DBT-DMAE: An Effective Multivariate Time Series Pre-Train Model under Missing Data. (arXiv:2209.07798v1 [cs.LG])

Multivariate time series(MTS) is a universal data type related to many
practical applications. However, MTS suffers from missing data problems, which
leads to degradation or even collapse of the downstream tasks, such as
prediction and classification. The concurrent missing data handling procedures
could inevitably arouse the biased estimation and redundancy-training problem
when encountering multiple downstream tasks. This paper presents a universally
applicable MTS pre-train model, DBT-DMAE, to conquer the abovementioned
obstacle. First, a missing representation module is designed by introducing …

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