mims-harvard / UniTS

A unified multi-task time series model.
https://zitniklab.hms.harvard.edu/projects/UniTS/
MIT License
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Question about DyLinear block #7

Open khchul opened 3 months ago

khchul commented 3 months ago

Thanks for the great work! I've read your paper and got confused in DyLinear blocks and ask here to get some clarifications.

Q, Is DyLinear block applied to each variables independently? In equation (2), I believe that $z_s$ is sized $l_s$ v d and WInterp is sized $w_i * w_o$. How are WInterp$z_s$ calculated and what is exactly lout ? Also if it is calculated as independent, why do we need interpolation? Isn't d fixed among different time series?

Thank you

gasvn commented 3 months ago

Yes, DyLinear block applied to each variables independently. Dylinear is used to change to weight shape to make it match various sequence lengths.

khchul commented 3 months ago

Thank you for your clarification! Though I still can't follow the purpose of DyLinear block. I first thought it was added to force the variable sized sequences to have fixed length, but realized this cannot be done due to the division of Zin (since Z2mid doesn't pass DyLinear operator).

Could you elaborate more of the effect of DyLinear block? Thank you