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Frequency-Masked Embedding Inference: A Non-Contrastive Approach for Time Series Representation Learning

AAAI 2025 · Time series › Foundation models for time series · approach: Time series representation learning · 5 citations (OpenAlex)

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Proposes FEI, a non-contrastive JEPA-style time series representation method that infers frequency-masked embeddings with a momentum encoder and a mask encoder, pre-trained on SleepEEG and evaluated on 8 downstream datasets.

Problem

Self-supervised time series representation learning relies on contrastive learning, whose discrete positive/negative pair construction fits poorly with the continuous semantics of time series, leading to hard-negative difficulties and inappropriate augmentation biases.

Approach

Eliminates positive and negative pairs by performing two prompt-based embedding inference branches: frequency-mask prompts infer the embedding of the frequency-masked target series, and the target embedding prompts infer the mask embedding, with a momentum encoder preventing collapse.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use FEI instead of the strongest baseline, SimMTMClassification linear evaluation · Classification (Avg.)accuracy: 78.19 -> 80.77Helped
Use FEI instead of the strongest baseline, InfoTSSmall-sample classification end-to-end fine-tuning · Classification (Avg.)accuracy: 82.32 -> 85.82Helped
Use FEI instead of SimMTMC-MAPSS linear evaluation · C-MAPSSMSE: 0.0599 -> 0.0584Helped
Use FEI instead of SimMTMC-MAPSS linear evaluation · C-MAPSSMAE: 0.2056 -> 0.1992Helped
Use FEI instead of TimesURLBearing linear evaluation · BearingMSE: 0.0782 -> 0.0744Helped
Use FEI instead of TimesURLBearing linear evaluation · BearingMAE: 0.1813 -> 0.1747Helped
Use FEI instead of SimMTMBearing end-to-end fine-tuning · BearingMSE: 0.0539 -> 0.0331Helped
Use FEI instead of SimMTMBearing end-to-end fine-tuning · BearingMAE: 0.1397 -> 0.1150Helped
Add the target embedding inference branch (ablation)FEI · EMGprecision: 57.69 -> 90.20Helped
Add mask prompting for target embedding inference (ablation)FEI · EMGprecision: 62.75 -> 90.20Helped
Add the momentum encoder (ablation)FEI · EMGprecision: 62.75 -> 90.20Helped
Add the subspace projector (ablation)FEI · EMGprecision: 51.60 -> 90.20Helped

Surprising findings

Limitations

Experimental setup

Datasets: SleepEEG Gesture FD-B EMG EPI HAR 128 UCR C-MAPSS Bearing

Benchmarks: Gesture FD-B EMG EPI HAR 128 UCR C-MAPSS Bearing

Metrics: accuracy precision recall F1 score MSE MAE

Baselines: TS2Vec TimeDRL TF-C TimesURL SimMTM InfoTS

Builds on: JEPA I-JEPA SimMTM TF-C TS2Vec

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