Clustering Time Series Data with Gaussian Mixture Embeddings in a Graph Autoencoder Framework

Time series data analysis is prevalent across various domains, including finance, healthcare, and environmental monitoring. Traditional time series clustering methods often struggle to capture the complex temporal dependencies inherent in such data. In this paper, we propose the Variational Mixture Graph Autoencoder (VMGAE), a graph-based approach for time series clustering that leverages the structural advantages of graphs to capture enriched data relationships and produces Gaussian mixture embeddings for improved separability. Comparisons with baseline methods are included with experimental results, demonstrating that our method significantly outperforms state-of-the-art time-series clustering techniques. We further validate our method on real-world financial data, highlighting its practical applications in finance. By uncovering community structures in stock markets, our method provides deeper insights into stock relationships, benefiting market prediction, portfolio optimization, and risk management.

ULTra: Unveiling Latent Token Interpretability in Transformer Based Understanding

Transformers have revolutionized Computer Vision (CV) and Natural Language Processing (NLP) through self-attention mechanisms. However, due to their complexity, their latent token representations are often difficult to interpret. We introduce a novel framework that interprets Transformer embeddings, uncovering meaningful semantic patterns within them. Based on this framework, we demonstrate that zero-shot unsupervised semantic segmentation can be performed effectively without any fine-tuning using a model pre-trained for tasks other than segmentation. Our method reveals the inherent capacity of Transformer models for understanding input semantics and achieves state-of-the-art performance in semantic segmentation, outperforming traditional segmentation models. Specifically, our approach achieves an accuracy of 67.2 % and an mIoU of 32.9 % on the COCO-Stuff dataset, as well as an mIoU of 51.9 % on the PASCAL VOC dataset. Additionally, we validate our interpretability framework on LLMs for text summarization, demonstrating its broad applicability and robustness.