WenjieDu / PyPOTS

A Python toolkit/library for reality-centric machine/deep learning and data mining on partially-observed time series, including SOTA neural network models for scientific analysis tasks of imputation/classification/clustering/forecasting/anomaly detection/cleaning on incomplete industrial (irregularly-sampled) multivariate TS with NaN missing values
https://pypots.com
BSD 3-Clause "New" or "Revised" License
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Request to add linear interpolation imputation method as a new naive model #457

Closed colesussmeier closed 1 month ago

colesussmeier commented 1 month ago

1. Model description

Linear interpolation (Lerp) imputation method:

I think linear interpolation is a great naive baseline to compare more complicated models to, and would love to see it become part of PyPOTS! I have the code implemented already, so I can make a PR to dev with your consent.

2. Check open-source status

3. Provide useful information for the implementation

Implementation is relatively straight-forward and uses numpy.interp under the hood. I don't have an official paper on it for this use-case but it has been widely used in many domains for many years. Please let me know if you have any questions and if I can submit a PR! Email: colesussmeier@gmail.com :)

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WenjieDu commented 1 month ago

Thanks for proposing this idea, @colesussmeier! We previously used pandas to help generate linear interpolation results, but I think it would be cool to add one implementation into PyPOTS ;-) Could you please make a PR to submit yours? I'll help review your code.