# CLeaRForecast: Contrastive Learning of High-Purity Representations for Time Series Forecasting

arXiv: https://arxiv.org/abs/2312.05758 · HTML: https://mlsanity.com/paper/2312.05758/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 9 of its 19 references that are in the map.
- First posted on arXiv 10 Dec 2023.

## Builds on (most cited first, 9 of 9)

- [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)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [WaveNet: A Generative Model for Raw Audio](https://mlsanity.com/paper/1609.03499/) (2016)
- [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)
- [Time-Series Representation Learning via Temporal and Contextual Contrasting](https://mlsanity.com/paper/2106.14112/) (2021)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Unsupervised Representation Learning for Time Series with Temporal Neighborhood Coding](https://mlsanity.com/paper/2106.00750/) (2021)

## Built on by (most cited first, 1 of 1)

- [Auto-Regressive Moving Diffusion Models for Time Series Forecasting](https://mlsanity.com/paper/2412.09328/) (2024)

## Abstract (arXiv)

Time series forecasting (TSF) holds significant importance in modern society, spanning numerous domains. Previous representation learning-based TSF algorithms typically embrace a contrastive learning paradigm featuring segregated trend-periodicity representations. Yet, these methodologies disregard the inherent high-impact noise embedded within time series data, resulting in representation inaccuracies and seriously demoting the forecasting performance. To address this issue, we propose CLeaRForecast, a novel contrastive learning framework to learn high-purity time series representations with proposed sample, feature, and architecture purifying methods. More specifically, to avoid more noise adding caused by the transformations of original samples (series), transformations are respectively applied for trendy and periodic parts to provide better positive samples with obviously less noise. Moreover, we introduce a channel independent training manner to mitigate noise originating from unrelated variables in the multivariate series. By employing a streamlined deep-learning backbone and a comprehensive global contrastive loss function, we prevent noise introduction due to redundant or uneven learning of periodicity and trend. Experimental results show the superior performance of CLeaRForecast in various downstream TSF tasks.