Abstract--Unsupervised multivariate time series (MTS) representation learning aims to extract compact and informative representations from raw sequences without relying on labels, enabling efficient transfer to diverse downstream tasks. In this paper, we propose Dual-Masked Autoencoder (DMAE), a novel masked time-series modeling framework for unsupervised MTS representation learning. DMAE formulates two complementary pretext tasks: (1) reconstructing masked values based on visible attributes, and (2) estimating latent representations of masked features, guided by a teacher encoder . T o further improve representation quality, we introduce a feature-level alignment constraint that encourages the predicted latent representations to align with the teacher's outputs. By jointly optimizing these objectives, DMAE learns temporally coherent and semantically rich representations. Comprehensive evaluations across classification, regression, and forecasting tasks demonstrate that our approach achieves consistent and superior performance over competitive baselines. Multivariate time series (MTS) data constitute a fundamental modality that appears in numerous application areas. Typically, MTS data describe the temporal evolution of multiple synchronized variables, such as simultaneous measurements of diverse physical quantities.

Forecasting the behaviour of complex dynamical systems such as interconnected sensor networks characterized by high-dimensional multivariate time series(MTS) is of paramount importance for making informed decisions and planning for the future in a broad spectrum of applications. Graph forecasting networks(GFNs) are well-suited for forecasting MTS data that exhibit spatio-temporal dependencies. However, most prior works of GFN-based methods on MTS forecasting rely on domain-expertise to model the nonlinear dynamics of the system, but neglect the potential to leverage the inherent relational-structural dependencies among time series variables underlying MTS data. On the other hand, contemporary works attempt to infer the relational structure of the complex dependencies between the variables and simultaneously learn the nonlinear dynamics of the interconnected system but neglect the possibility of incorporating domain-specific prior knowledge to improve forecast accuracy. To this end, we propose a hybrid architecture that combines explicit prior knowledge with implicit knowledge of the relational structure within the MTS data. It jointly learns intra-series temporal dependencies and inter-series spatial dependencies by encoding time-conditioned structural spatio-temporal inductive biases to provide more accurate and reliable forecasts. It also models the time-varying uncertainty of the multi-horizon forecasts to support decision-making by providing estimates of prediction uncertainty. The proposed architecture has shown promising results on multiple benchmark datasets and outperforms state-of-the-art forecasting methods by a significant margin. We report and discuss the ablation studies to validate our forecasting architecture.

Explainable artificial intelligence (AI) techniques are increasingly being explored to provide insights into why AI and machine learning (ML) models provide a certain outcome in various applications. However, there has been limited exploration of explainable AI techniques on time-series data, especially in the healthcare context. In this paper, we describe a threshold-based method that utilizes a weakly supervised model and a gradient-based explainable AI technique (i.e. saliency map) and explore its feasibility to identify salient frames of time-series data. Using the dataset from 15 post-stroke survivors performing three upper-limb exercises and labels on whether a compensatory motion is observed or not, we implemented a feed-forward neural network model and utilized gradients of each input on model outcomes to identify salient frames that involve compensatory motions. According to the evaluation using frame-level annotations, our approach achieved a recall of 0.96 and an F2-score of 0.91. Our results demonstrated the potential of a gradient-based explainable AI technique (e.g. saliency map) for time-series data, such as highlighting the frames of a video that therapists should focus on reviewing and reducing the efforts on frame-level labeling for model training.