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Due to all kinds of reasons like failures of collection sensors, communication errors, and unexpected malfunctions, missing values are common to see in time series from the real-world environment. No matter whether we like them or not, missing data makes partially-observed time series (POTS) a pervasive problem in open-world modeling and prevents advanced data analysis. Although this problem is important, the area of data mining on POTS still lacks a dedicated toolkit. PyPOTS is created to fill in this gap.
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