PLanTS: Periodicity-aware Latent-state Representation Learning for Multivariate Time Series

Abstract: Multivariate time series (MTS) are ubiquitous in domains such as healthcare, climate science, and industrial monitoring, but their high dimensionality, limited labeled data, and non-stationary nature pose significant challenges for conventional machine learning methods. While recent self-supervised learning (SSL) approaches mitigate label scarcity by data augmentations or time point-based contrastive strategy, they neglect the intrinsic periodic structure of MTS and fail to capture the dynamic evolution of latent states. We propose PLanTS, a periodicity-aware self-supervised learning framework that explicitly models irregular latent states and their transitions. We first designed a period-aware multi-granularity patching mechanism and a generalized contrastive loss to preserve both instance-level and state-level similarities across multiple temporal resolutions. To further capture temporal dynamics, we design a next-transition prediction pretext task that encourages representations to encode predictive information about future state evolution. We evaluate PLanTS across a wide range of downstream tasks-including multi-class and multi-label classification, forecasting, trajectory tracking and anomaly detection. PLanTS consistently improves the representation quality over existing SSL methods and demonstrates superior runtime efficiency compared to DTW-based methods.