Dynamic Contrastive Learning for Time Series Representation

Abstract: Understanding events in time series is an important task in a variety of contexts. However, human analysis and labeling are expensive and time-consuming. Therefore, it is advantageous to learn embeddings for moments in time series in an unsupervised way, which allows for good performance in classification or detection tasks after later minimal human labeling. In this paper, we propose dynamic contrastive learning (DynaCL), an unsupervised contrastive representation learning framework for time series that uses temporal adjacent steps to define positive pairs. DynaCL adopts N-pair loss to dynamically treat all samples in a batch as positive or negative pairs, enabling efficient training and addressing the challenges of complicated sampling of positives. We demonstrate that DynaCL embeds instances from time series into semantically meaningful clusters, which allows superior performance on downstream tasks on a variety of public time series datasets. Our findings also reveal that high scores on unsupervised clustering metrics do not guarantee that the representations are useful in downstream tasks.