Frequency-Aware Augmentation and Alignment for Time Series Contrastive Learning
TL;DR
A framework of Frequency-Aware Augmentation and Alignment for Time Series Contrastive Learning (FACL), which comprises two key innovations, employs a novel frequency-structured augmentation mechanism based on wavelet transforms and introduces a multi-level contrastive objective that incorporates a subspace alignment strategy.
Abstract
Contrastive learning has become a dominant paradigm for learning time series representations from large-scale unlabeled data. However, current methods are often adapted from computer vision and rely on random time-domain augmentations (e.g., jittering and cropping). Such augmentations can unpredictably disrupt the natural frequency structure of signals, leading to representations failing to capture crucial patterns in the data. To address this, we propose a framework of Frequency-Aware Augmentation and Alignment for Time Series Contrastive Learning (FACL), which comprises two key innovations. First, FACL employs a novel frequency-structured augmentation mechanism based on wavelet transforms. The mechanism constructs controlled and interpretable contrastive views by the structured attenuation and recombination of specific wavelet components. Second, FACL introduces a multi-level contrastive objective that incorporates a subspace alignment strategy. This objective explicitly aligns representations within their corresponding frequency subspaces. Experiments across six forecasting and four classification benchmarks show that FACL achieves superior performance compared to recent baselines. Ablation studies and model analysis highlight the contribution of each component in FACL. Furthermore, low-sample semi-supervised learning experiments confirm the robustness and generalization of FACL.