Enhancing Masked Time-Series Modeling via Dropping Patches
Not on the map. Why?
Abstract (arXiv)
This paper explores how to enhance existing masked time-series modeling by randomly dropping sub-sequence level patches of time series. On this basis, a simple yet effective method named DropPatch is proposed, which has two remarkable advantages: 1) It improves the pre-training efficiency by a square-level advantage; 2) It provides additional advantages for modeling in scenarios such as in-domain, cross-domain, few-shot learning and cold start. This paper conducts comprehensive experiments to verify the effectiveness of the method and analyze its internal mechanism. Empirically, DropPatch strengthens the attention mechanism, reduces information redundancy and serves as an efficient means of data augmentation. Theoretically, it is proved that DropPatch slows down the rate at which the Transformer representations collapse into the rank-1 linear subspace by randomly dropping patches, thus optimizing the quality of the learned representations
Key facts. Cited by 5 papers in the map (data through 14 Oct 2026). Builds on 16 of its 48 references that are in the map. First posted on arXiv 19 Dec 2024.
Builds on
16 of 48 references.
References · 16
- 2018BERT: Pre-training of Deep Bidirectional Transformers for Language Understandingcited by 40,399
- 2023GPT-4 Technical Reportcited by 18,396
- 2019RoBERTa: A Robustly Optimized BERT Pretraining Approachcited by 13,372
- 2016Gaussian Error Linear Units (GELUs)cited by 3,502
- 2021BEiT: BERT Pre-Training of Image Transformerscited by 2,375
- 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 2,039
- 2020Rethinking Attention with Performerscited by 1,601
- 2023iTransformer: Inverted Transformers Are Effective for Time Series Forecastingcited by 931
- 2024Unified Training of Universal Time Series Forecasting Transformerscited by 614
- 2024MOMENT: A Family of Open Time-series Foundation Modelscited by 482
- 2021Monash Time Series Forecasting Archivecited by 267
- 2024Foundation Models for Time Series Analysis: A Tutorial and Surveycited by 239
4 more
- 2024Timer: Generative Pre-trained Transformers Are Large Time Series Modelscited by 208
- 2022CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecastingcited by 144
- 2023TimeMAE: Self-Supervised Representations of Time Series with Decoupled Masked Autoencoderscited by 44
- 2023Never Train from Scratch: Fair Comparison of Long-Sequence Models Requires Data-Driven Priorscited by 34
Built on by
Citing papers per year: 2025: 1; 2026: 4.
5 papers.
- 2025Sensor Calibration Model Balancing Accuracy, Real-time, and Efficiencycited by 0
- 2026TFEC: Multivariate Time-Series Clustering via Temporal-Frequency Enhanced Contrastive Learningcited by 0
- 2026CoRe-ECG: Advancing Self-Supervised Representation Learning for 12-Lead ECG via Contrastive and Reconstructive Synergycited by 0
- 2026Dywave: Event-Aligned Dynamic Tokenization for Heterogeneous IoT Sensing Signalscited by 0
- 2026Velocity-coupled Representation Refinement for Satellite Orbit Predictioncited by 0
- 2026Velocity-coupled Representation Refinement for Satellite Orbit Prediction24 Aug 2026
- 2026Dywave: Event-Aligned Dynamic Tokenization for Heterogeneous IoT Sensing Signals13 May 2026
- 2026CoRe-ECG: Advancing Self-Supervised Representation Learning for 12-Lead ECG via Contrastive and Reconstructive Synergy13 Apr 2026
- 2026TFEC: Multivariate Time-Series Clustering via Temporal-Frequency Enhanced Contrastive Learning12 Jan 2026
- 2025Sensor Calibration Model Balancing Accuracy, Real-time, and Efficiency10 Nov 2025