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Jufang Duan

2 accepted papers

2024

MF-CLR: Multi-Frequency Contrastive Learning Representation for Time Series

ICML 2024poster

Learning a decent representation from unlabeled time series is a challenging task, especially when the time series data is derived from diverse channels at different sampling rates. Our motivation stems from the financial domain, where sparsely labeled covariates are commonly collected at different…

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