# TS2Vec: Towards Universal Representation of Time Series

arXiv: https://arxiv.org/abs/2106.10466 · HTML: https://mlsanity.com/paper/2106.10466/

## Key facts

- Cited by 471 papers in the map (data through 14 Oct 2026).
- Builds on 27 of its 52 references that are in the map.
- First posted on arXiv 19 Jun 2021.

## Builds on (most cited first, 27 of 27)

- [A Simple Framework for Contrastive Learning of Visual Representations](https://mlsanity.com/paper/2002.05709/) (2020)
- [wav2vec 2.0: A Framework for Self-Supervised Learning of Speech Representations](https://mlsanity.com/paper/2006.11477/) (2020)
- [SimCSE: Simple Contrastive Learning of Sentence Embeddings](https://mlsanity.com/paper/2104.08821/) (2021)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [Dense Contrastive Learning for Self-Supervised Visual Pre-Training](https://mlsanity.com/paper/2011.09157/) (2020)
- [A Transformer-based Framework for Multivariate Time Series Representation Learning](https://mlsanity.com/paper/2010.02803/) (2020)
- [The UCR Time Series Archive](https://mlsanity.com/paper/1810.07758/) (2018)
- [The UEA multivariate time series classification archive, 2018](https://mlsanity.com/paper/1811.00075/) (2018)
- [Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting](https://mlsanity.com/paper/2103.07719/) (2021)
- [Unsupervised Scalable Representation Learning for Multivariate Time Series](https://mlsanity.com/paper/1901.10738/) (2019)
- [Unsupervised Anomaly Detection via Variational Auto-Encoder for Seasonal KPIs in Web Applications](https://mlsanity.com/paper/1802.03903/) (2018)
- [Unsupervised Representation Learning for Time Series with Temporal Neighborhood Coding](https://mlsanity.com/paper/2106.00750/) (2021)
- [A Multi-Horizon Quantile Recurrent Forecaster](https://mlsanity.com/paper/1711.11053/) (2017)
- [An efficient framework for learning sentence representations](https://mlsanity.com/paper/1803.02893/) (2018)
- [How Much Position Information Do Convolutional Neural Networks Encode?](https://mlsanity.com/paper/2001.08248/) (2020)
- [Time-Series Anomaly Detection Service at Microsoft](https://mlsanity.com/paper/1906.03821/) (2019)
- [Unsupervised Learning of Dense Visual Representations](https://mlsanity.com/paper/2011.05499/) (2020)
- [On Translation Invariance in CNNs: Convolutional Layers can Exploit Absolute Spatial Location](https://mlsanity.com/paper/2003.07064/) (2020)
- [Self-training and Pre-training are Complementary for Speech Recognition](https://mlsanity.com/paper/2010.11430/) (2020)
- [TimeNet: Pre-trained deep recurrent neural network for time series classification](https://mlsanity.com/paper/1706.08838/) (2017)
- [Random Warping Series: A Random Features Method for Time-Series Embedding](https://mlsanity.com/paper/1809.05259/) (2018)
- [Seed the Views: Hierarchical Semantic Alignment for Contrastive Representation Learning](https://mlsanity.com/paper/2012.02733/) (2020)

## Built on by (most cited first, 30 of 471)

- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [MOMENT: A Family of Open Time-series Foundation Models](https://mlsanity.com/paper/2402.03885/) (2024)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [Self-Supervised Contrastive Pre-Training For Time Series via Time-Frequency Consistency](https://mlsanity.com/paper/2206.08496/) (2022)
- [Foundation Models for Time Series Analysis: A Tutorial and Survey](https://mlsanity.com/paper/2403.14735/) (2024)
- [Timer: Generative Pre-trained Transformers Are Large Time Series Models](https://mlsanity.com/paper/2402.02368/) (2024)
- [Deep Time Series Models: A Comprehensive Survey and Benchmark](https://mlsanity.com/paper/2407.13278/) (2024)
- [TEST: Text Prototype Aligned Embedding to Activate LLM's Ability for Time Series](https://mlsanity.com/paper/2308.08241/) (2023)
- [CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting](https://mlsanity.com/paper/2202.01575/) (2022)
- [TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2306.09364/) (2023)
- [Deep Learning for Time Series Anomaly Detection: A Survey](https://mlsanity.com/paper/2211.05244/) (2022)
- [LLM4TS: Aligning Pre-Trained LLMs as Data-Efficient Time-Series Forecasters](https://mlsanity.com/paper/2308.08469/) (2023)
- [Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series](https://mlsanity.com/paper/2401.03955/) (2024)
- [SimMTM: A Simple Pre-Training Framework for Masked Time-Series Modeling](https://mlsanity.com/paper/2302.00861/) (2023)
- [Large Models for Time Series and Spatio-Temporal Data: A Survey and Outlook](https://mlsanity.com/paper/2310.10196/) (2023)
- [Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospects](https://mlsanity.com/paper/2306.10125/) (2023)
- [Unsupervised Time-Series Representation Learning with Iterative Bilinear Temporal-Spectral Fusion](https://mlsanity.com/paper/2202.04770/) (2022)
- [Deep Isolation Forest for Anomaly Detection](https://mlsanity.com/paper/2206.06602/) (2022)
- [VisionTS: Visual Masked Autoencoders Are Free-Lunch Zero-Shot Time Series Forecasters](https://mlsanity.com/paper/2408.17253/) (2024)
- [TSLANet: Rethinking Transformers for Time Series Representation Learning](https://mlsanity.com/paper/2404.08472/) (2024)
- [Deep Learning for Time Series Classification and Extrinsic Regression: A Current Survey](https://mlsanity.com/paper/2302.02515/) (2023)
- [TimeMachine: A Time Series is Worth 4 Mambas for Long-term Forecasting](https://mlsanity.com/paper/2403.09898/) (2024)
- [Ti-MAE: Self-Supervised Masked Time Series Autoencoders](https://mlsanity.com/paper/2301.08871/) (2023)
- [ContiFormer: Continuous-Time Transformer for Irregular Time Series Modeling](https://mlsanity.com/paper/2402.10635/) (2024)
- [Contrast Everything: A Hierarchical Contrastive Framework for Medical Time-Series](https://mlsanity.com/paper/2310.14017/) (2023)
- [Medformer: A Multi-Granularity Patching Transformer for Medical Time-Series Classification](https://mlsanity.com/paper/2405.19363/) (2024)
- [Time Series Contrastive Learning with Information-Aware Augmentations](https://mlsanity.com/paper/2303.11911/) (2023)
- [A Survey on Time-Series Pre-Trained Models](https://mlsanity.com/paper/2305.10716/) (2023)
- [TimesURL: Self-supervised Contrastive Learning for Universal Time Series Representation Learning](https://mlsanity.com/paper/2312.15709/) (2023)

## Abstract (arXiv)

This paper presents TS2Vec, a universal framework for learning representations of time series in an arbitrary semantic level. Unlike existing methods, TS2Vec performs contrastive learning in a hierarchical way over augmented context views, which enables a robust contextual representation for each timestamp. Furthermore, to obtain the representation of an arbitrary sub-sequence in the time series, we can apply a simple aggregation over the representations of corresponding timestamps. We conduct extensive experiments on time series classification tasks to evaluate the quality of time series representations. As a result, TS2Vec achieves significant improvement over existing SOTAs of unsupervised time series representation on 125 UCR datasets and 29 UEA datasets. The learned timestamp-level representations also achieve superior results in time series forecasting and anomaly detection tasks. A linear regression trained on top of the learned representations outperforms previous SOTAs of time series forecasting. Furthermore, we present a simple way to apply the learned representations for unsupervised anomaly detection, which establishes SOTA results in the literature. The source code is publicly available at https://github.com/yuezhihan/ts2vec.