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timeseriesAI / tsai

Time series Timeseries Deep Learning Machine Learning Python Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai
https://timeseriesai.github.io/tsai/
Apache License 2.0
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Support for different sampling rate across different channels/variables? #752

Open findalexli opened 1 year ago

findalexli commented 1 year ago

As the topic suggests, I am highly interested to see if this library can support multivariable time series with channels that have different sampling rate and thus different length within a sample For instance,

image

From this paper, they implemented channel-independent path which are all concated at the end before MLP layers. The legacy tensorflow code is provided as follows: Can We Ditch Feature Engineering? End-to-End DeepLearning for Affect Recognition from Physiological Sensor Data https://github.com/Emognition/dl-4-tsc

vrodriguezf commented 1 year ago

I believe that's what MultiInputNet is meant for