Compatible Transformer for Irregularly Sampled Multivariate Time Series
Compatible Transformer for Irregularly Sampled Multivariate Time Series
To analyze multivariate time series, most previous methods assume regular subsampling of time series, where the interval between adjacent measurements and the number of samples remain unchanged. Practically, data collection systems could produce irregularly sampled time series due to sensor failures and interventions. However, existing methods designed for regularly sampled …