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The official PyTorch implementation of the paper "SAITS: Self-Attention-based Imputation for Time Series". A fast and state-of-the-art (SOTA) model with efficiency for imputing multivariate incomplete time series containing missing data/values. https://arxiv.org/abs/2202.08516
Home Page: https://doi.org/10.1016/j.eswa.2023.119619
License: MIT License