SelfTime: Self-supervised Time Series Representation Learning

Time-series forecasting is one of the most widely dealt with machine learning problems ever. Time series forecasting finds crucial applications in various fields including signal communication, climate, space science, healthcare, financial and marketing industries. Deep learning models outshine in time series analysis nowadays with great performance in various public datasets. The key idea of deep learning models is to learn the inter-sample relationships to predict the future. However, intra-temporal relationships among different features within a sample are hardly dealt with.