EQTPartners/TSDE
TSDE is a novel SSL framework for TSRL, the first of its kind, effectively harnessing a diffusion process, conditioned on an innovative dual-orthogonal Transformer encoder architecture with a crossover mechanism, and employing a unique IIF mask strategy (KDD 2024, main research track).
The framework applies a reverse diffusion process to reconstruct masked temporal segments, enabling unified handling of imputation, interpolation, and forecasting tasks through a single pre-trained model. Experiments span six downstream tasks—imputation, interpolation, forecasting, anomaly detection, classification, and clustering—across 12 public datasets including PhysioNet, Electricity, and MSL, with pre-trained checkpoints available for reproducibility.
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MIT
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Last pushed
Aug 13, 2024
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