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docs: add TimesNet into docs;
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WenjieDu committed Dec 1, 2023
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2 changes: 2 additions & 0 deletions README.md
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| **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];<br>Self-Attention-based Imputation for Time Series [^1];<br><sub>Note: proposed in [^2], and re-implemented as an imputation model in [^1].</sub> | 2017 |
| Neural Net | TimesNet | Temporal 2D-Variation Modeling for General Time Series Analysis [^14] | 2023 |
| 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 |
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[^11]: Fortuin, V., Baranchuk, D., Raetsch, G. & Mandt, S. (2020). [GP-VAE: Deep Probabilistic Time Series Imputation](https://proceedings.mlr.press/v108/fortuin20a.html). *AISTATS 2020*.
[^12]: Tashiro, Y., Song, J., Song, Y., & Ermon, S. (2021). [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://proceedings.neurips.cc/paper/2021/hash/cfe8504bda37b575c70ee1a8276f3486-Abstract.html). *NeurIPS 2021*.
[^13]: Rubin, D. B. (1976). [Inference and missing data](https://academic.oup.com/biomet/article-abstract/63/3/581/270932). *Biometrika*.
[^14]: Wu, H., Hu, T., Liu, Y., Zhou, H., Wang, J., & Long, M. (2023). [TimesNet: Temporal 2d-variation modeling for general time series analysis](https://openreview.net/forum?id=ju_Uqw384Oq). *ICLR 2023*
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3 changes: 2 additions & 1 deletion docs/index.rst
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============================== ================ ======================================================================================== ====== =========
Task Type Algorithm Year Reference
============================== ================ ======================================================================================== ====== =========
Imputation Neural Net SAITS (Self-Attention-based Imputation for Time Series) 2022 :cite:`du2023SAITS`
Imputation Neural Net SAITS (Self-Attention-based Imputation for Time Series) 2023 :cite:`du2023SAITS`
Imputation Neural Net Transformer 2017 :cite:`vaswani2017Transformer`, :cite:`du2023SAITS`
Imputation Neural Net TimesNet 2023 :cite:`wu2023timesnet`
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`
Imputation Neural Net GP-VAE (Gaussian Process Variational Autoencoder) 2020 :cite:`fortuin2020GPVAEDeep`
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