Learning Time Series Embeddings with TAGI

In this seminar, I explored the use of embeddings for time series analysis in a global framework. I examined how TAGI enables inference of information from the analyzed time series and its capacity to distinguish between different time series.

I also discussed how embeddings can enhance the performance of the Global TAGI-LSTM model and how this contribution can be linked to the online learning capabilities of TAGI-LSTM with the recurrent fixed-lag smoother.

Source: CIV-ML’s Seminars