Software implementation of the paper Learning representations of multivariate time series with missing data.

The proposed approach allows to learn representations of real valued time series with missing data by means of an autoencoder regularized with TCK, the Time series Cluster Kernel.

Citation

@article{BIANCHI2019106973,
  title = {Learning representations of multivariate time series with missing data},
  journal = {Pattern Recognition},
  volume = {96},
  pages = {106973},
  year = {2019},
  issn = {0031-3203},
  author = {Filippo Maria Bianchi and Lorenzo Livi and Karl Øyvind Mikalsen and Michael Kampffmeyer and Robert Jenssen},
}