Shengyang Zhou

UP2ME: Univariate Pre-training to Multivariate Fine-tuning as a General-purpose Framework for Multivariate Time Series Analysis

Despite the success of self-supervised pre-training in texts and images, applying it to multivariate time series (MTS) falls behind tailored methods for tasks like forecasting, imputation and anomaly detection. We propose a general-purpose framework, named UP2ME (**U**nivariate **P**re-training to *…