Abbr.** | **Full name of the algorithm/model/paper** | **Year** | +| Neural Net | BRITS | Bidirectional Recurrent Imputation for Time Series [^3] | 2018 | +| Neural Net | GRU-D | Recurrent Neural Networks for Multivariate Time Series with Missing Values [^4] | 2018 | +| Neural Net | Raindrop | Graph-Guided Network for Irregularly Sampled Multivariate Time Series [^5] | 2022 | +| ***`Clustering`*** | 🚥 | 🚥 | 🚥 | +| **Type** | **Abbr.** | **Full name of the algorithm/model/paper** | **Year** | +| Neural Net | CRLI | Clustering Representation Learning on Incomplete time-series data [^6] | 2021 | +| Neural Net | VaDER | Variational Deep Embedding with Recurrence [^7] | 2019 | +| ***`Forecasting`*** | 🚥 | 🚥 | 🚥 | +| **Type** | **Abbr.** | **Full name of the algorithm/model/paper** | **Year** | +| Probabilistic | BTTF | Bayesian Temporal Tensor Factorization [^8] | 2021 | ## ❖ Citing PyPOTS diff --git a/pypots/__init__.py b/pypots/__init__.py index 8075ec06..566339bd 100644 --- a/pypots/__init__.py +++ b/pypots/__init__.py @@ -22,7 +22,7 @@ # # Dev branch marker is: 'X.Y.dev' or 'X.Y.devN' where N is an integer. # 'X.Y.dev0' is the canonical version of 'X.Y.dev' -__version__ = "0.3.2" +__version__ = "0.4" from . import imputation, classification, clustering, forecasting, optim, data, utils