Devising Transformers as an Autoencoder for Unsupervised Multivariate Time Series Imputation
Inspired by the capabilities of transformer models, we introduce a novel method named Multivariate Time-Series Imputation with Transformers (MTSIT). This entails an unsupervised autoencoder model featuring a transformer encoder, leveraging unlabeled observed data for simultaneous reconstruction and imputation of multivariate time-series.
