We present an approach that incorporates expert knowledge for time-series representation learning. Our method employs expert features to replace the commonly used data transformations in previous contrastive learning approaches. We do this since time-series data frequently stems from the industrial or medical field where expert features are often available from domain experts, while transformations are generally elusive for time-series data. We start by proposing two properties that useful time-series representations should fulfill and show that current representation learning approaches do not ensure these properties. We therefore devise ExpCLR, a novel contrastive learning approach built on an objective that utilizes expert features to encourage both properties for the learned representation. Finally, we demonstrate on three real-world time-series datasets that ExpCLR surpasses several state-of-the-art methods for both unsupervised and semi-supervised representation learning.
@article{arxiv.2206.11517,
title = {Utilizing Expert Features for Contrastive Learning of Time-Series Representations},
author = {Manuel Nonnenmacher and Lukas Oldenburg and Ingo Steinwart and David Reeb},
journal= {arXiv preprint arXiv:2206.11517},
year = {2023}
}