AdaTS: Learning Adaptive Time Series Representations via Dynamic Soft Contrasts

Jinyang Li (The University of Hong Kong) · Yizhuo Chen (Fudan University) · Denizhan Kara (University of Illinois at Urbana-Champaign) · Tomoyoshi Kimura (Department of Computer Science, University of Illinois at Urbana Champaign) · Bowen He (Shanghai Jiaotong University) · Yigong Hu (University of Illinois at Urbana-Champaign) · Hongjue Zhao (University of Illinois at Urbana-Champaign) · Shengzhong Liu (Shanghai Jiao Tong University) · Tarek Abdelzaher (UIUC)
adaptive soft contrastive learningcompute-efficient solutioncontrastive learningdynamic instance-wise assignmentslabel scarcitynon-stationarityordinal consistency learningphysical correlationsrepresentational qualityrobust representationssequence-specific adaptationsimilarity measurementtemporal assignmentstime seriestime-frequency coherence

Learning robust representations from unlabeled time series is crucial, and contrastive learning offers a promising avenue. However, existing contrastive learning approaches for time series often struggle with defining meaningful similarities, tending to overlook inherent physical correlations and diverse, sequence-varying non-stationarity. This limits their representational quality and real-world adaptability. To address these limitations, we introduce AdaTS, a novel adaptive soft contrastive learning strategy. AdaTS offers a compute-efficient solution centered on dynamic instance-wise and temporal assignments to enhance time series representations, specifically by: (i) leveraging Time-Frequency Coherence for robust physics-guided similarity measurement; (ii) preserving relative instance similarities through ordinal consistency learning; and (iii) dynamically adapting to sequence-specific non-stationarity with dynamic temporal assignments. AdaTS is designed as a pluggable module to standard contrastive frameworks, achieving up to 13.7% accuracy improvements across diverse time series datasets and three state-of-the-art contrastive frameworks while enhancing robustness against label scarcity. The code will be publicly available upon acceptance.