Method and system for self supervised training of deep learning based time series models

Abstract

This disclosure relates to method and system for training of deep learning based time-series models based on self-supervised learning. The problem of missing data is taken care of by introducing missing-ness masks. The deep learning model for univariate and multivariate time series data is trained with the distorted input data using the self-supervised learning to reconstruct the masked input data. Herein, the one or more distortion techniques include quantization, insertion, deletion, and combination of the one or more such distortion techniques with random subsequence shuffling. Different distortion techniques in the form of reconstruction of masked input data are provided to solve. The deep learning model performs these different distortion techniques, which force the deep learning model to learn better features. It is to be noted that the system uses a lot of unlabeled data available cheaply as compared to the label or annotated data which is very hard to get.