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Main Authors: Pineau, Edouard, Razakarivony, Sébastien
Format: Preprint
Published: 2022
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Online Access:https://arxiv.org/abs/2210.09817
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author Pineau, Edouard
Razakarivony, Sébastien
author_facet Pineau, Edouard
Razakarivony, Sébastien
contents In this paper, we describe a universal method for extracting the underlying monotonic trend factor from time series data. We propose an approach related to the Mann-Kendall test, a standard monotonic trend detection method and call it contrastive trend estimation (CTE). We show that the CTE method identifies any hidden trend underlying temporal data while avoiding the standard assumptions used for monotonic trend identification. In particular, CTE can take any type of temporal data (vector, images, graphs, time series, etc.) as input. We finally illustrate the interest of our CTE method through several experiments on different types of data and problems.
format Preprint
id arxiv_https___arxiv_org_abs_2210_09817
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Universal hidden monotonic trend estimation with contrastive learning
Pineau, Edouard
Razakarivony, Sébastien
Machine Learning
In this paper, we describe a universal method for extracting the underlying monotonic trend factor from time series data. We propose an approach related to the Mann-Kendall test, a standard monotonic trend detection method and call it contrastive trend estimation (CTE). We show that the CTE method identifies any hidden trend underlying temporal data while avoiding the standard assumptions used for monotonic trend identification. In particular, CTE can take any type of temporal data (vector, images, graphs, time series, etc.) as input. We finally illustrate the interest of our CTE method through several experiments on different types of data and problems.
title Universal hidden monotonic trend estimation with contrastive learning
topic Machine Learning
url https://arxiv.org/abs/2210.09817