Structure-preserving contrastive learning for spatial time series

• Regularisers at two scales are introduced for contrastive learning of spatial time series. • The regularisers preserve fine-grained similarity structures across time or instances. • A dynamic mechanism balances contrastive learning and structure preservation. • State-of-the-arts in spatial time series classification and multi-scale traffic prediction. • Better preservation of similarity structures implies more informative representations. Neural network models are increasingly applied in transportation research to tasks such as prediction. The effectiveness of these models largely relies on learning meaningful latent patterns from data, where self-supervised learning of informative representations can enhance model performance and generalisability. However, self-supervised representation learning for spatially characterised time series, which are ubiquitous in transportation domain, poses unique challenges due to the necessity of maintaining fine-grained spatio-temporal similarities in the latent space. In this study, we introduce two structure-preserving regularisers for the contrastive learning of spatial time series: one regulariser preserves the topology of similarities between instances, and the other preserves the graph geometry of similarities across spatial and temporal dimensions. To balance the contrastive learning objective and the need for structure preservation, we propose a dynamic weighting mechanism that adaptively manages this trade-off and stabilises training. We validate the proposed method through extensive experiments, including multivariate time series classification to demonstrate its general applicability, as well as macroscopic and microscopic traffic prediction to highlight its particular usefulness in encoding traffic interactions. Across all tasks, our method preserves the similarity structures more effectively and improves state-of-the-art task performances. This method can be integrated with an arbitrary neural network model and is particularly beneficial for time series data with spatial or geographical features. Furthermore, our findings suggest that well-preserved similarity structures in the latent space indicate more informative and useful representations. This provides insights to design and optimise more effective neural networks for data-driven transportation research. Our code is made openly accessible with all resulting data at https://github.com/yiru-jiao/spclt .