Self-Supervised Time Series Representation Learning by Inter-Intra Relational Reasoning

• URL: http://arxiv.org/abs/2011.13548v1
• Date: Fri, 27 Nov 2020 04:04:17 GMT
• Title: Self-Supervised Time Series Representation Learning by Inter-Intra Relational Reasoning
• Authors: Haoyi Fan, Fengbin Zhang, Yue Gao
• Abstract summary: We present SelfTime: a general self-supervised time series representation learning framework. We explore the inter-sample relation and intra-temporal relation of time series to learn the underlying structure feature on the unlabeled time series. The useful representations of time series are extracted from the backbone under the supervision of relation reasoning heads.
• Score: 18.72937677485634
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Self-supervised learning achieves superior performance in many domains by extracting useful representations from the unlabeled data. However, most of traditional self-supervised methods mainly focus on exploring the inter-sample structure while less efforts have been concentrated on the underlying intra-temporal structure, which is important for time series data. In this paper, we present SelfTime: a general self-supervised time series representation learning framework, by exploring the inter-sample relation and intra-temporal relation of time series to learn the underlying structure feature on the unlabeled time series. Specifically, we first generate the inter-sample relation by sampling positive and negative samples of a given anchor sample, and intra-temporal relation by sampling time pieces from this anchor. Then, based on the sampled relation, a shared feature extraction backbone combined with two separate relation reasoning heads are employed to quantify the relationships of the sample pairs for inter-sample relation reasoning, and the relationships of the time piece pairs for intra-temporal relation reasoning, respectively. Finally, the useful representations of time series are extracted from the backbone under the supervision of relation reasoning heads. Experimental results on multiple real-world time series datasets for time series classification task demonstrate the effectiveness of the proposed method. Code and data are publicly available at https://haoyfan.github.io/.

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