相关论文: Enhancing Representation Learning for Periodic Tim…

Unsupervised learning of time series data, also known as temporal clustering, is a challenging problem in machine learning. Here we propose a novel algorithm, Deep Temporal Clustering (DTC), to naturally integrate dimensionality reduction…

Identifying and understanding dynamic concepts in co-evolving sequences is crucial for analyzing complex systems such as IoT applications, financial markets, and online activity logs. These concepts provide valuable insights into the…

We discuss the development of novel deep learning algorithms to enable real-time regression analysis for time series data. We showcase the application of this new method with a timely case study, and then discuss the applicability of this…

The time series classification literature has expanded rapidly over the last decade, with many new classification approaches published each year. The research focus has mostly been on improving the accuracy and efficiency of classifiers,…

We propose a novel investment decision strategy (IDS) based on deep learning. The performance of many IDSs is affected by stock similarity. Most existing stock similarity measurements have the problems: (a) The linear nature of many…

The rich information underlying graphs has inspired further investigation of unsupervised graph representation. Existing studies mainly depend on node features and topological properties within static graphs to create self-supervised…

We propose an approach for improving sequence modeling based on autoregressive normalizing flows. Each autoregressive transform, acting across time, serves as a moving frame of reference, removing temporal correlations, and simplifying the…

Multivariate time-series data in fields like healthcare and industry are informative but challenging due to high dimensionality and lack of labels. Recent self-supervised learning methods excel in learning rich representations without…

Although deep networks have significantly increased the performance of visual recognition methods, it is still challenging to achieve the robustness across visual domains that is necessary for real-world applications. To tackle this issue,…

Despite impressive performance as evaluated on i.i.d. holdout data, deep neural networks depend heavily on superficial statistics of the training data and are liable to break under distribution shift. For example, subtle changes to the…

Training a general-purpose time series foundation models with robust generalization capabilities across diverse applications from scratch is still an open challenge. Efforts are primarily focused on fusing cross-domain time series datasets…

Self-supervised representation learning methods aim to provide powerful deep feature learning without the requirement of large annotated datasets, thus alleviating the annotation bottleneck that is one of the main barriers to practical…

How can we effectively encode evolving information over dynamic graphs into low-dimensional representations? In this paper, we propose DyRep, an inductive deep representation learning framework that learns a set of functions to efficiently…

We argue that time series analysis is fundamentally different in nature to either vision or natural language processing with respect to the forms of meaningful self-supervised learning tasks that can be defined. Motivated by this insight,…

Deep learning has been actively studied for time series forecasting, and the mainstream paradigm is based on the end-to-end training of neural network architectures, ranging from classical LSTM/RNNs to more recent TCNs and Transformers.…

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

Encoding time-series with Linear Dynamical Systems (LDSs) leads to rich models with applications ranging from dynamical texture recognition to video segmentation to name a few. In this paper, we propose to represent LDSs with…

Convolution neural networks have achieved remarkable performance in many tasks of computing vision. However, CNN tends to bias to low frequency components. They prioritize capturing low frequency patterns which lead them fail when suffering…

Analyzing sequential data is crucial in many domains, particularly due to the abundance of data collected from the Internet of Things paradigm. Time series classification, the task of categorizing sequential data, has gained prominence,…