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HyperTime: Implicit Neural Representation for Time Series

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arxiv 2208.05836 v1 pith:GXPVKDR5 submitted 2022-08-11 cs.LG

classification cs.LG
keywords seriestimedatarepresentationinrsapplicationsaugmentationbeen
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Implicit neural representations (INRs) have recently emerged as a powerful tool that provides an accurate and resolution-independent encoding of data. Their robustness as general approximators has been shown in a wide variety of data sources, with applications on image, sound, and 3D scene representation. However, little attention has been given to leveraging these architectures for the representation and analysis of time series data. In this paper, we analyze the representation of time series using INRs, comparing different activation functions in terms of reconstruction accuracy and training convergence speed. We show how these networks can be leveraged for the imputation of time series, with applications on both univariate and multivariate data. Finally, we propose a hypernetwork architecture that leverages INRs to learn a compressed latent representation of an entire time series dataset. We introduce an FFT-based loss to guide training so that all frequencies are preserved in the time series. We show that this network can be used to encode time series as INRs, and their embeddings can be interpolated to generate new time series from existing ones. We evaluate our generative method by using it for data augmentation, and show that it is competitive against current state-of-the-art approaches for augmentation of time series.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Leveraging External Factors in Household-Level Electrical Consumption Forecasting using Hypernetworks

    cs.LG 2025-06 conditional novelty 6.0 of 10

    A hypernetwork that generates per-household linear forecast weights is the only global model in the test that improves its error when weather, holiday, and football-event data are added, beating other global models on...

  2. Temporal Variational Implicit Neural Representations

    cs.LG 2025-06 conditional novelty 6.0 of 10

    TV-INRs is a variational implicit neural representation model for irregular multivariate time series that performs imputation and forecasting with a single forward pass.

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