data shape, loading custom data, possible lookahead about ts2vec HOT 2 CLOSED

"instance" means "sample". The difference between instances and features is that instances generally come from the same distribution. For example, for stock market, n_instance is the number of stocks, and n_features is the number of features (e.g. open, high, low, close, volume). For traffic flow, n_instance can be the number of roads, and n_features is the number of features collected on the road.

For a multivariate time series whose data shape is "n_variables x n_timestamps", the input shape may be either "1 x n_timestamps x n_variables" or "n_variables x n_timestamps x 1". It depends on whether these variables are features or samples.

from ts2vec.

Thank you for the clarification. I had not read the recent papers using contrastive loss, I am catching up. This is good work, thank you.

from ts2vec.