Self-Supervised Time Series Representation Learning via Cross Reconstruction Transformer

Unsupervised/self-supervised representation learning in time series is critical since labeled samples are usually scarce in real-world scenarios. Existing approaches mainly leverage the contrastive learning framework, which automatically learns to understand the similar and dissimilar data pairs. Nevertheless, they are restricted to the prior knowledge of constructing pairs, cumbersome sampling policy, and unstable performances when encountering sampling bias. Also, few works have focused on effectively modeling across temporal-spectral relations to extend the capacity of representations. In this paper, we aim at learning representations for time series from a new perspective and propose Cross Reconstruction Transformer (CRT) to solve the aforementioned problems in a unified way. CRT achieves time series representation learning through a cross-domain dropping-reconstruction task. Specifically, we transform time series into the frequency domain and randomly drop certain parts in both time and frequency domains. Dropping can maximally preserve the global context compared to cropping and masking. Then a transformer architecture is utilized to adequately capture the cross-domain correlations between temporal and spectral information through reconstructing data in both domains, which is called Dropped Temporal-Spectral Modeling. To discriminate the representations in global latent space, we propose Instance Discrimination Constraint to reduce the mutual information between different time series and sharpen the decision boundaries. Additionally, we propose a specified curriculum learning strategy to optimize the CRT, which progressively increases the dropping ratio in the training process.Comment: Accepted by IEEE Transactions on Neural Networks and Learning Systems (TNNLS

TEST: Text Prototype Aligned Embedding to Activate LLM's Ability for Time Series

This work summarizes two strategies for completing time-series (TS) tasks using today's language model (LLM): LLM-for-TS, design and train a fundamental large model for TS data; TS-for-LLM, enable the pre-trained LLM to handle TS data. Considering the insufficient data accumulation, limited resources, and semantic context requirements, this work focuses on TS-for-LLM methods, where we aim to activate LLM's ability for TS data by designing a TS embedding method suitable for LLM. The proposed method is named TEST. It first tokenizes TS, builds an encoder to embed them by instance-wise, feature-wise, and text-prototype-aligned contrast, and then creates prompts to make LLM more open to embeddings, and finally implements TS tasks. Experiments are carried out on TS classification and forecasting tasks using 8 LLMs with different structures and sizes. Although its results cannot significantly outperform the current SOTA models customized for TS tasks, by treating LLM as the pattern machine, it can endow LLM's ability to process TS data without compromising the language ability. This paper is intended to serve as a foundational work that will inspire further research.Comment: 10 pages, 6 figure

Spatial Autoregressive Coding for Graph Neural Recommendation

Graph embedding methods including traditional shallow models and deep Graph Neural Networks (GNNs) have led to promising applications in recommendation. Nevertheless, shallow models especially random-walk-based algorithms fail to adequately exploit neighbor proximity in sampled subgraphs or sequences due to their optimization paradigm. GNN-based algorithms suffer from the insufficient utilization of high-order information and easily cause over-smoothing problems when stacking too much layers, which may deteriorate the recommendations of low-degree (long-tail) items, limiting the expressiveness and scalability. In this paper, we propose a novel framework SAC, namely Spatial Autoregressive Coding, to solve the above problems in a unified way. To adequately leverage neighbor proximity and high-order information, we design a novel spatial autoregressive paradigm. Specifically, we first randomly mask multi-hop neighbors and embed the target node by integrating all other surrounding neighbors with an explicit multi-hop attention. Then we reinforce the model to learn a neighbor-predictive coding for the target node by contrasting the coding and the masked neighbors' embedding, equipped with a new hard negative sampling strategy. To learn the minimal sufficient representation for the target-to-neighbor prediction task and remove the redundancy of neighbors, we devise Neighbor Information Bottleneck by maximizing the mutual information between target predictive coding and the masked neighbors' embedding, and simultaneously constraining those between the coding and surrounding neighbors' embedding. Experimental results on both public recommendation datasets and a real scenario web-scale dataset Douyin-Friend-Recommendation demonstrate the superiority of SAC compared with state-of-the-art methods.Comment: preprin