A Transformer-based Framework for Multivariate Time Series ...
dl.acm.org › doi › 10Aug 14, 2021 · We present a novel framework for multivariate time series representation learning based on the transformer encoder architecture. The framework includes an unsupervised pre-training scheme, which can offer substantial performance benefits over fully supervised learning on downstream tasks, both with but even without leveraging additional unlabeled data, i.e., by reusing the existing data samples.