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Clinical measurements collected over time are naturally represented as multivariate time series (MTS), which often contain missing data. An autoencoder can learn low dimensional vectorial representations of MTS that preserve important data…

Neural and Evolutionary Computing · Computer Science 2017-10-23 Filippo Maria Bianchi , Karl Øyvind Mikalsen , Robert Jenssen

When sensors collect spatio-temporal data in a large geographical area, the existence of missing data cannot be escaped. Missing data negatively impacts the performance of data analysis and machine learning algorithms. In this paper, we…

Machine Learning · Computer Science 2019-04-30 Reza Asadi , Amelia Regan

Unsupervised multivariate time series (MTS) representation learning aims to extract compact and informative representations from raw sequences without relying on labels, enabling efficient transfer to diverse downstream tasks. In this…

Machine Learning · Computer Science 2025-09-22 Yi Xu , Yitian Zhang , Yun Fu

The joint optimization of the reconstruction and classification error is a hard non convex problem, especially when a non linear mapping is utilized. In order to overcome this obstacle, a novel optimization strategy is proposed, in which a…

Machine Learning · Computer Science 2022-11-07 Ioannis A. Nellas , Sotiris K. Tasoulis , Vassilis P. Plagianakos , Spiros V. Georgakopoulos

Sensor and control data of modern mechatronic systems are often available as heterogeneous time series with different sampling rates and value ranges. Suitable classification and regression methods from the field of supervised machine…

Machine Learning · Computer Science 2021-04-09 Karl-Philipp Kortmann , Moritz Fehsenfeld , Mark Wielitzka

Compressed sensing techniques enable efficient acquisition and recovery of sparse, high-dimensional data signals via low-dimensional projections. In this work, we propose Uncertainty Autoencoders, a learning framework for unsupervised…

Machine Learning · Statistics 2019-04-15 Aditya Grover , Stefano Ermon

Time series sequence prediction and modelling has proven to be a challenging endeavor in real world datasets. Two key issues are the multi-dimensionality of data and the interaction of independent dimensions forming a latent output signal,…

Machine Learning · Computer Science 2020-10-09 Jakob Aungiers

Multivariate time series(MTS) is a universal data type related to many practical applications. However, MTS suffers from missing data problems, which leads to degradation or even collapse of the downstream tasks, such as prediction and…

Machine Learning · Computer Science 2022-09-19 Kai Zhang , Qinmin Yang , Chao Li

Conventional time series classification approaches based on bags of patterns or shapelets face significant challenges in dealing with a vast amount of feature candidates from high-dimensional multivariate data. In contrast, deep neural…

Machine Learning · Computer Science 2023-06-07 Raneen Younis , Abdul Hakmeh , Zahra Ahmadi

Multivariate time series (MTS) imputation is a widely studied problem in recent years. Existing methods can be divided into two main groups, including (1) deep recurrent or generative models that primarily focus on time series features, and…

Machine Learning · Computer Science 2023-06-27 Dingsu Wang , Yuchen Yan , Ruizhong Qiu , Yada Zhu , Kaiyu Guan , Andrew J Margenot , Hanghang Tong

Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider…

Machine Learning · Computer Science 2020-10-06 Yang Jiao , Kai Yang , Shaoyu Dou , Pan Luo , Sijia Liu , Dongjin Song

A new Lossy Causal Temporal Convolutional Neural Network Autoencoder for anomaly detection is proposed in this work. Our framework uses a rate-distortion loss and an entropy bottleneck to learn a compressed latent representation for the…

Machine Learning · Computer Science 2022-12-06 Christopher P. Ley , Jorge F. Silva

Existing black box modeling approaches in machine learning suffer from a fixed input and output feature combination. In this paper, a new approach to reconstruct missing variables in a set of time series is presented. An autoencoder is…

Machine Learning · Computer Science 2023-08-22 Jan-Philipp Roche , Oliver Niggemann , Jens Friebe

Inspired by the success of deep learning techniques in the physical and chemical sciences, we apply a modification of an autoencoder type deep neural network to the task of dimension reduction of molecular dynamics data. We can show that…

Machine Learning · Statistics 2018-04-04 Christoph Wehmeyer , Frank Noé

Learning meaningful representations from medical time series (MedTS) such as ECG or EEG signals is a critical challenge. These signals are often high-dimensional, variable-length and rife with noise. Existing self-supervised approaches,…

Machine Learning · Computer Science 2026-05-04 Huayu Li , ZhengXiao He , Xiwen Chen , Jingjing Wang , Siyuan Tian , Jinghao Wen , Ao Li

Time-series representation learning is a fundamental task for time-series analysis. While significant progress has been made to achieve accurate representations for downstream applications, the learned representations often lack…

Machine Learning · Computer Science 2021-05-24 Yuening Li , Zhengzhang Chen , Daochen Zha , Mengnan Du , Denghui Zhang , Haifeng Chen , Xia Hu

We present an approach for the visualisation of a set of time series that combines an echo state network with an autoencoder. For each time series in the dataset we train an echo state network, using a common and fixed reservoir of hidden…

Instrumentation and Methods for Astrophysics · Physics 2016-01-22 Nikolaos Gianniotis , Sven D. Kügler , Peter Tiňo , Kai L. Polsterer

There exist many approaches for description and recognition of unseen classes in datasets. Nevertheless, it becomes a challenging problem when we deal with multivariate time-series (MTS) (e.g., motion data), where we cannot apply the…

Machine Learning · Computer Science 2019-03-14 Babak Hosseini , Barbara Hammer

Self-supervised representation learning of Multivariate Time Series (MTS) is a challenging task and attracts increasing research interests in recent years. Many previous works focus on the pretext task of self-supervised learning and…

Machine Learning · Computer Science 2022-03-10 Yijiang Chen , Xiangdong Zhou , Zhen Xing , Zhidan Liu , Minyang Xu

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das
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