Work

Autoencoding Time Series for Visualisation

Year: 2015
Type: preprint
Abstract: We present an algorithm for the visualisation of time series. To that end we employ echo state networks to convert time series into a suitable vector representation which is capable of capturing the latent dynamics of the time series. Subsequently, the obtained vector representations are put through an autoencoder and the visualisation is constructed using the activations of the bottleneck. The crux of the work lies with defining an objective function that quantifies the reconstruction error of these representations in a principled manner. We demonstrate the method on synthetic and real data.
Language: English
Open Access status: green
OpenAlex ID: W2127203291
Cites: 6
Cited by: 5
Related to: 10