DeepVATS: Deep Visual Analytics for Time Series

1 code implementation • 8 Feb 2023 • Victor Rodriguez-Fernandez, David Montalvo, Francesco Piccialli, Grzegorz J. Nalepa, David Camacho

DeepVATS trains, in a self-supervised way, a masked time series autoencoder that reconstructs patches of a time series, and projects the knowledge contained in the embeddings of that model in an interactive plot, from which time series patterns and anomalies emerge and can be easily spotted.

Time Series Time Series Analysis