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namctin avatar namctin commented on July 21, 2024 1

Hi @panjiashu, thanks for your great question! Yes, non-uniformity often occurs with with time series and we have not found an efficient solution to handle this scenario with patching yet.

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yuqinie98 avatar yuqinie98 commented on July 21, 2024 1

Hi @panjiashu, thanks for your question! As @namctin suggested, we haven't take this into consideration yet. But if you want to use PatchTST on non-uniform time series, one way is to re-sample it to make it uniform. Based on table 1, this hopefully won't hurt the performance too much.

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