Repetitive Contrastive Learning Enhances Mamba's Selectivity in Time Series Prediction
Wenbo Yan, Hanzhong Cao, Ying Tan
TL;DR
The paper targets robust time series forecasting with Mamba-based models by addressing their limited selectivity and noise suppression. It introduces Repetitive Contrastive Learning (RCL), which pretrains a single Mamba block using Repeating Sequence Augmentation and intra/inter-sequence contrast, then transfers the learned selectivity to backbone models. The approach yields state-of-the-art or competitive improvements across multiple datasets and backbones, with two new metrics (Focus Ratio and Memory Entropy) to quantify selectivity, and demonstrates negligible memory overhead. The findings suggest RCL is broadly applicable to Mamba-based architectures and can enhance forecasting by sharpening timestep attention and denoising capabilities, including under few-shot and missing-data conditions.
Abstract
Long sequence prediction is a key challenge in time series forecasting. While Mamba-based models have shown strong performance due to their sequence selection capabilities, they still struggle with insufficient focus on critical time steps and incomplete noise suppression, caused by limited selective abilities. To address this, we introduce Repetitive Contrastive Learning (RCL), a token-level contrastive pretraining framework aimed at enhancing Mamba's selective capabilities. RCL pretrains a single Mamba block to strengthen its selective abilities and then transfers these pretrained parameters to initialize Mamba blocks in various backbone models, improving their temporal prediction performance. RCL uses sequence augmentation with Gaussian noise and applies inter-sequence and intra-sequence contrastive learning to help the Mamba module prioritize information-rich time steps while ignoring noisy ones. Extensive experiments show that RCL consistently boosts the performance of backbone models, surpassing existing methods and achieving state-of-the-art results. Additionally, we propose two metrics to quantify Mamba's selective capabilities, providing theoretical, qualitative, and quantitative evidence for the improvements brought by RCL.
