PyPOTS: A Python Toolbox for Data Mining on Partially-Observed Time Series

Happy New Year, dear friends! 🥳

New features and updated APIs in PyPOTS are brought to you here! In v0.3, we

1. added TimesNet as an imputation model;
2. simplified the structure of val_set. In previous versions, you had to give indicating_mask in the dictionary val_set that tells PyPOTS to use which values to validate the model. Now you only need to give X_ori (i.e. X_intact before) and X, both leaving their missing data as NaNs. PyPOTS will handle everything left to evaluate the model for you;
3. enabled PyPOTS to tune hyperparameters for external models (implemented with the PyPOTS framework but haven't been integrated into PyPOTS);
4. updated the package pypots.data.saving. Separated the functions for pickle saving and h5py saving, and added load_dict_from_h5 that can inverse (deserialize) the process of save_dict_into_h5;
5. fixed some bugs (#255, #263, #266, #280, #282, #286, #289);

What's Changed

• Code refactor by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/251
• Adding TimesNet as an imputation model by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/252
• Adding TimesNet, refactoring code, and updating docs by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/253
• Fixing CSDI gtmask bug by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/255
• Fixing CSDI gt_mask issue, and setting a fixed random seed for testing cases by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/256
• Making CSDI return all n_sampling_times imputation samples by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/258
• Adding get_random_seed(), and adding func calc_quantile_crps() by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/260
• Making CSDI val process same as the original by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/262
• Fix missing argument attn_dropout in imputation Transformer by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/263
• Adding visualization functions by @AugustJW in https://github.com/WenjieDu/PyPOTS/pull/267
• Add cluster plotting functions in pypots.utils.visualization by @vemuribv in https://github.com/WenjieDu/PyPOTS/pull/182
• Fixing unstable nonstationary norm, adding utils.visual, and doing some code refactoring by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/266
• Updating package pypots.data.saving by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/268
• Enabling to tune hyperparameters for outside models implemented with PyPOTS framework by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/269
• Simplifying the structure of val_set, and using a consistent strategy when lazy-loading val_set by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/272
• Renaming X_intact into X_ori, and adding matplotlib as a dependency by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/274
• Simplifying val_set, renaming X_intact, and adding unit tests for the visual package by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/275
• Update GP-VAE by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/277
• Updating GP-VAE, adding load_dict_from_h5, etc. by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/278
• Adding _check_inputs() for error calculation functions by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/279
• Fixing CSDI, adding placeholder for epoch num in logging by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/280
• Fixing the infinite loop in LOCF by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/282
• Update docs by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/285
• Updating docs, fixing CSDI&LOCF&MRNN, and adding the strategy to save all models by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/284
• Making PyPOTS able to save all models during training, checking if d_model=n_heads*d_k for SAITS and Transformer by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/287
• Fixing MRNN by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/286
• Fix issues in MRNN and update the hyperparameter tuning functionality by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/288
• Fixing the type error of random_seed in pypots.cli.tuning and updating the docs by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/289
• Updating load_dict_from_h5() by @WenjieDu in https://github.com/WenjieDu/PyPOTS/pull/290

Full Changelog: https://github.com/WenjieDu/PyPOTS/compare/v0.2.1...v0.3