Expressing Multivariate Time Series as Graphs with Time Series Attention Transformer.

William T. Ng K. Siu Albert C. Cheung Michael Kwok-Po Ng

Published in: CoRR (2022)

Keyphrases

multivariate time series
multivariate time series data
phase space reconstruction
temporal data
categorical data
dimension reduction
temporal patterns
autoregressive
granger causality
image sequences
attribute values
human motion
graph structure