Structure-preserving contrastive learning for spatial time series

• URL: http://arxiv.org/abs/2502.06380v2
• Date: Mon, 17 Feb 2025 20:09:02 GMT
• Title: Structure-preserving contrastive learning for spatial time series
• Authors: Yiru Jiao, Sander van Cranenburgh, Simeon Calvert, Hans van Lint,
• Abstract summary: In this study, we incorporate two structure-preserving regularisers for the contrastive learning of spatial time series. To balance contrastive learning and structure preservation, we propose a dynamic mechanism that adaptively weighs the trade-off and stabilises training. The proposed approach can be applied to an arbitrary encoder and is particularly beneficial for time series with spatial or geographical features.
• Score: 3.1457219084519004
• License:
• Abstract: Informative representations enhance model performance and generalisability in downstream tasks. However, learning self-supervised representations for spatially characterised time series, like traffic interactions, poses challenges as it requires maintaining fine-grained similarity relations in the latent space. In this study, we incorporate two structure-preserving regularisers for the contrastive learning of spatial time series: one regulariser preserves the topology of similarities between instances, and the other preserves the graph geometry of similarities across spatial and temporal dimensions. To balance contrastive learning and structure preservation, we propose a dynamic mechanism that adaptively weighs the trade-off and stabilises training. We conduct experiments on multivariate time series classification, as well as macroscopic and microscopic traffic prediction. For all three tasks, our approach preserves the structures of similarity relations more effectively and improves state-of-the-art task performances. The proposed approach can be applied to an arbitrary encoder and is particularly beneficial for time series with spatial or geographical features. Furthermore, this study suggests that higher similarity structure preservation indicates more informative and useful representations. This may help to understand the contribution of representation learning in pattern recognition with neural networks. Our code is made openly accessible with all resulting data at https://github.com/yiru-jiao/spclt.

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