CoST: contrastive learning of disentangled seasonal-trend representations for time series forecasting

• Main Authors: WOO, Gerald, LIU, Chenghao, SAHOO, Doyen, KUMAR, Akshat, HOI, Steven
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2022
• 主題: Self-supervised learning; Forecasting; Representation learning; Time series; Databases and Information Systems
• 在線閱讀: https://ink.library.smu.edu.sg/sis_research/7702; https://ink.library.smu.edu.sg/context/sis_research/article/8705/viewcontent/cost.pdf

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. Motivated by the recent success of representation learning in c...