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Cross-Domain Contrastive Learning for Time Series Clustering

AAAI 2024 · Time series › Foundation models for time series · approach: Time series representation learning · 13 citations (OpenAlex)

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Proposes CDCC, an end-to-end deep time series clustering model that jointly learns temporal (BiLSTM) and frequency (FFT + conv) encoders with intra- and cross-domain instance- and cluster-level contrastive losses, evaluated on 40 UCR datasets.

Problem

Deep time series clustering usually separates representation learning from clustering, so clustering loss cannot guide feature extraction, and most methods ignore frequency-domain information.

Approach

Jointly optimizes clustering and representation in an end-to-end manner using instance-level and cluster-level contrastive losses within the temporal and frequency domains, plus cross-domain contrastive constraints applied only to augmented samples, with cluster assignments taken from the temporal domain.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use CDCC instead of R-ClustTime series clustering · UCR 40 datasetsAverage NMI: 0.524 -> 0.601Helped
Use CDCC instead of R-ClustTime series clustering · UCR 40 datasetsAverage RI: 0.823 -> 0.877Helped
Remove instance-level cross-domain contrast (ablation)CDCC · UCR 40 datasetsClustering performance (NMI and RI)Hurt
Remove cluster-level cross-domain contrast (ablation)CDCC · UCR 40 datasetsClustering performance (NMI and RI)Hurt
Remove frequency-domain contrast (ablation)CDCC · UCR 40 datasetsClustering performance (NMI and RI)Hurt
Remove frequency-domain and cross-domain contrast (ablation)CDCC · UCR 40 datasetsClustering performance (NMI and RI)Hurt
Increase frequency augmentation perturbation rates θ/ϵ (ablation)CDCC · ArrowHead, CBF, Fungi, SwedishLeafNMI and RIMixed
Vary the intra-domain/cross-domain balancing coefficient λ (ablation)CDCC · ArrowHead, CBF, Fungi, SwedishLeafNMI and RIMixed

Surprising findings

Limitations

Experimental setup

Datasets: UCR Time Series Archive (40 datasets)

Benchmarks: UCR time series archive (40 datasets)

Metrics: NMI Rand Index average rank Wilcoxon signed-rank test Nemenyi post-hoc test

Baselines: TSTCC TST FeatTS STCN R-Clust TCGAN

Builds on: contrastive clustering (Li et al. 2021) InfoNCE TS-TCC time-frequency consistency (Zhang et al. 2022)

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