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TS2Vec: Towards Universal Representation of Time Series

AAAI 2022 · Time series › Foundation models for time series · approach: Time series representation learning · 783 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use TS2Vec instead of T-LossUnsupervised time-series classification · 125 UCR datasetsAvg. Acc.: 0.806 -> 0.830 (+2.4%)Helped
Use TS2Vec instead of TS-TCCUnsupervised time-series classification · 29 UEA datasetsAvg. Acc.: 0.682 -> 0.712 (+3.0%)Helped
Use TS2Vec representations with linear regressionUnivariate forecasting · Four forecasting datasets and horizonsAvg. MSE: 0.310 -> 0.209Helped
Use TS2Vec anomaly scoringUnivariate anomaly detection · YahooF1: 0.563 -> 0.745Helped
Use TS2Vec anomaly scoringUnivariate anomaly detection · KPIF1: 0.622 -> 0.677Helped
Add temporal contrast (ablation)TS2Vec · 128 UCR datasetsAvg. Accuracy: -1.0%Helped
Add instance contrast (ablation)TS2Vec · 128 UCR datasetsAvg. Accuracy: -0.5%Helped
Add hierarchical contrast (ablation)TS2Vec · 128 UCR datasetsAvg. Accuracy: -1.7%Helped
Add random cropping (ablation)TS2Vec · 128 UCR datasetsAvg. Accuracy: -2.1%Helped
Add timestamp masking (ablation)TS2Vec · 128 UCR datasetsAvg. Accuracy: -0.9%Helped
Add the input projection layer (ablation)TS2Vec · 128 UCR datasetsAvg. Accuracy: -1.2%Helped
Use contextual consistency instead of temporal consistency (ablation)TS2Vec · 128 UCR datasetsAvg. Accuracy: -2.2%Helped

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