GitHub repository
WenjieDu/SAITS
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
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Topics
- machine-learning
- deep-learning
- pytorch
- time-series
- transformer
- attention-mechanism
- attention
- imputation
- interpolation
- missing-values
- imputation-model
- impute
- incomplete-data
- incomplete-time-series
- irregular-sampling
- partially-observed
- partially-observed-data
- partially-observed-time-series
- self-attention
- time-series-imputation