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Add Nonstationary Transformer and Pyraformer, update docs #390

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Add Nonstationary Transformer and Pyraformer, update docs #390

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c8504c7
feat: add NonstationaryTransformer modules;
WenjieDu May 6, 2024
594c276
feat: add NonstationaryTransformer as an imputation model;
WenjieDu May 6, 2024
8c16efa
Merge branch 'main' into (feat)add_nonstationary_transformer
WenjieDu May 6, 2024
a0f64f8
feat: add Pyraformer modules;
WenjieDu May 6, 2024
8b25657
feat: add Pyraformer as an imputation model;
WenjieDu May 6, 2024
648b588
test: add CI testing cases for Pyraformer;
WenjieDu May 7, 2024
db74b02
Merge pull request #388 from WenjieDu/(feat)add_nonstationary_transfo…
WenjieDu May 7, 2024
88805ea
Merge pull request #389 from WenjieDu/(feat)add_pyraformer
WenjieDu May 7, 2024
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docs: update the docs;
WenjieDu May 7, 2024
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10 changes: 7 additions & 3 deletions README.md
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Expand Up @@ -94,7 +94,7 @@ This functionality is implemented with the [Microsoft NNI](https://github.com/mi
imputation survey repo [Awesome_Imputation](https://github.com/WenjieDu/Awesome_Imputation) to see how to config and
tune the hyperparameters.

🔥 Note that Transformer, iTransformer, FreTS, Crossformer, PatchTST, DLinear, ETSformer, FiLM, FEDformer, Informer, Autoformer
🔥 Note that Transformer, iTransformer, FreTS, Crossformer, PatchTST, DLinear, ETSformer, Pyraformer, Nonstationary Transformer, FiLM, 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 and training approach (ORT+MIT)
the same as we did in [SAITS paper](https://arxiv.org/pdf/2202.08516).**
Expand All @@ -110,14 +110,16 @@ The paper references and links are all listed at the bottom of this file.
| **Type** | **Algo** | **IMPU** | **FORE** | **CLAS** | **CLUS** | **ANOD** | **Year - Venue** |
|:--------------|:-----------------------------------|:--------:|:--------:|:--------:|:--------:|:--------:|:-----------------|
| Neural Net | iTransformer[^24] | ✅ | | | | | 2024 - ICLR |
| Neural Net | FreTS[^23] | ✅ | | | | | 2024 - NeurIPS |
| Neural Net | SAITS[^1] | ✅ | | | | | 2023 - ESWA |
| Neural Net | FreTS[^23] | ✅ | | | | | 2023 - NeurIPS |
| Neural Net | Crossformer[^16] | ✅ | | | | | 2023 - ICLR |
| Neural Net | TimesNet[^14] | ✅ | | | | | 2023 - ICLR |
| Neural Net | PatchTST[^18] | ✅ | | | | | 2023 - ICLR |
| Neural Net | ETSformer[^19] | ✅ | | | | | 2023 - ICLR |
| Neural Net | DLinear[^17] | ✅ | | | | | 2023 - AAAI |
| Neural Net | Nonstationary <br>Transformer[^25] | ✅ | | | | | 2022 - NeurIPS |
| Neural Net | FiLM[^22] | ✅ | | | | | 2022 - NeurIPS |
| Neural Net | Pyraformer[^26] | | | ✅ | | | 2022 - ICLR |
| Neural Net | Raindrop[^5] | | | ✅ | | | 2022 - ICLR |
| Neural Net | FEDformer[^20] | ✅ | | | | | 2022 - ICML |
| Neural Net | Autoformer[^15] | ✅ | | | | | 2021 - NeurIPS |
Expand Down Expand Up @@ -350,8 +352,10 @@ PyPOTS community is open, transparent, and surely friendly. Let's work together
[^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*.
[^22]: Zhou, T., Ma, Z., Wen, Q., Sun, L., Yao, T., Yin, W., & Jin, R. (2022). [FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting](https://proceedings.neurips.cc/paper_files/paper/2022/hash/524ef58c2bd075775861234266e5e020-Abstract-Conference.html). *NeurIPS 2022*.
[^23]: Yi, K., Zhang, Q., Fan, W., Wang, S., Wang, P., He, H., An, N., Lian, D., Cao, L., & Niu, Z. (2024). [Frequency-domain MLPs are More Effective Learners in Time Series Forecasting](https://proceedings.neurips.cc/paper_files/paper/2023/hash/f1d16af76939f476b5f040fd1398c0a3-Abstract-Conference.html). *NeurIPS 2024*.
[^23]: Yi, K., Zhang, Q., Fan, W., Wang, S., Wang, P., He, H., An, N., Lian, D., Cao, L., & Niu, Z. (2023). [Frequency-domain MLPs are More Effective Learners in Time Series Forecasting](https://proceedings.neurips.cc/paper_files/paper/2023/hash/f1d16af76939f476b5f040fd1398c0a3-Abstract-Conference.html). *NeurIPS 2023*.
[^24]: Liu, Y., Hu, T., Zhang, H., Wu, H., Wang, S., Ma, L., & Long, M. (2024). [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://openreview.net/forum?id=JePfAI8fah). *ICLR 2024*.
[^25]: Liu, Y., Wu, H., Wang, J., & Long, M. (2022). [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://proceedings.neurips.cc/paper_files/paper/2022/hash/4054556fcaa934b0bf76da52cf4f92cb-Abstract-Conference.html). *NeurIPS 2022*.
[^26]: Liu, S., Yu, H., Liao, C., Li, J., Lin, W., Liu, A. X., & Dustdar, S. (2022). [Pyraformer: Low-Complexity Pyramidal Attention for Long-Range Time Series Modeling and Forecasting](https://openreview.net/forum?id=0EXmFzUn5I). *ICLR 2022*.



Expand Down
67 changes: 36 additions & 31 deletions README_zh.md
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Expand Up @@ -89,38 +89,41 @@ PyPOTS当前支持多变量POTS数据的插补，预测，分类，聚类以及
🌟 自**v0.2**版本开始, PyPOTS中所有神经网络模型都支持超参数调优。该功能基于[微软的NNI](https://github.com/microsoft/nni)框架实现。
你可以通过参考我们的时间序列插补综述项目的代码[Awesome_Imputation](https://github.com/WenjieDu/Awesome_Imputation)来了解如何使用PyPOTS调优模型的超参。

🔥 请注意：Transformer, iTransformer, FreTS, Crossformer, PatchTST, DLinear, ETSformer, FiLM, FEDformer, Informer, Autoformer模型
在它们的原始论文中并未用作插补方法，因此这些模型的输入中不能带有缺失值， 所以无法接受POTS数据作为输入。
🔥 请注意: Transformer, iTransformer, FreTS, Crossformer, PatchTST, DLinear, ETSformer, Pyraformer, Nonstationary Transformer, FiLM, FEDformer, Informer, Autoformer
模型在它们的原始论文中并未用作插补方法，因此这些模型的输入中不能带有缺失值， 所以无法接受POTS数据作为输入。
**为了使上述模型能够适用于POTS数据，我们采用了与[SAITS论文](https://arxiv.org/pdf/2202.08516)中相同的embedding策略和训练方法（ORT+MIT）对它们进行改进**。

| **类型** | **算法** | **插补** | **预测** | **分类** | **聚类** | **异常检测** | **年份 - 刊物** |
|:--------------|:-----------------------------------|:--------:|:--------:|:---------:|:--------:|:------------:|:-----------------|
| Neural Net | iTransformer[^24] | ✅ | | | | | 2024 - ICLR |
| Neural Net | FreTS[^23] | ✅ | | | | | 2024 - NeurIPS |
| Neural Net | SAITS[^1] | ✅ | | | | | 2023 - ESWA |
| Neural Net | Crossformer[^16] | ✅ | | | | | 2023 - ICLR |
| Neural Net | TimesNet[^14] | ✅ | | | | | 2023 - ICLR |
| Neural Net | PatchTST[^18] | ✅ | | | | | 2023 - ICLR |
| Neural Net | ETSformer[^19] | ✅ | | | | | 2023 - ICLR |
| Neural Net | DLinear[^17] | ✅ | | | | | 2023 - AAAI |
| Neural Net | FiLM[^22] | ✅ | | | | | 2022 - NeurIPS |
| Neural Net | Raindrop[^5] | | | ✅ | | | 2022 - ICLR |
| Neural Net | FEDformer[^20] | ✅ | | | | | 2022 - ICML |
| Neural Net | Autoformer[^15] | ✅ | | | | | 2021 - NeurIPS |
| Neural Net | CSDI[^12] | ✅ | ✅ | | | | 2021 - NeurIPS |
| Neural Net | Informer[^21] | ✅ | | | | | 2021 - AAAI |
| Neural Net | US-GAN[^10] | ✅ | | | | | 2021 - AAAI |
| Neural Net | CRLI[^6] | | | | ✅ | | 2021 - AAAI |
| Probabilistic | BTTF[^8] | | ✅ | | | | 2021 - TPAMI |
| Neural Net | GP-VAE[^11] | ✅ | | | | | 2020 - AISTATS |
| Neural Net | VaDER[^7] | | | | ✅ | | 2019 - GigaSci. |
| Neural Net | M-RNN[^9] | ✅ | | | | | 2019 - TBME |
| Neural Net | BRITS[^3] | ✅ | | ✅ | | | 2018 - NeurIPS |
| Neural Net | GRU-D[^4] | ✅ | | ✅ | | | 2018 - Sci. Rep. |
| Neural Net | Transformer[^2] | ✅ | | | | | 2017 - NeurIPS |
| Naive | LOCF/NOCB | ✅ | | | | | |
| Naive | Mean | ✅ | | | | | |
| Naive | Median | ✅ | | | | | |
| **类型** | **算法** | **插补** | **预测** | **分类** | **聚类** | **异常检测** | **年份 - 刊物** |
|:--------------|:-----------------------------------|:------:|:------:|:------:|:------:|:--------:|:-----------------|
| Neural Net | iTransformer[^24] | ✅ | | | | | 2024 - ICLR |
| Neural Net | SAITS[^1] | ✅ | | | | | 2023 - ESWA |
| Neural Net | FreTS[^23] | ✅ | | | | | 2023 - NeurIPS |
| Neural Net | Koopa[^27] | ✅ | | | | | 2023 - NeurIPS |
| Neural Net | Crossformer[^16] | ✅ | | | | | 2023 - ICLR |
| Neural Net | TimesNet[^14] | ✅ | | | | | 2023 - ICLR |
| Neural Net | PatchTST[^18] | ✅ | | | | | 2023 - ICLR |
| Neural Net | ETSformer[^19] | ✅ | | | | | 2023 - ICLR |
| Neural Net | DLinear[^17] | ✅ | | | | | 2023 - AAAI |
| Neural Net | Nonstationary <br>Transformer[^25] | ✅ | | | | | 2022 - NeurIPS |
| Neural Net | FiLM[^22] | ✅ | | | | | 2022 - NeurIPS |
| Neural Net | Pyraformer[^26] | | | ✅ | | | 2022 - ICLR |
| Neural Net | Raindrop[^5] | | | ✅ | | | 2022 - ICLR |
| Neural Net | FEDformer[^20] | ✅ | | | | | 2022 - ICML |
| Neural Net | Autoformer[^15] | ✅ | | | | | 2021 - NeurIPS |
| Neural Net | CSDI[^12] | ✅ | ✅ | | | | 2021 - NeurIPS |
| Neural Net | Informer[^21] | ✅ | | | | | 2021 - AAAI |
| Neural Net | US-GAN[^10] | ✅ | | | | | 2021 - AAAI |
| Neural Net | CRLI[^6] | | | | ✅ | | 2021 - AAAI |
| Probabilistic | BTTF[^8] | | ✅ | | | | 2021 - TPAMI |
| Neural Net | GP-VAE[^11] | ✅ | | | | | 2020 - AISTATS |
| Neural Net | VaDER[^7] | | | | ✅ | | 2019 - GigaSci. |
| Neural Net | M-RNN[^9] | ✅ | | | | | 2019 - TBME |
| Neural Net | BRITS[^3] | ✅ | | ✅ | | | 2018 - NeurIPS |
| Neural Net | GRU-D[^4] | ✅ | | ✅ | | | 2018 - Sci. Rep. |
| Neural Net | Transformer[^2] | ✅ | | | | | 2017 - NeurIPS |
| Naive | LOCF/NOCB | ✅ | | | | | |
| Naive | Mean | ✅ | | | | | |
| Naive | Median | ✅ | | | | | |


## ❖ PyPOTS生态系统
Expand Down Expand Up @@ -325,8 +328,10 @@ PyPOTS社区是一个开放、透明、友好的社区，让我们共同努力
[^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*.
[^22]: Zhou, T., Ma, Z., Wen, Q., Sun, L., Yao, T., Yin, W., & Jin, R. (2022). [FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting](https://proceedings.neurips.cc/paper_files/paper/2022/hash/524ef58c2bd075775861234266e5e020-Abstract-Conference.html). *NeurIPS 2022*.
[^23]: Yi, K., Zhang, Q., Fan, W., Wang, S., Wang, P., He, H., An, N., Lian, D., Cao, L., & Niu, Z. (2024). [Frequency-domain MLPs are More Effective Learners in Time Series Forecasting](https://proceedings.neurips.cc/paper_files/paper/2023/hash/f1d16af76939f476b5f040fd1398c0a3-Abstract-Conference.html). *NeurIPS 2024*.
[^23]: Yi, K., Zhang, Q., Fan, W., Wang, S., Wang, P., He, H., An, N., Lian, D., Cao, L., & Niu, Z. (2023). [Frequency-domain MLPs are More Effective Learners in Time Series Forecasting](https://proceedings.neurips.cc/paper_files/paper/2023/hash/f1d16af76939f476b5f040fd1398c0a3-Abstract-Conference.html). *NeurIPS 2023*.
[^24]: Liu, Y., Hu, T., Zhang, H., Wu, H., Wang, S., Ma, L., & Long, M. (2024). [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://openreview.net/forum?id=JePfAI8fah). *ICLR 2024*.
[^25]: Liu, Y., Wu, H., Wang, J., & Long, M. (2022). [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://proceedings.neurips.cc/paper_files/paper/2022/hash/4054556fcaa934b0bf76da52cf4f92cb-Abstract-Conference.html). *NeurIPS 2022*.
[^26]: Liu, S., Yu, H., Liao, C., Li, J., Lin, W., Liu, A. X., & Dustdar, S. (2022). [Pyraformer: Low-Complexity Pyramidal Attention for Long-Range Time Series Modeling and Forecasting](https://openreview.net/forum?id=0EXmFzUn5I). *ICLR 2022*.


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