fix: anno

examples/README.md

@@ -1,12 +1,12 @@
 # TFTS examples
 
+[time series prediction](./run_prediction_simple.py)
 
 ## kaggle datasets
 - [web traffic prediction]()
 - [ventilator]()
 
 
 ## more time series examples
-- [classification]()
-- [anomaly detection]()
-- [uncertainty]()
+
+- [time series anomaly detection](./run_anomaly.py)

tfts/layers/attention_layer.py

@@ -1,5 +1,3 @@
-# -*- coding: utf-8 -*-
-# @author: Longxing Tan
 """Layer for :py:class:`~tfts.models.transformer` :py:class:`~tfts.models.autoformer`"""
 
 import math
@@ -30,9 +28,7 @@ def __init__(self, hidden_size: int, num_attention_heads: int, attention_probs_d
         super(Attention, self).__init__()
         if hidden_size % num_attention_heads:
             raise ValueError(
-                "Hidden size ({}) must be divisible by the number of heads ({}).".format(
-                    hidden_size, num_attention_heads
-                )
+                f"Hidden size {hidden_size} must be divisible by the number of heads {num_attention_heads}."
             )
         self.hidden_size = hidden_size
         self.num_attention_heads = num_attention_heads
@@ -105,7 +101,7 @@ def __init__(
         hidden_size: int,
         num_attention_heads: int,
         attention_probs_dropout_prob: float = 0.0,
-        **kwargs: Dict[str, Any]
+        **kwargs: Dict[str, Any],
     ) -> None:
         super(SelfAttention, self).__init__()
         self.attention = Attention(
@@ -116,19 +112,19 @@ def build(self, input_shape: Tuple[Optional[int], ...]) -> None:
         super(SelfAttention, self).build(input_shape)
 
     def call(self, x: tf.Tensor, mask: Optional[tf.Tensor] = None):
-        """Self attention
+        """Self attention layer
 
         Parameters
         ----------
         x : tf.Tensor
-            input tensor for self-attention
+            3D input tensor for self-attention, (batch_size, sequence_length, feature_size)
         mask : tf.Tensor, optional
             masked, by default None
 
         Returns
         -------
         tf.Tensor
-            self attention output
+            3D self attention output, (batch_size, sequence_length, attention_hidden_size)
         """
         return self.attention(x, x, x, mask)
 

tfts/layers/autoformer_layer.py

@@ -1,5 +1,3 @@
-# -*- coding: utf-8 -*-
-# @author: Longxing Tan, [email protected]
 """Layer for :py:class:`~tfts.models.autoformer`"""
 
 import math

tfts/layers/cnn_layer.py

@@ -1,5 +1,3 @@
-# -*- coding: utf-8 -*-
-# @author: Longxing Tan, [email protected]
 """Layer for :py:class:`~tfts.models.wavenet`"""
 
 from typing import Any, Callable, Dict, List, Optional, Tuple, Type, Union

tfts/layers/deepar_layer.py

@@ -1,5 +1,3 @@
-# -*- coding: utf-8 -*-
-# @author: Longxing Tan, [email protected]
 """Layer for :py:class:`~tfts.models.deepar`"""
 
 from typing import Any, Callable, Dict, Optional, Tuple, Type, Union

tfts/layers/dense_layer.py

@@ -1,5 +1,3 @@
-# -*- coding: utf-8 -*-
-# @author: Longxing Tan, [email protected]
 """Layer for :py:class:`~tfts.models.wavenet` :py:class:`~tfts.models.transformer`"""
 
 from typing import Any, Callable, Dict, Optional, Tuple, Type, Union

tfts/layers/embed_layer.py

@@ -1,5 +1,3 @@
-# -*- coding: utf-8 -*-
-# @author: Longxing Tan, [email protected]
 """Layer for :py:class:`~tfts.models.transformer`"""
 
 from typing import Any, Callable, Dict, Optional, Tuple, Type, Union

tfts/layers/mask_layer.py

@@ -1,5 +1,3 @@
-# -*- coding: utf-8 -*-
-# @author: Longxing Tan, [email protected]
 """Layer for :py:class:`~tfts.models.transformer`"""
 
 from typing import Any, Callable, Dict, Optional, Tuple, Type, Union

tfts/layers/nbeats_layer.py

@@ -1,5 +1,3 @@
-# -*- coding: utf-8 -*-
-# @author: Longxing Tan, [email protected]
 """Layer for :py:class:`~tfts.models.nbeats`"""
 
 from typing import Any, Callable, Dict, Optional, Tuple, Type, Union

tfts/layers/position_layer.py

@@ -1,3 +1,5 @@
+"""Layer for :py:class:`~tfts.models.transformer`"""
+
 from typing import Any, Callable, Dict, Optional, Tuple, Type, Union
 
 import numpy as np

tfts/layers/unet_layer.py

@@ -1,5 +1,3 @@
-# -*- coding: utf-8 -*-
-# @author: Longxing Tan, [email protected]
 """Layer for :py:class:`~tfts.models.unet`"""
 
 from typing import Any, Callable, Dict, Optional, Tuple, Type, Union