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We introduce the Temporal Contrastive Transformer (TCT), a representation learning framework designed to capture contextual temporal dynamics in sequences of financial transactions. The model is trained using a self-supervised contrastive…

Machine Learning · Computer Science 2026-05-22 Danny Butvinik , Yonit Marcus , Nitzan Tal , Gabrielle Azoulay

In time series classification and regression, signals are typically mapped into some intermediate representation used for constructing models. Since the underlying task is often insensitive to time shifts, these representations are required…

Sound · Computer Science 2019-07-16 Joakim Andén , Vincent Lostanlen , Stéphane Mallat

Representation learning of pedestrian trajectories transforms variable-length timestamp-coordinate tuples of a trajectory into a fixed-length vector representation that summarizes spatiotemporal characteristics. It is a crucial technique to…

Machine Learning · Computer Science 2018-11-21 Ka-Ho Chow , Anish Hiranandani , Yifeng Zhang , S. -H. Gary Chan

Deep neural networks, including transformers and convolutional neural networks, have significantly improved multivariate time series classification (MTSC). However, these methods often rely on supervised learning, which does not fully…

Machine Learning · Computer Science 2024-05-28 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

Sequential modelling of high-dimensional data is an important problem that appears in many domains including model-based reinforcement learning and dynamics identification for control. Latent variable models applied to sequential data…

Machine Learning · Computer Science 2023-01-23 Oliver Limoyo , Trevor Ablett , Jonathan Kelly

This thesis focuses on representation learning for sequence data over time or space, aiming to improve downstream sequence prediction tasks by using the learned representations. Supervised learning has been the most dominant approach for…

Audio and Speech Processing · Electrical Eng. & Systems 2023-08-02 Qingming Tang

Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for…

Machine Learning · Computer Science 2019-03-07 Matteo Maggiolo , Gerasimos Spanakis

Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress in this topic, but there is remaining limitations. One major…

Machine Learning · Computer Science 2020-09-07 Hang Zhao , Yujing Wang , Juanyong Duan , Congrui Huang , Defu Cao , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

We propose a new model based on the deconvolutional networks and SAX discretization to learn the representation for multivariate time series. Deconvolutional networks fully exploit the advantage the powerful expressiveness of deep neural…

Machine Learning · Computer Science 2016-12-04 Zhiguang Wang , Wei Song , Lu Liu , Fan Zhang , Junxiao Xue , Yangdong Ye , Ming Fan , Mingliang Xu

We introduce a novel, training-free method for sampling differentiable representations (diffreps) using pretrained diffusion models. Rather than merely mode-seeking, our method achieves sampling by "pulling back" the dynamics of the…

Computer Vision and Pattern Recognition · Computer Science 2024-12-11 Yash Savani , Marc Finzi , J. Zico Kolter

This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of…

Machine Learning · Computer Science 2017-10-03 Ben D. Fulcher

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

We address a three-tier numerical framework based on manifold learning for the forecasting of high-dimensional time series. At the first step, we embed the time series into a reduced low-dimensional space using a nonlinear manifold learning…

Numerical Analysis · Mathematics 2023-03-16 Panagiotis Papaioannou , Ronen Talmon , Ioannis Kevrekidis , Constantinos Siettos

Temporal Graph Learning, which aims to model the time-evolving nature of graphs, has gained increasing attention and achieved remarkable performance recently. However, in reality, graph structures are often incomplete and noisy, which…

Machine Learning · Computer Science 2023-08-16 Haozhen Zhang , Xueting Han , Xi Xiao , Jing Bai

In natural language processing and vision, pretraining is utilized to learn effective representations. Unfortunately, the success of pretraining does not easily carry over to time series due to potential mismatch between sources and target.…

Machine Learning · Computer Science 2024-02-26 Maurice Kraus , Felix Divo , David Steinmann , Devendra Singh Dhami , Kristian Kersting

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

Well structured visual representations can make robot learning faster and can improve generalization. In this paper, we study how we can acquire effective object-centric representations for robotic manipulation tasks without human labeling…

Robotics · Computer Science 2018-11-20 Eric Jang , Coline Devin , Vincent Vanhoucke , Sergey Levine

Time series analysis is a fundamental task in various application domains, and deep learning approaches have demonstrated remarkable performance in this area. However, many real-world time series data exhibit significant periodic or…

Machine Learning · Computer Science 2023-09-06 Chunwei Yang , Xiaoxu Chen , Lijun Sun , Hongyu Yang , Yuankai Wu

Short-term demand forecasting models commonly combine convolutional and recurrent layers to extract complex spatiotemporal patterns in data. Long-term histories are also used to consider periodicity and seasonality patterns as time series…

Machine Learning · Computer Science 2019-10-15 Doyup Lee , Suehun Jung , Yeongjae Cheon , Dongil Kim , Seungil You

Self-supervised representation learning, particularly through contrastive methods like TS2Vec, has advanced the analysis of time series data. However, these models often falter in forecasting tasks because their objective functions…

Machine Learning · Computer Science 2025-12-01 Ganeshan Niroshan , Uthayasanker Thayasivam
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