# SimMTM: A Simple Pre-Training Framework for Masked Time-Series Modeling

arXiv: https://arxiv.org/abs/2302.00861 · HTML: https://mlsanity.com/paper/2302.00861/

## Key facts

- Cited by 115 papers in the map (data through 14 Oct 2026).
- Builds on 44 of its 59 references that are in the map.
- First posted on arXiv 2 Feb 2023.

## Builds on (most cited first, 30 of 44)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Exploring the Limits of Transfer Learning with a Unified Text-to-Text Transformer](https://mlsanity.com/paper/1910.10683/) (2019)
- [A Simple Framework for Contrastive Learning of Visual Representations](https://mlsanity.com/paper/2002.05709/) (2020)
- [Momentum Contrast for Unsupervised Visual Representation Learning](https://mlsanity.com/paper/1911.05722/) (2019)
- [Masked Autoencoders Are Scalable Vision Learners](https://mlsanity.com/paper/2111.06377/) (2021)
- [Unsupervised Learning of Visual Features by Contrasting Cluster Assignments](https://mlsanity.com/paper/2006.09882/) (2020)
- [FaceNet: A Unified Embedding for Face Recognition and Clustering](https://mlsanity.com/paper/1503.03832/) (2015)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Unsupervised Feature Learning via Non-Parametric Instance-level Discrimination](https://mlsanity.com/paper/1805.01978/) (2018)
- [Similarity of Neural Network Representations Revisited](https://mlsanity.com/paper/1905.00414/) (2019)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Understanding Contrastive Representation Learning through Alignment and Uniformity on the Hypersphere](https://mlsanity.com/paper/2005.10242/) (2020)
- [Multi-Task Learning Using Uncertainty to Weigh Losses for Scene Geometry and Semantics](https://mlsanity.com/paper/1705.07115/) (2017)
- [Making Pre-trained Language Models Better Few-shot Learners](https://mlsanity.com/paper/2012.15723/) (2020)
- [SimMIM: A Simple Framework for Masked Image Modeling](https://mlsanity.com/paper/2111.09886/) (2021)
- [data2vec: A General Framework for Self-supervised Learning in Speech, Vision and Language](https://mlsanity.com/paper/2202.03555/) (2022)
- [Self-supervised Learning: Generative or Contrastive](https://mlsanity.com/paper/2006.08218/) (2020)
- [A Survey on Contrastive Self-supervised Learning](https://mlsanity.com/paper/2011.00362/) (2020)
- [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)
- [Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy](https://mlsanity.com/paper/2110.02642/) (2021)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [Time-Series Representation Learning via Temporal and Contextual Contrasting](https://mlsanity.com/paper/2106.14112/) (2021)
- [Scaling Language-Image Pre-training via Masking](https://mlsanity.com/paper/2212.00794/) (2022)
- [Unsupervised Scalable Representation Learning for Multivariate Time Series](https://mlsanity.com/paper/1901.10738/) (2019)

## Built on by (most cited first, 30 of 115)

- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [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)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (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)
- [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)
- [Large Models for Time Series and Spatio-Temporal Data: A Survey and Outlook](https://mlsanity.com/paper/2310.10196/) (2023)
- [UniTS: A Unified Multi-Task Time Series Model](https://mlsanity.com/paper/2403.00131/) (2024)
- [Large Language Models for Forecasting and Anomaly Detection: A Systematic Literature Review](https://mlsanity.com/paper/2402.10350/) (2024)
- [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)
- [ImputeFormer: Low Rankness-Induced Transformers for Generalizable Spatiotemporal Imputation](https://mlsanity.com/paper/2312.01728/) (2023)
- [TimeMAE: Self-Supervised Representations of Time Series with Decoupled Masked Autoencoders](https://mlsanity.com/paper/2303.00320/) (2023)
- [Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling](https://mlsanity.com/paper/2402.12694/) (2024)
- [Towards a General Time Series Anomaly Detector with Adaptive Bottlenecks and Dual Adversarial Decoders](https://mlsanity.com/paper/2405.15273/) (2024)
- [Learning to Embed Time Series Patches Independently](https://mlsanity.com/paper/2312.16427/) (2023)
- [TimeDiT: General-purpose Diffusion Transformers for Time Series Foundation Model](https://mlsanity.com/paper/2409.02322/) (2024)
- [Towards a General Time Series Forecasting Model with Unified Representation and Adaptive Transfer](https://mlsanity.com/paper/2405.17478/) (2024)
- [Universal Time-Series Representation Learning: A Survey](https://mlsanity.com/paper/2401.03717/) (2024)
- [Multi-Patch Prediction: Adapting LLMs for Time Series Representation Learning](https://mlsanity.com/paper/2402.04852/) (2024)
- [Frequency-Aware Masked Autoencoders for Multimodal Pretraining on Biosignals](https://mlsanity.com/paper/2309.05927/) (2023)
- [Towards Urban General Intelligence: A Review and Outlook of Urban Foundation Models](https://mlsanity.com/paper/2402.01749/) (2024)
- [Towards Open Respiratory Acoustic Foundation Models: Pretraining and Benchmarking](https://mlsanity.com/paper/2406.16148/) (2024)
- [LSM-2: Learning from Incomplete Wearable Sensor Data](https://mlsanity.com/paper/2506.05321/) (2025)
- [PETformer: Long-term Time Series Forecasting via Placeholder-enhanced Transformer](https://mlsanity.com/paper/2308.04791/) (2023)
- [NuTime: Numerically Multi-Scaled Embedding for Large-Scale Time-Series Pretraining](https://mlsanity.com/paper/2310.07402/) (2023)
- [TimeSiam: A Pre-Training Framework for Siamese Time-Series Modeling](https://mlsanity.com/paper/2402.02475/) (2024)

## Abstract (arXiv)

Time series analysis is widely used in extensive areas. Recently, to reduce labeling expenses and benefit various tasks, self-supervised pre-training has attracted immense interest. One mainstream paradigm is masked modeling, which successfully pre-trains deep models by learning to reconstruct the masked content based on the unmasked part. However, since the semantic information of time series is mainly contained in temporal variations, the standard way of randomly masking a portion of time points will seriously ruin vital temporal variations of time series, making the reconstruction task too difficult to guide representation learning. We thus present SimMTM, a Simple pre-training framework for Masked Time-series Modeling. By relating masked modeling to manifold learning, SimMTM proposes to recover masked time points by the weighted aggregation of multiple neighbors outside the manifold, which eases the reconstruction task by assembling ruined but complementary temporal variations from multiple masked series. SimMTM further learns to uncover the local structure of the manifold, which is helpful for masked modeling. Experimentally, SimMTM achieves state-of-the-art fine-tuning performance compared to the most advanced time series pre-training methods in two canonical time series analysis tasks: forecasting and classification, covering both in- and cross-domain settings.