Aug 2026· Proceedings of the 32nd ACM SIGKDD Conference on Knowledge Discovery and Data Mining V.2· pp. 5442-5453· 0 citations· 37 references
TL;DR
A novel representation-enhanced forecasting model, termed PatchCLE (Patch Contrastive Learning Encoder), is proposed, which innovatively integrates soft contrastive learning into multivariate time series forecasting in order to improve representation quality and resolve the computational complexity challenges associated with instance-level soft weight assignment.
Abstract
Although Patch-based Transformers have achieved remarkable success in time series forecasting, the conventional linear embedding layer remains a critical bottleneck, as it fails to map patches into a structured latent space. To address this issue, a novel representation-enhanced forecasting model, termed PatchCLE (Patch Contrastive Learning Encoder), is proposed, which innovatively integrates soft contrastive learning into multivariate time series forecasting in order to improve representation quality. Meanwhile, patch-based soft contrastive learning effectively mitigates the susceptibility of conventional time-step-based methods to noise and abrupt mutations. Furthermore, a three-level contrastive learning module named PCL (Patch Contrastive Learning) is proposed, featuring a newly designed channel level alongside the temporal level and instance level, thereby enriching the semantic information of the latent space. In addition, a new soft weight assignment strategy, namely Decomp, is introduced, which effectively resolves the computational complexity challenges associated with instance-level soft weight assignment. Finally, the representations are fused through a Channel Mixture module to aggregate inter-channel information, and are subsequently fed into Transformer blocks to produce the final forecasting outputs. Extensive experiments on forecasting tasks across diverse domains demonstrate state-of-the-art performance, with an average improvement of 4.5%, while also validating the representation capabilities of the PCL module as a generic plug-in component that boosts various baseline models by 2.3%. Our code is available at https://github.com/Ahouse-Mao/PatchCLE.
A framework of Frequency-Aware Augmentation and Alignment for Time Series Contrastive Learning (FACL), which comprises two key innovations, employs a novel frequency-structured augmentation mechanism based on wavelet transforms and introduces a multi-level contrastive objective that incorporates a subspace alignment st...
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RePatch is proposed, a two-stage framework that learns adaptive and reusable temporal representations for time series forecasting and achieves state-of-the-art performance on most benchmarks and consistently generalizes well across diverse transfer scenarios.
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Time series foundation models (TSFMs) have recently delivered impressive zero-shot performance across diverse forecasting tasks. However, real-world decision-making frequently relies on \emph{irregular multivariate time series} (IMTS), where inconsistent inter-observation intervals and asynchronous sampling across vari...
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A similarity matching (SM)‐based method that leverages historical time series patterns from analogous entities is introduced that outperformed 13 baseline models, including state‐of‐the‐art techniques, across two real‐world time series datasets.
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