# CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting

arXiv: https://arxiv.org/abs/2202.01575 · HTML: https://mlsanity.com/paper/2202.01575/

## Key facts

- Cited by 144 papers in the map (data through 14 Oct 2026).
- Builds on 20 of its 35 references that are in the map.
- First posted on arXiv 3 Feb 2022.

## Builds on (most cited first, 20 of 20)

- [Representation Learning with Contrastive Predictive Coding](https://mlsanity.com/paper/1807.03748/) (2018)
- [Momentum Contrast for Unsupervised Visual Representation Learning](https://mlsanity.com/paper/1911.05722/) (2019)
- [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)
- [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)
- [TS2Vec: Towards Universal Representation of Time Series](https://mlsanity.com/paper/2106.10466/) (2021)
- [A Transformer-based Framework for Multivariate Time Series Representation Learning](https://mlsanity.com/paper/2010.02803/) (2020)
- [Time-Series Representation Learning via Temporal and Contextual Contrasting](https://mlsanity.com/paper/2106.14112/) (2021)
- [Unsupervised Scalable Representation Learning for Multivariate Time Series](https://mlsanity.com/paper/1901.10738/) (2019)
- [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)
- [Representation Learning via Invariant Causal Mechanisms](https://mlsanity.com/paper/2010.07922/) (2020)
- [FastMoE: A Fast Mixture-of-Expert Training System](https://mlsanity.com/paper/2103.13262/) (2021)
- [Learning Independent Causal Mechanisms](https://mlsanity.com/paper/1712.00961/) (2017)
- [RobustSTL: A Robust Seasonal-Trend Decomposition Algorithm for Long Time Series](https://mlsanity.com/paper/1812.01767/) (2018)
- [Multivariate Bayesian Structural Time Series Model](https://mlsanity.com/paper/1801.03222/) (2018)
- [Neural Decomposition of Time-Series Data for Effective Generalization](https://mlsanity.com/paper/1705.09137/) (2017)
- [A Robust and Efficient Multi-Scale Seasonal-Trend Decomposition](https://mlsanity.com/paper/2109.08800/) (2021)

## Built on by (most cited first, 30 of 144)

- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Self-Supervised Contrastive Pre-Training For Time Series via Time-Frequency Consistency](https://mlsanity.com/paper/2206.08496/) (2022)
- [Timer: Generative Pre-trained Transformers Are Large Time Series Models](https://mlsanity.com/paper/2402.02368/) (2024)
- [Frequency-domain MLPs are More Effective Learners in Time Series Forecasting](https://mlsanity.com/paper/2311.06184/) (2023)
- [TEST: Text Prototype Aligned Embedding to Activate LLM's Ability for Time Series](https://mlsanity.com/paper/2308.08241/) (2023)
- [FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective](https://mlsanity.com/paper/2311.06190/) (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)
- [Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2310.08278/) (2023)
- [Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospects](https://mlsanity.com/paper/2306.10125/) (2023)
- [VisionTS: Visual Masked Autoencoders Are Free-Lunch Zero-Shot Time Series Forecasters](https://mlsanity.com/paper/2408.17253/) (2024)
- [Ti-MAE: Self-Supervised Masked Time Series Autoencoders](https://mlsanity.com/paper/2301.08871/) (2023)
- [A Survey on Time-Series Pre-Trained Models](https://mlsanity.com/paper/2305.10716/) (2023)
- [Soft Contrastive Learning for Time Series](https://mlsanity.com/paper/2312.16424/) (2023)
- [TimeSeriesExam: A time series understanding exam](https://mlsanity.com/paper/2410.14752/) (2024)
- [Deciphering Spatio-Temporal Graph Forecasting: A Causal Lens and Treatment](https://mlsanity.com/paper/2309.13378/) (2023)
- [Learning Fast and Slow for Online Time Series Forecasting](https://mlsanity.com/paper/2202.11672/) (2022)
- [BasisFormer: Attention-based Time Series Forecasting with Learnable and Interpretable Basis](https://mlsanity.com/paper/2310.20496/) (2023)
- [A Survey on Deep Learning based Time Series Analysis with Frequency Transformation](https://mlsanity.com/paper/2302.02173/) (2023)
- [Koopman Neural Forecaster for Time Series with Temporal Distribution Shifts](https://mlsanity.com/paper/2210.03675/) (2022)
- [Learning to Embed Time Series Patches Independently](https://mlsanity.com/paper/2312.16427/) (2023)
- [EEG Foundation Models: A Critical Review of Current Progress and Future Directions](https://mlsanity.com/paper/2507.11783/) (2025)
- [Heterogeneous Contrastive Learning for Foundation Models and Beyond](https://mlsanity.com/paper/2404.00225/) (2024)
- [Multi-Patch Prediction: Adapting LLMs for Time Series Representation Learning](https://mlsanity.com/paper/2402.04852/) (2024)
- [Pushing the Limits of Pre-training for Time Series Forecasting in the CloudOps Domain](https://mlsanity.com/paper/2310.05063/) (2023)
- [Towards Urban General Intelligence: A Review and Outlook of Urban Foundation Models](https://mlsanity.com/paper/2402.01749/) (2024)
- [REBAR: Retrieval-Based Reconstruction for Time-series Contrastive Learning](https://mlsanity.com/paper/2311.00519/) (2023)
- [TimeSiam: A Pre-Training Framework for Siamese Time-Series Modeling](https://mlsanity.com/paper/2402.02475/) (2024)
- [Merlin: Multi-View Representation Learning for Robust Multivariate Time Series Forecasting with Unfixed Missing Rates](https://mlsanity.com/paper/2506.12459/) (2025)
- [Disentangling Structured Components: Towards Adaptive, Interpretable and Scalable Time Series Forecasting](https://mlsanity.com/paper/2305.13036/) (2023)

## Abstract (arXiv)

Deep learning has been actively studied for time series forecasting, and the mainstream paradigm is based on the end-to-end training of neural network architectures, ranging from classical LSTM/RNNs to more recent TCNs and Transformers. Motivated by the recent success of representation learning in computer vision and natural language processing, we argue that a more promising paradigm for time series forecasting, is to first learn disentangled feature representations, followed by a simple regression fine-tuning step -- we justify such a paradigm from a causal perspective. Following this principle, we propose a new time series representation learning framework for time series forecasting named CoST, which applies contrastive learning methods to learn disentangled seasonal-trend representations. CoST comprises both time domain and frequency domain contrastive losses to learn discriminative trend and seasonal representations, respectively. Extensive experiments on real-world datasets show that CoST consistently outperforms the state-of-the-art methods by a considerable margin, achieving a 21.3% improvement in MSE on multivariate benchmarks. It is also robust to various choices of backbone encoders, as well as downstream regressors. Code is available at https://github.com/salesforce/CoST.