STEP: Learning STructured Embeddings for Progressive Time Series
Authors: Lucas Thil, Jesse Read, Rim Kaddah, Guillaume Doquet
Abstract
We present a novel method for learning interpretable representations of progressive time series, that is, data capturing irreversible state transitions such as degradation or task completion. Our approach uses a self-supervised contrastive objective to learn a low-dimensional latent space whose geometry is itself the interpretation: each observation becomes a point on a manifold anchored between two fixed orthogonal prototype vectors, and a trajectory becomes a path across that manifold. From this structure we read a latent compass, the polar coordinates (θ, r) of the latent vector, in which θ tracks the progression of the underlying state (e.g., from healthy to failed) and r identifies the active mode (e.g., the operating condition), without any proxy labels. We evaluate the approach against the state of the art on diverse domains, including industrial degradation, robotic tasks, and neural activity, validating three key capabilities: (1) end-state prediction, (2) multi-step forecasting, and (3) interpretable phase separation. Our method matches or improves over black-box counterparts on all of these while providing transparency about the underlying mechanisms. A simple linear regressor on top of the latent compass coordinates is competitive with deep architectures, direct quantitative evidence that the underlying state is encoded in a geometrically accessible form.
Transformer-based architectures have advanced sequence modeling in language and vision, yet general-purpose representation learning for heterogeneous multivariate time series remains underexplored. We introduce CHARM (Channel-Aware Representation Model), which incorporates channel-level textual descriptions into a Transformer encoder equivariant to channel order. CHARM is trained with a Joint Embedding Predictive Architecture (JEPA) and a novel loss promoting informative, temporally stable embeddings; latent-space prediction encourages robustness to sensor noise while description-aware gating provides interpretability through learned inter-channel relationships. Across anomaly detection, classification, and short- and long-term forecasting, the learned embeddings achieve strong performance using only a linear probe. Performance is driven primarily by the JEPA objective and conditioning architecture, with text descriptions serving as channel identifiers for cross-dataset generalization.
Utsav Dutta, Gerardo Pastrana, Sina Khoshfetrat Pakazad +1
Time series are central to modern data mining applications, from industrial telemetry and server metrics to finance and physiology, yet time-series self-supervised learning often depends on view and augmentation choices that encode domain-specific invariances. We study how an SSL recipe behaves when its method-specific configuration is reused unchanged after the pretraining signal family changes, framing this as a fixed-recipe stress test rather than a comparison against optimally tuned methods. We introduce Latent Euclidean Next-Embedding Prediction Architecture (LeNEPA), a no-augmentation next-latent-token objective with a causal backbone. LeNEPA replaces the stop-gradient/EMA stabilization used by vanilla NEPA with SIGReg-based isotropy regularization and computes the predictive loss in a lightweight projected space that is discarded for evaluation. We compare LeNEPA with an ECG-tuned JEPA recipe under a fixed-horizon frozen-probe protocol on PTB-XL and Diag, a synthetic diagnostic corpus generated with Aionoscope. Both methods are retrained independently on each dataset while keeping their method-specific recipes unchanged. In this protocol, the ECG-tuned JEPA recipe is strong in-domain on PTB-XL but weaker when reused unchanged on Diag, whereas LeNEPA preserves useful frozen-probe gains on both datasets. Learning curves suggest faster early representation acquisition: LeNEPA reaches 80% of its final AUROC/AUPRC gain after 2--5k updates, compared with 5--10k updates for the faster JEPA readout. As a separate external frozen-encoder check, a CauKer-pretrained LeNEPA variant reaches 77.65% mean UCR-128 Random-Forest accuracy in a single-seed, best-checkpoint run, within 1.16 points of Mantis and within 0.24 points of MOMENT (77.89%). Overall, the results support no-augmentation latent prediction as a useful candidate recipe for low-retuning time-series SSL.
Joint-Embedding Predictive Architectures (JEPAs) learn compact latent world models by predicting future embeddings, but no single coordinate of the latent is designated to encode task progression. We carve the JEPA latent into two orthogonal subspaces with disjoint roles: a low-dimensional progression subspace shaped by a cosine-margin triplet loss, and a high-dimensional content subspace regularised by the existing SIGReg objective of LeWM. We prove that the two anti-collapse forces act on disjoint coordinates, so they compose additively rather than competing on the same dimensions. Our method, SD-JEPA improves over the LeWM baseline on the majority of its control benchmarks at matched compute, and outperforms the strongest non-LeWM JEPA baseline on Push-T; a subspace-ablation falsifier confirms the split is the load-bearing ingredient. Beyond planning, the resulting 1-D angular progression coordinate functions as a scene-aware compass on the latent. It advances with task progress, regresses when the agent backtracks, and under controlled perturbations both spikes and relocalises to a semantically appropriate new task-phase sector, separating the moment of surprise from its meaning in a way that prediction-error scalars cannot.