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
machine-learning
deep-learning
time-series
interpolation
pytorch
transformer
imputation
attention
attention-mechanism
irregular-sampling
incomplete-data
imputation-model
missing-values
self-attention
impute
time-series-imputation
partially-observed-data
partially-observed
partially-observed-time-series
incomplete-time-series
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Updated
Sep 2, 2024 - Python