# Learning by Shifting: Temporal View Construction for Time Series Contrastive Learning

arXiv: https://arxiv.org/abs/2606.21957 · HTML: https://mlsanity.com/paper/2606.21957/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 12 of its 21 references that are in the map.
- First posted on arXiv 20 Jun 2026.

## Builds on (most cited first, 12 of 12)

- [A Simple Framework for Contrastive Learning of Visual Representations](https://mlsanity.com/paper/2002.05709/) (2020)
- [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)
- [Emerging Properties in Self-Supervised Vision Transformers](https://mlsanity.com/paper/2104.14294/) (2021)
- [Unsupervised Representation Learning by Predicting Image Rotations](https://mlsanity.com/paper/1803.07728/) (2018)
- [Context Encoders: Feature Learning by Inpainting](https://mlsanity.com/paper/1604.07379/) (2016)
- [Unsupervised Learning of Visual Representations by Solving Jigsaw Puzzles](https://mlsanity.com/paper/1603.09246/) (2016)
- [TS2Vec: Towards Universal Representation of Time Series](https://mlsanity.com/paper/2106.10466/) (2021)
- [The UCR Time Series Archive](https://mlsanity.com/paper/1810.07758/) (2018)
- [InceptionTime: Finding AlexNet for Time Series Classification](https://mlsanity.com/paper/1909.04939/) (2019)
- [SimMTM: A Simple Pre-Training Framework for Masked Time-Series Modeling](https://mlsanity.com/paper/2302.00861/) (2023)
- [Time Series Contrastive Learning with Information-Aware Augmentations](https://mlsanity.com/paper/2303.11911/) (2023)

## Abstract (arXiv)

Supervised learning demands large quantities of labeled data, a bottleneck that is expensive and reliant on domain-specific expertise. Self-supervised learning, particularly contrastive learning, has emerged as a compelling alternative, enabling rich representation learning directly from unlabeled data. Yet its success hinges critically on the design of positive and negative sample pairs. Existing approaches for time series rely on hand-crafted augmentations and masking heuristics that embed strong domain assumptions, often limiting generalization across diverse temporal patterns and potentially introducing spurious correlations. In this work, we challenge this paradigm by demonstrating that explicitly encoding temporal shift invariance through a simple, deterministic view construction is sufficient to learn strong representations for time series classification. By exploiting temporal structure, our method, Shift Invariant Feature Training (ShiFT), achieves state-of-the-art performance on six diverse real-world time series benchmark datasets, as well as the UCR and UEA archives, while reducing training time. Beyond empirical performance, we present a systematic analysis of contrastive learning dynamics in time series settings, examining the effects of batch size and the number of negatives on downstream performance. Our findings provide practical insights for designing efficient contrastive learning frameworks for time series representation learning. The source code is publicly available at https://github.com/sfi-norwai/ShiFT.