ts2vec
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zhihanyue
A universal time series representation learning framework
## Summary Thanks for making the code available. I really like the idea of first learning the embeddings in a self-supervised manner and then using a simpler model for forecasting....
Thanks for putting out this paper, sounds very promising. Would you mind clarifying the number of iterations you use for self-supervised training. You mention in the paper that you use...
For below part ,why use crop_right substract crop_eleft instead of substracting crop_left? out1 = self._net(take_per_row(x, crop_offset + crop_eleft, crop_right - crop_eleft)) out1 = out1[:, -crop_l:] out2 = self._net(take_per_row(x, crop_offset +...
I have run the code for ETTh2 dataset as mentioned in the paper for 500 epochs and have obtained the pickle file as output. I am trying to get the...
Hello authors, I think TS2Vec is a GOOD idea for time series representation learning. However, I have some questions as follows: ## Q1 https://github.com/yuezhihan/ts2vec/blob/12a737e6561878452fffb68c81c98d24628f274a/tasks/anomaly_detection.py#L138-L140 Why explicitly make `test_res[i]` negative (=0)...
Hi, I think there is a rounding error concerning the max_train_length https://github.com/yuezhihan/ts2vec/blob/631bd533aab3547d1310f4e02a20f3eb53de26be/ts2vec.py#L77-L80 To crop the data into cropped into some sequences, each of which has a length less than ,...
When I'm training using univariate time-series data, when I use gpu in the SamePadConv layer, I get 1.33 seconds and use cpu in the SamePadConv layer, I get 0.0002 seconds....
Hello, thank you for sharing your work! I have a question regarding the implementation of instance_contrastive_loss ```python def instance_contrastive_loss(z1, z2): B, T = z1.size(0), z1.size(1) if B == 1: #...
When i fit an model, save the model, load it again and retrain the model, it seems that this doesn't work ... model = TS2Vec(input_dims=5, batch_size = 64, device="cuda", max_train_length=680,...
