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

Haoyi Fan, Fengbin Zhang, Yue Gao

Keywords: self-supervised learning, time series, deep learning, relational reasoning

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.

One-sentence Summary: 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.

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Community Implementations: [ 3 code implementations](https://www.catalyzex.com/paper/arxiv:2011.13548/code)

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