DISENTANGLING TIME SERIES REPRESENTATIONS VIA CONTRASTIVE INDEPENDENCE-OF-SUPPORT ON l-VARIATIONAL INFERENCE

Learning disentangled representations for time series is a promising path to facilitate reliable generalization to in- and out-of distribution (OOD), offering benefits like feature derivation and improved interpretability and fairness, thereby enhancing downstream tasks. We focus on disentangled representation learning for home appliance electricity usage, enabling users to understand and optimize their consumption for a reduced carbon footprint. Our approach frames the problem as disentangling each attribute's role in total consumption. Unlike existing methods assuming attribute independence which leads to non-identiability, we acknowledge real-world time series attribute correlations, learned up to a smooth bijection using contrastive learning and a single autoencoder. To address this, we propose a Disentanglement under Independence-Of-Support via Contrastive Learning (DIOSC), facilitating representation generalization across diverse correlated scenarios. Our method utilizes innovative l-variational inference layers with self-attention, effectively addressing temporal dependencies across bottom-up and top-down networks. We find that DIOSC can enhance the task of representation of time series electricity consumption. We introduce TDS (Time Disentangling Score) to gauge disentanglement quality. TDS reliably reflects disentanglement performance, making it a valuable metric for evaluating time series representations disentanglement. Code available at https://institut-polytechnique-de-paris.github.io/time-disentanglement-lib.