Disentangled Mode-Specific Representations for Tensor Time Series via Contrastive Learning
Organizations: SANKEN, Osaka University, Osaka, Japan · Yokohama National University, Kanagawa, Japan
Abstract
Multi-mode tensor time series (TTS) can be found in many domains, such as search engines and environmental monitoring systems. Learning representations of a TTS benefits various applications, but it is also challenging since the complexities inherent in the tensor hinder the realization of rich representations. In this paper, we propose a novel representation learning method designed specifically for TTS, namely MoST. Specifically, MoST uses a tensor slicing approach to reduce the complexity of the TTS structure and learns representations that can be disentangled into individual non-temporal modes. Each representation captures mode-specific features, which are the relationship between variables within the same mode, and mode-invariant features, which are in common in representations of different modes. We employ a contrastive learning framework to learn parameters; the loss function comprises two parts intended to learn representation in a mode-specific way and mode-invariant way, effectively exploiting disentangled representations as augmentations. Extensive experiments on real-world datasets show that MoST consistently outperforms the state-of-the-art methods in terms of classification and forecasting accuracy. Code is available at https://github.com/KoheiObata/MoST.
Figures & tables
| Dataset | MoST | CoST | TS2Vec | TS-TCC | ATD |
|---|---|---|---|---|---|
| Daily | 0.164 | 0.478 | 0.249 | ||
| Realdisp | 0.126 | 0.190 | 0.151 |
| Methods | Self-supervised representation learning | End-to-end forecasting | Tensor forecasting | ||||||||||||
| MoST | CoST | TS2Vec | Informer | LaST | NET 3 | SSMF | |||||||||
| MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | ||
| US#1 | 2 week | 1.153 | 0.806 | 1.364 | 0.818 | 1.003 | 0.694 | 1.501 | 0.915 | 1.380 | 0.824 | ||||
| 8 week | 1.133 | 0.751 | 1.125 | 0.735 | 1.060 | 0.731 | 2.143 | 1.058 | 1.353 | 0.815 | |||||
| 32 week | 1.355 | 0.822 | 1.242 | 0.770 | 1.449 | 0.839 | 1.599 | 0.866 | 1.355 | 0.811 | |||||
| US#2 | 2 week | 0.725 | 0.600 | 0.855 | 0.655 | 0.709 | 0.588 | 0.805 | 0.630 | 1.385 | 0.862 | ||||
| Forecasting | Classification | |||
|---|---|---|---|---|
| Avg. MSE | Avg. MAE | Avg. Acc | ||
| MoST | ||||
| (a) | w/o Mode-2 dependency (M1D) | 0.811 (-27.5%) | 0.630 (-13.9%) | 0.714 (-4.4%) |
| w/o Mode-1 dependency (M2D) | 0.650 (-2.2%) | 0.560 (-1.1%) | 0.599 (-19.8%) | |
| Random | 0.656 (-3.2%) | 0.556 (-2.3%) | 0.626 (-16.2%) | |
| Channel-independence (CI) | 0.651 (-2.3%) | 0.559 (-1.0%) | 0.667 (-10.6%) | |
Time Series Representation Learning
Time series representation learning develops compact, transferable features that capture temporal patterns for forecasting, classification, retrieval, and anomaly detection.
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