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Main Authors: Wu, Yu, Dang, Ting, Spathis, Dimitris, Jia, Hong, Mascolo, Cecilia
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2410.10048
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author Wu, Yu
Dang, Ting
Spathis, Dimitris
Jia, Hong
Mascolo, Cecilia
author_facet Wu, Yu
Dang, Ting
Spathis, Dimitris
Jia, Hong
Mascolo, Cecilia
contents Contrastive learning (CL) has emerged as a promising approach for representation learning in time series data by embedding similar pairs closely while distancing dissimilar ones. However, existing CL methods often introduce false negative pairs (FNPs) by neglecting inherent characteristics and then randomly selecting distinct segments as dissimilar pairs, leading to erroneous representation learning, reduced model performance, and overall inefficiency. To address these issues, we systematically define and categorize FNPs in time series into semantic false negative pairs and temporal false negative pairs for the first time: the former arising from overlooking similarities in label categories, which correlates with similarities in non-stationarity and the latter from neglecting temporal proximity. Moreover, we introduce StatioCL, a novel CL framework that captures non-stationarity and temporal dependency to mitigate both FNPs and rectify the inaccuracies in learned representations. By interpreting and differentiating non-stationary states, which reflect the correlation between trends or temporal dynamics with underlying data patterns, StatioCL effectively captures the semantic characteristics and eliminates semantic FNPs. Simultaneously, StatioCL establishes fine-grained similarity levels based on temporal dependencies to capture varying temporal proximity between segments and to mitigate temporal FNPs. Evaluated on real-world benchmark time series classification datasets, StatioCL demonstrates a substantial improvement over state-of-the-art CL methods, achieving a 2.9% increase in Recall and a 19.2% reduction in FNPs. Most importantly, StatioCL also shows enhanced data efficiency and robustness against label scarcity.
format Preprint
id arxiv_https___arxiv_org_abs_2410_10048
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle StatioCL: Contrastive Learning for Time Series via Non-Stationary and Temporal Contrast
Wu, Yu
Dang, Ting
Spathis, Dimitris
Jia, Hong
Mascolo, Cecilia
Machine Learning
Contrastive learning (CL) has emerged as a promising approach for representation learning in time series data by embedding similar pairs closely while distancing dissimilar ones. However, existing CL methods often introduce false negative pairs (FNPs) by neglecting inherent characteristics and then randomly selecting distinct segments as dissimilar pairs, leading to erroneous representation learning, reduced model performance, and overall inefficiency. To address these issues, we systematically define and categorize FNPs in time series into semantic false negative pairs and temporal false negative pairs for the first time: the former arising from overlooking similarities in label categories, which correlates with similarities in non-stationarity and the latter from neglecting temporal proximity. Moreover, we introduce StatioCL, a novel CL framework that captures non-stationarity and temporal dependency to mitigate both FNPs and rectify the inaccuracies in learned representations. By interpreting and differentiating non-stationary states, which reflect the correlation between trends or temporal dynamics with underlying data patterns, StatioCL effectively captures the semantic characteristics and eliminates semantic FNPs. Simultaneously, StatioCL establishes fine-grained similarity levels based on temporal dependencies to capture varying temporal proximity between segments and to mitigate temporal FNPs. Evaluated on real-world benchmark time series classification datasets, StatioCL demonstrates a substantial improvement over state-of-the-art CL methods, achieving a 2.9% increase in Recall and a 19.2% reduction in FNPs. Most importantly, StatioCL also shows enhanced data efficiency and robustness against label scarcity.
title StatioCL: Contrastive Learning for Time Series via Non-Stationary and Temporal Contrast
topic Machine Learning
url https://arxiv.org/abs/2410.10048