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

Multivariate Time Series Forecasting with efficient Transformers. Code for the paper "Long-Range Transformers for Dynamic Spatiotemporal Forecasting."

Temporal Pattern Attention for Multivariate Time Series Forecasting

Official implementation of our ICLR 2023 paper "Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting"

Spectral Temporal Graph Neural Network (StemGNN in short) for Multivariate Time-series Forecasting

Code for our SIGKDD'22 paper Pre-training-Enhanced Spatial-Temporal Graph Neural Network For Multivariate Time Series Forecasting.

Code for our CIKM'22 paper Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting.

Official implement for "SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion"(NeurIPS'24) in PyTorch.

[KDD 2025 Most Influential Paper] DUET: Dual Clustering Enhanced Multivariate Time Series Forecasting

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Code for the CIKM 2019 paper "DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting".

Official implementation of the paper "FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective"

MTS-Mixers: Multivariate Time Series Forecasting via Factorized Temporal and Channel Mixing

Fast, high-quality forecasts on relational and multivariate time-series data powered by new feature learning algorithms and automated ML.

Multivariate time series forecasting

MSGNet: Learning Multi-Scale Inter-Series Correlations for Multivariate Time Series Forecasting (AAAI2024)

[AAAI 2025] Official implementation of "TimeCMA: Towards LLM-Empowered Multivariate Time Series Forecasting via Cross-Modality Alignment"

Multivariate Singular Spectrum Analysis (mSSA): Forecasting and Imputation algorithm for multivariate time series

Official implementation for ICML24 paper "Irregular Multivariate Time Series Forecasting: A Transformable Patching Graph Neural Networks Approach"

My personal PyTorch framework for multivariate time series forecasting.

[ACM MM 2025] Official implementation of "DualSG: A Dual-Stream Explicit Semantic-Guided Multivariate Time Series Forecasting Framework"

Probabilistic Multivariate Time Series Forecast using Deep Learning

Code for our SIGKDD'24 paper GinAR: An End-To-End Multivariate Time Series Forecasting Model Suitable for Variable Missing

[ICML 2025] Official repository of the TQNet paper: "Temporal Query Network for Efficient Multivariate Time Series Forecasting". This work is developed by the Lab of Professor Weiwei Lin (linww@scut.edu.cn), South China University of Technology; Pengcheng Laboratory.

The official implementation of LIFT (ICLR'24). Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators.

多元多步时间序列的LSTM模型预测——基于Keras

[TKDE 2022] The official PyTorch implementation of the paper "Multivariate Time Series Forecasting with Dynamic Graph Neural ODEs".

Perform multivariate time series forecasting using LSTM networks and DeepLIFT for interpretation

Mamba for Multivariate Time Series Forecasting

Code for *ScoreGrad: Multivariate Probabilistic Time Series Forecasting with Continuous Energy-based Generative Models*