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Add informer as an imputation model #335

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docs: update the docs for Informer;
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WenjieDu committed Apr 1, 2024
commit a1e127a8275d5e11f4d0803d8caeef709e98ebea
3 changes: 3 additions & 0 deletions README.md
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Expand Up @@ -203,6 +203,7 @@ This functionality is implemented with the [Microsoft NNI](https://github.com/mi
| 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 |
Expand Down Expand Up @@ -332,6 +333,8 @@ PyPOTS community is open, transparent, and surely friendly. Let's work together
[^18]: Nie, Y., Nguyen, N. H., Sinthong, P., & Kalagnanam, J. (2023). [A time series is worth 64 words: Long-term forecasting with transformers](https://openreview.net/forum?id=Jbdc0vTOcol). *ICLR 2023*
[^19]: Woo, G., Liu, C., Sahoo, D., Kumar, A., & Hoi, S. (2023). [ETSformer: Exponential Smoothing Transformers for Time-series Forecasting](https://openreview.net/forum?id=5m_3whfo483). *ICLR 2023*
[^20]: Zhou, T., Ma, Z., Wen, Q., Wang, X., Sun, L., & Jin, R. (2022). [FEDformer: Frequency enhanced decomposed transformer for long-term series forecasting](https://proceedings.mlr.press/v162/zhou22g.html). *ICML 2022*.
[^21]: Zhou, H., Zhang, S., Peng, J., Zhang, S., Li, J., Xiong, H., & Zhang, W. (2021). [Informer: Beyond efficient transformer for long sequence time-series forecasting](https://ojs.aaai.org/index.php/AAAI/article/view/17325). *AAAI 2021*.



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1 change: 1 addition & 0 deletions docs/index.rst
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Expand Up @@ -181,6 +181,7 @@ Imputation Neural Net PatchTST (A Time Series is Worth
Imputation Neural Net DLinear (Are transformers effective for time series forecasting?) 2023 :cite:`zeng2023dlinear`
Imputation Neural Net ETSformer (Exponential Smoothing Transformers for Time-series Forecasting) 2023 :cite:`woo2023etsformer`
Imputation Neural Net FEDformer (Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting) 2022 :cite:`zhou2022fedformer`
Imputation Neural Net Informer (Beyond Efficient Transformer for Long Sequence Time-Series Forecasting) 2021 :cite:`zhou2021informer`
Imputation Neural Net Autoformer (Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting) 2021 :cite:`wu2021autoformer`
Imputation Neural Net US-GAN (Unsupervised GAN for Multivariate Time Series Imputation) 2021 :cite:`miao2021SSGAN`
Imputation Neural Net CSDI (Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation) 2021 :cite:`tashiro2021csdi`
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9 changes: 9 additions & 0 deletions docs/pypots.imputation.rst
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Expand Up @@ -73,6 +73,15 @@ pypots.imputation.fedformer
:show-inheritance:
:inherited-members:

pypots.imputation.informer
------------------------------

.. automodule:: pypots.imputation.informer
:members:
:undoc-members:
:show-inheritance:
:inherited-members:

pypots.imputation.autoformer
------------------------------

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10 changes: 10 additions & 0 deletions docs/references.bib
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Expand Up @@ -544,3 +544,13 @@ @inproceedings{zhou2022fedformer
pdf = {https://proceedings.mlr.press/v162/zhou22g/zhou22g.pdf},
url = {https://proceedings.mlr.press/v162/zhou22g.html},
}

@inproceedings{zhou2021informer,
title={Informer: Beyond efficient transformer for long sequence time-series forecasting},
author={Zhou, Haoyi and Zhang, Shanghang and Peng, Jieqi and Zhang, Shuai and Li, Jianxin and Xiong, Hui and Zhang, Wancai},
booktitle={Proceedings of the AAAI conference on artificial intelligence},
volume={35},
number={12},
pages={11106--11115},
year={2021}
}