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WenjieDu/PyPOTS has 2,093 GitHub stars and 195 forks. GitHot measured 0 stars in 24 hours, +1 in 7 days, and +9 in 15 days. Last checked 2026-11-09 01:17 UTC. Last push 2026-10-31.

这些数字如何统计

A Python toolkit/library for reality-centric machine/deep learning & data mining on partially-observed time series, with 50+ SOTA neural network models for scientific analysis tasks (imputation, classification, clustering, forecasting, anomaly detection, cleaning) on incomplete industrial irregularly-sampled multivariate TS with NaN missing values

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README_zh.md

原文

简体中文 | English

欢迎来到PyPOTS

一个使用机器学习建模部分观测时间序列(POTS)的Python算法工具库

Python version Pytorch landscape BSD-3 license Code of Conduct Community the latest release version GitHub contributors GitHub Repo stars GitHub Repo forks maintainability Coveralls coverage GitHub Testing Docs building Ask DeepWiki Code Style Conda downloads PyPI downloads arXiv DOI

⦿ 开发背景: 由于传感器故障、通信异常以及不可预见的未知原因, 在现实环境中收集的时间序列数据普遍存在缺失值, 这使得部分观测时间序列(partially-observed time series, 简称为POTS)成为现实世界数据的建模中普遍存在的问题. 数据缺失会严重阻碍数据的高级分析、建模、与后续应用, 所以如何直接面向POTS建模成为一个亟需解决的问题. 尽管关于在POTS上进行不同任务的机器学习算法已经有了不少的研究, 但当前没有专门针对POTS建模开发的工具箱. 因此, 旨在填补该领域空白的"PyPOTS"应运而生.

⦿ 社区使命: PyPOTS(发音为"Pie Pots")是一个易上手的工具箱, 工程师和研究人员可以通过PyPOTS轻松地处理POTS数据建模问题, 进而将注意力更多地聚焦在要解决的核心问题上. PyPOTS会持续不断的更新关于部分观测多变量时间序列的经典算法和先进算法. 除此之外, PyPOTS还提供了统一的应用程序接口,详细的算法学习指南和应用示例.

该说明文档的后续内容如下: ❖ 支持的算法, ❖ PyPOTS生态系统, ❖ 安装教程, ❖ 使用案例, ❖ 引用PyPOTS, ❖ 贡献声明, ❖ 社区组织.

❖ 支持的算法

PyPOTS当前支持多变量POTS数据的插补, 预测, 分类, 聚类以及异常检测五类任务. 下表描述了当前PyPOTS中所集成的算法以及对应不同任务的可用性. 符号✅表示该算法当前可用于相应的任务, 你可以点击✅以快速跳转到该算法在该任务上的使用示例(如果有的话). 注意, 目前模型尚不支持的任务在未来版本中可能会逐步添加, 敬请关注!

🌟 自v0.2版本开始, PyPOTS中所有神经网络模型都由Microsoft NNI支持超参数调优, 直到v2.0. 从PyPOTS v2开始, 该功能基于Optuna框架重新实现. 你可以通过参考我们的时间序列插补综述和基准评估项目的代码Awesome_Imputation 来了解如何使用PyPOTS调优模型的超参.

🔥 请注意: 表格中名称带有🧑‍🔧的模型(例如Transformer, iTransformer, Informer等)在它们的原始论文中并非作为可以处理POTS数据的算法提出, 所以这些模型的输入中不能带有缺失值, 无法接受POTS数据作为输入, 更加不是插补算法. 为了使上述模型能够适用于POTS数据, 我们采用了与SAITS论文[^1] 中相同的embedding策略和训练方法(ORT+MIT)对它们进行改进.

任务类型缩写如下: IMPT: Imputation, 插补; FCST: Forecasting, 预测; CLAF: Classification, 分类; CLUS: Clustering, 聚类; ANOD: Anomaly Detection, 异常检测. 除了下表中列出的5种任务(插补, 预测, 分类, 聚类和异常检测)的算法外, PyPOTS还包括了用于时序表征学习和向量化的TS2Vec[^48]. 所有算法的论文引用和链接可以在本文件的底部找到.

Type Algo IMPT FCST CLAF CLUS ANOD Year - Venue
LLM&TSFM Time-Series.AI [^36] ✅ ✅ ✅ ✅ ✅ Join waitlist
Neural Net HELIX [^55] ✅ 2026 - ICML
Neural Net MixLinear🧑‍🔧[^52] ✅ 2026 - ICLR
Neural Net SegRNN🧑‍🔧[^43] ✅ ✅ ✅ 2026 - IoT-J
TSFM TS-ICL[^56] ✅ ✅ 2026 - arXiv
Neural Net TEFN🧑‍🔧[^39] ✅ ✅ ✅ ✅ 2025 - TPAMI
Neural Net TimeMixer++[^49] ✅ ✅ ✅ 2025 - ICLR
LLM Time-LLM🧑‍🔧[^45] ✅ ✅ 2024 - ICLR
TSFM MOMENT[^47] ✅ ✅ 2024 - ICML
Neural Net TSLANet[^51] ✅ 2024 - ICML
Neural Net FITS🧑‍🔧[^41] ✅ ✅ 2024 - ICLR
Neural Net TimeMixer[^37] ✅ ✅ ✅ 2024 - ICLR
Neural Net iTransformer🧑‍🔧[^24] ✅ ✅ ✅ 2024 - ICLR
Neural Net ModernTCN[^38] ✅ ✅ 2024 - ICLR
Neural Net ImputeFormer🧑‍🔧[^34] ✅ ✅ 2024 - KDD
Neural Net TOTEM[^50] ✅ 2024 - TMLR
Neural Net TKAN🧑‍🔧[^54] ✅ 2024 - arXiv
Neural Net SAITS[^1] ✅ ✅ ✅ 2023 - ESWA
LLM GPT4TS[^46] ✅ ✅ 2023 - NeurIPS
Neural Net FreTS🧑‍🔧[^23] ✅ 2023 - NeurIPS
Neural Net Koopa🧑‍🔧[^29] ✅ 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 MICN🧑‍🔧[^27] ✅ ✅ 2023 - ICLR
Neural Net DLinear🧑‍🔧[^17] ✅ ✅ ✅ 2023 - AAAI
Neural Net TiDE🧑‍🔧[^28] ✅ 2023 - TMLR
Neural Net CSAI[^42] ✅ ✅ 2023 - arXiv
Neural Net TS2Vec[^48] ✅ 2022 - AAAI
Neural Net SCINet🧑‍🔧[^30] ✅ ✅ 2022 - NeurIPS
Neural Net Nonstationary Tr.🧑‍🔧[^25] ✅ ✅ 2022 - NeurIPS
Neural Net FiLM🧑‍🔧[^22] ✅ ✅ ✅ 2022 - NeurIPS
Neural Net RevIN_SCINet🧑‍🔧[^31] ✅ 2022 - ICLR
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 StemGNN🧑‍🔧[^33] ✅ 2020 - NeurIPS
Neural Net SeFT[^53] ✅ 2020 - ICML
Neural Net Reformer🧑‍🔧[^32] ✅ ✅ 2020 - ICLR
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 TCN🧑‍🔧[^35] ✅ 2018 - arXiv
Neural Net Transformer🧑‍🔧[^2] ✅ ✅ ✅ 2017 - NeurIPS
MF TRMF[^44] ✅ 2016 - NeurIPS
Naive Lerp[^40] ✅
Naive LOCF/NOCB ✅
Naive Mean ✅
Naive Median ✅

🙋 上表中LLM (Large Language Model), TSFM (Time-Series Foundation Model)之间的区别: LLM是指在大规模文本数据上进行预训练的模型, 可以针对特定任务进行微调. TSFM是指在大规模时间序列数据上进行预训练的模型,其灵感来自CV和NLP领域中基座模型的最新成就.

💯 现在贡献你的模型来增加你的研究影响力!PyPOTS的下载量正在迅速增长 (目前PyPI上总共超过百万次且每日超2000的下载), 你的工作将被社区广泛使用和引用. 请参阅贡献指南 , 了解如何将模型包含在PyPOTS中.

❖ PyPOTS生态系统

在PyPOTS生态系统中, 一切都与我们熟悉的咖啡息息相关, 甚至可以将其视为一杯咖啡的诞生过程! 如你所见, PyPOTS的标志中有一个咖啡壶. 除此之外还需要什么呢?请接着看下去、

TSDB logo

👈 在PyPOTS中, 数据可以被看作是咖啡豆, 而写的携带缺失值的POTS数据则是不完整的咖啡豆. 为了让用户能够轻松使用各种开源的时间序列数据集, 我们创建了开源时间序列数据集的仓库 Time Series Data Beans (TSDB) (可以将其视为咖啡豆仓库), TSDB让加载开源时序数据集变得超级简单!访问 TSDB, 了解更多关于TSDB的信息, 目前总共支持172个开源数据集!

PyGrinder logo

👉 为了在真实数据中模拟缺失进而获得不完整的咖啡豆, 我们创建了生态系统中的另一个仓库PyGrinder (可以将其视为磨豆机), 帮助你在数据集中模拟缺失数据, 用于评估机器学习算法. 根据Robin的理论[^13], 缺失模式分为三类: 完全随机缺失(missing completely at random, 简称为MCAR)、随机缺失(missing at random, 简称为MAR)和非随机缺失(missing not at random, 简称为MNAR ). PyGrinder支持以上所有模式并提供与缺失相关的其他功能函数. 通过PyGrinder, 你可以仅仅通过一行代码就将模拟缺失引入你的数据集中.

BenchPOTS logo

👈 为了评估机器学习算法在POTS数据上的性能, 我们创建了生态系统中的另一个仓库BenchPOTS, 其提供了标准且统一的数据预处理管道来帮助你在多种任务上衡量不同POTS算法的性能.

BrewPOTS logo

👉 现在我们有了咖啡豆(beans)、磨豆机(grinder)和咖啡壶(pot), 让我们坐在长凳(bench)上想想如何萃取一杯咖啡呢? 教程必不可少!考虑到未来的工作量, PyPOTS的相关教程将发布在一个独立的仓库BrewPOTS 中. 点击访问查看教程, 学习如何萃取你的POTS数据!


☕️ 欢迎来到 PyPOTS 生态系统 !

❖ 安装教程

你可以参考PyPOTS文档中的 安装说明 以获取更详细的指南. PyPOTS可以在 PyPI 和 Anaconda 上安装. 你可以按照以下方式安装PyPOTS(同样适用于 TSDB, PyGrinder, BenchPOTS, 和AI4TS:):

# 通过pip安装
pip install pypots            # 首次安装
pip install pypots --upgrade  # 更新为最新版本
# 利用最新源代码安装最新版本, 可能带有尚未正式发布的最新功能
pip install https://github.com/WenjieDu/PyPOTS/archive/main.zip

# 通过conda安装
conda install conda-forge::pypots  # 首次安装
conda update  conda-forge::pypots  # 更新为最新版本

# via docker
docker run -it --name pypots wenjiedu/pypots  # docker会自动拉取我们构建好的镜像并为你运行一个实例
# 运行结束后, 你可以在该容器中运行python即可使用我们为运行pypots配置好的环境
# 如果你想退出该容器, 先按ctrl-P然后按ctrl-Q即可退出
# 运行命令`docker attach pypots`可以重新进入该容器

❖ 使用案例

除了BrewPOTS之外, 你还可以在Google Colab Colab tutorials 上找到一个简单且快速的入门教程. 如果你有其他问题, 请参考PyPOTS文档. 你也可以在我们的社区中提问, 或直接发起issue.

下面, 我们为你演示使用PyPOTS进行POTS数据插补的示例:

点击此处查看 SAITS 模型应用于 PhysioNet2012 数据集插补任务的简单案例:
import numpy as np
from sklearn.preprocessing import StandardScaler
from pygrinder import mcar, calc_missing_rate
from benchpots.datasets import preprocess_physionet2012
data = preprocess_physionet2012(subset='set-a', rate=0.1)  # 我们的工具库会自动下载并解压数据集
train_X, val_X, test_X = data["train_X"], data["val_X"], data["test_X"]
print(train_X.shape)  # (n_samples, n_steps, n_features)
print(val_X.shape)  # 验证集的样本数与训练集不同(n_samples不同),但样本长度(n_steps)和特征维度(n_features)一致
print(f"训练集 train_X 中缺失值的比例为 {calc_missing_rate(train_X):.1%}")
train_set = {"X": train_X}  # 训练集只需包含不完整时间序列
val_set = {
    "X": val_X,
    "X_ori": data["val_X_ori"],  # 验证集中我们需要真实值用于评估和选择模型
}
test_set = {"X": test_X}  # 测试集仅提供待填补的不完整时间序列
test_X_ori = data["test_X_ori"]  # test_X_ori 包含用于最终评估的真实值
indicating_mask = np.isnan(test_X) ^ np.isnan(test_X_ori)  # 生成指示掩码:标记出测试集中人为添加的缺失位置(X中存在缺失但X_ori中不缺失的位置)

from pypots.imputation import SAITS  # 导入你想要使用的模型
from pypots.nn.functional import calc_mae
saits = SAITS(n_steps=train_X.shape[1], n_features=train_X.shape[2], n_layers=2, d_model=256, n_heads=4, d_k=64, d_v=64, d_ffn=128, dropout=0.1, epochs=5)
saits.fit(train_set, val_set)  # 在数据集上训练模型
imputation = saits.impute(test_set)  # 对测试集中原始缺失和人为缺失的值进行填补
mae = calc_mae(imputation, np.nan_to_num(test_X_ori), indicating_mask)  # 在人为添加的缺失位置上计算 MAE(对比填补结果与真实值)
saits.save("save_it_here/saits_physionet2012.pypots")  # 保存模型供后续使用
saits.load("save_it_here/saits_physionet2012.pypots")  # 重新加载模型用于后续填补或继续训练

❖ 引用PyPOTS

[!TIP] [2024年6月更新] 😎 第一个全面的时间序列插补基准论文TSI-Bench: Benchmarking Time Series Imputation 现在来了. 所有代码开源在Awesome_Imputation 仓库中. 通过近35,000个实验, 我们对28种imputation方法, 3种缺失模式(点, 序列, 块), 各种缺失率, 和8个真实数据集进行了全面的基准研究.

[2024年2月更新] 🎉 我们的综述论文Deep Learning for Multivariate Time Series Imputation: A Survey 已在 arXiv 上发布. 我们全面调研总结了最新基于深度学习的时间序列插补方法文献并对现有的方法进行分类, 此外, 还讨论了该领域当前的挑战和未来发展方向.

PyPOTS的论文可以在arXiv上获取, 其5页的短版论文已被第9届SIGKDD international workshop on Mining and Learning from Time Series (MiLeTS'23)收录, 与此同时, PyPOTS也已被纳入PyTorch Ecosystem. 我们正在努力将其发表在更具影响力的学术刊物上, 如JMLR (track for Machine Learning Open Source Software). 如果你在工作中使用了PyPOTS, 请按照以下格式引用我们的论文并为将项目设为星标🌟, 以便让更多人关注到它, 对此我们深表感谢🤗.

据不完全统计, 该列表 为当前使用PyPOTS并在其论文中引用PyPOTS的科学研究项目

@article{du2023pypots,
title = {{PyPOTS: A Python Toolkit for Data Mining on Partially-Observed Time Series}},
author = {Wenjie Du},
journal = {SIGKDD MiLeTS Workshop},
year = {2023},
}
@article{du2025pypots,
title = {{PyPOTS v1: A Python Toolkit for Machine Learning on Partially-Observed Time Series}},
author = {Wenjie Du, Yiyuan Yang, Linglong Qian, Jun Wang, and Qingsong Wen},
year = {2025},
}

❖ 贡献声明

非常欢迎你为这个激动人心的项目做出贡献!

通过提交你的代码, 你将:

  1. 把你开发完善的模型直接提供给PyPOTS的所有用户使用, 让你的工作更加广为人知. 请查看我们的收录标准. 你也可以利用项目文件中的模板template(如: pypots/imputation/template)快速启动你的开发;
  2. 成为PyPOTS贡献者之一, 并在PyPOTS网站上被列为志愿开发者;
  3. 在PyPOTS发布新版本的更新日志中被提及;

你也可以通过为该项目设置星标🌟, 帮助更多人关注它. 你的星标🌟既是对PyPOTS的认可, 也是对PyPOTS发展所做出的重要贡献!

👏 点击这里可以查看PyPOTS当前的星标者和分支者
我们为拥有越来越多的出色用户以及更多的星标✨而感到自豪:

👀请在PyPOTS网站上查看我们用户所属机构的完整列表!

❖ 社区组织

我们非常关心用户的反馈, 因此我们正在建立PyPOTS社区:

  • Slack: 你可以在这里进行日常讨论、问答以及与我们的开发团队交流;
  • 领英:你可以在这里获取官方公告和新闻;
  • 微信公众号:你可以关注官方公众号并加入微信群聊参与讨论以及获取最新动态;

如果你有任何建议、想法、或打算分享与时间序列相关的论文, 欢迎加入我们! PyPOTS社区是一个开放、透明、友好的社区, 让我们共同努力建设并改进PyPOTS!

[^1]: Du, W., Cote, D., & Liu, Y. (2023). SAITS: Self-Attention-based Imputation for Time Series. Expert systems with applications. [^2]: Vaswani, A., Shazeer, N.M., Parmar, N., Uszkoreit, J., Jones, L., Gomez, A.N., Kaiser, L., & Polosukhin, I. ( 2017). Attention is All you Need. NeurIPS 2017. [^3]: Cao, W., Wang, D., Li, J., Zhou, H., Li, L., & Li, Y. (2018). BRITS: Bidirectional Recurrent Imputation for Time Series. NeurIPS 2018. [^4]: Che, Z., Purushotham, S., Cho, K., Sontag, D.A., & Liu, Y. (2018). Recurrent Neural Networks for Multivariate Time Series with Missing Values. Scientific Reports. [^5]: Zhang, X., Zeman, M., Tsiligkaridis, T., & Zitnik, M. (2022). Graph-Guided Network for Irregularly Sampled Multivariate Time Series. ICLR 2022. [^6]: Ma, Q., Chen, C., Li, S., & Cottrell, G. W. (2021). Learning Representations for Incomplete Time Series Clustering. AAAI 2021. [^7]: Jong, J.D., Emon, M.A., Wu, P., Karki, R., Sood, M., Godard, P., Ahmad, A., Vrooman, H.A., Hofmann-Apitius, M., & Fröhlich, H. (2019). Deep learning for clustering of multivariate clinical patient trajectories with missing values. GigaScience. [^8]: Chen, X., & Sun, L. (2021). Bayesian Temporal Factorization for Multidimensional Time Series Prediction. IEEE transactions on pattern analysis and machine intelligence. [^9]: Yoon, J., Zame, W. R., & van der Schaar, M. (2019). Estimating Missing Data in Temporal Data Streams Using Multi-Directional Recurrent Neural Networks. IEEE Transactions on Biomedical Engineering. [^10]: Miao, X., Wu, Y., Wang, J., Gao, Y., Mao, X., & Yin, J. (2021). Generative Semi-supervised Learning for Multivariate Time Series Imputation. AAAI 2021. [^11]: Fortuin, V., Baranchuk, D., Raetsch, G. & Mandt, S. (2020). GP-VAE: Deep Probabilistic Time Series Imputation. AISTATS 2020. [^12]: Tashiro, Y., Song, J., Song, Y., & Ermon, S. (2021). CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation. NeurIPS 2021. [^13]: Rubin, D. B. (1976). Inference and missing data. 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. ICLR 2023 [^15]: Wu, H., Xu, J., Wang, J., & Long, M. (2021). Autoformer: Decomposition transformers with auto-correlation for long-term series forecasting. NeurIPS 2021. [^16]: Zhang, Y., & Yan, J. (2023). Crossformer: Transformer utilizing cross-dimension dependency for multivariate time series forecasting. ICLR 2023. [^17]: Zeng, A., Chen, M., Zhang, L., & Xu, Q. (2023). Are transformers effective for time series forecasting?. AAAI 2023 [^18]: Nie, Y., Nguyen, N. H., Sinthong, P., & Kalagnanam, J. (2023). A time series is worth 64 words: Long-term forecasting with transformers. ICLR 2023 [^19]: Woo, G., Liu, C., Sahoo, D., Kumar, A., & Hoi, S. (2023). 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