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An Unsupervised Approach for Periodic Source Detection in Time Series

ICML 2024 · Time series › Foundation models for time series · approach: Time series representation learning · 0 citations (OpenAlex)

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Proposes an unsupervised periodic source detector that minimizes spectral entropy of learned representations while keeping them relative-entropy-close to input spectra, avoiding augmentations and batch-variance constraints.

Problem

Detecting periodic components in noisy time series (heart rate, respiratory rate, step counting) without labels, clean signals, or task-specific augmentations; existing SSL methods need augmentations and collapse-prevention relies on batch statistics.

Approach

Two opposing spectral regularizers: minimizing spectral entropy of the representation (maximizing periodicity) plus a KL divergence between input and representation spectra in the band of interest (prevents collapse by tying outputs to their source samples), together with out-of-band power minimization.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use both spectral-entropy periodicity maximization and sample-spectrum information preservation instead of removing periodicity maximization (ablation)Proposed method · IEEE SPC12MAE: 12.69 -> 9.30Helped
Use both spectral-entropy periodicity maximization and sample-spectrum information preservation instead of removing periodicity maximization (ablation)Proposed method · IEEE SPC22MAE: 14.51 -> 10.27Helped
Use both spectral-entropy periodicity maximization and sample-spectrum information preservation instead of removing periodicity maximization (ablation)Proposed method · DaLiA PPGMAE: 18.71 -> 27.41Hurt
Add the sample-spectrum information-preservation term rather than training without collapse prevention (ablation)Proposed method · IEEE SPC12MAE: 39.14 -> 9.30Helped
Add the sample-spectrum information-preservation term rather than training without collapse prevention (ablation)Proposed method · IEEE SPC22MAE: 39.71 -> 10.27Helped
Add the sample-spectrum information-preservation term rather than training without collapse prevention (ablation)Proposed method · DaLiA PPGMAE: 35.26 -> 27.41Helped
Use both proposed regularizers instead of removing periodicity maximization (ablation)Proposed method · PTB-XLMAE: 14.29 -> 3.75Helped
Use both proposed regularizers instead of removing collapse prevention (ablation)Proposed method · PTB-XLMAE: 7.74 -> 3.75Helped
Use both proposed regularizers instead of removing periodicity maximization (ablation)Proposed method · DaLiA ECGMAE: 5.23 -> 1.29Helped
Use both proposed regularizers instead of removing collapse prevention (ablation)Proposed method · DaLiA ECGMAE: 2.93 -> 1.29Helped
Use both proposed regularizers instead of removing periodicity maximization (ablation)Proposed method · WESADMAE: 5.09 -> 2.13Helped
Use both proposed regularizers instead of removing collapse prevention (ablation)Proposed method · WESADMAE: 3.44 -> 2.13Helped

Surprising findings

Limitations

Experimental setup

Datasets: PTB-XL WESAD DaLiA IEEE SPC12 IEEE SPC22 CapnoBase BIDMC Clemson

Benchmarks: PTB-XL DaLiA WESAD IEEE SPC12 IEEE SPC22 CapnoBase BIDMC Clemson

Metrics: MAE RMSE Pearson correlation MAPE

Baselines: Fourier transform autocorrelation RobustPeriod DCL CNN SimCLR NNCLR BYOL TS-TCC TS2Vec VICReg Barlow Twins

Builds on: SiNC SimPer VICReg Barlow Twins TS2Vec

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