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Add TRMF #557

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WenjieDu opened this issue Dec 16, 2024 · 1 comment
Closed
1 task done

Add TRMF #557

WenjieDu opened this issue Dec 16, 2024 · 1 comment
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enhancement New feature or request new algo Proposing to add a new model/algorithm

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@WenjieDu
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WenjieDu commented Dec 16, 2024

1. Model description

Add TRMF Temporal regularized matrix factorization for high-dimensional time series prediction as an imputation method.

@article{yu2016temporal,
  title={Temporal regularized matrix factorization for high-dimensional time series prediction},
  author={Yu, Hsiang-Fu and Rao, Nikhil and Dhillon, Inderjit S},
  journal={Advances in neural information processing systems},
  volume={29},
  year={2016}
}

2. Check open-source status

  • The model implementation is publicly available

3. Provide useful information for the implementation

https://github.com/SemenovAlex/trmf not official code

@WenjieDu WenjieDu added enhancement New feature or request new algo Proposing to add a new model/algorithm labels Dec 16, 2024
@WenjieDu
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WenjieDu commented Feb 5, 2025

There're still some issues in the current implementation #556 :

  1. TRMF implementation hasn't been integrated into PyPOTS framework yet;
  2. no testing cases for TRMF imputation method;

I'm working on this and will make a PR to fix these.

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