Single-domain generalization (SDG) in time series classification (TSC) poses significant challenges for current time-series domain generalization methods due to the extremely limited data available from only one source domain. In this study, we propose Segment-dErived Expansion of Domains (SEED), a diffusion-based method that effectively expands domain diversity for SDG. We reveal that individual instances exhibit intrinsic temporal shifts over time, which provides a principled foundation for creating multiple pseudo domains by segmenting each instance into distinct parts. To do so, SEED extracts two complementary representations from each time-series segment: 1) a segment-specific representation that captures diverse distributional variations, and 2) a segment-invariant representation that preserves class semantics. SEED formulates these representations as pseudo-domain prompts to guide a diffusion model in generating diverse yet semantically consistent time-series data. Additionally, SEED introduces a novel prompt-fused sampling for diffusion, enabling flexible recombination of segment-specific features to continuously expand the pseudo-domain space. We provide both theoretical analysis and extensive empirical evaluations on four widely used TSC benchmarks to validate its ability in reducing generalization error and improving model's performances in SDG. In our experiments, SEED significantly improves classification accuracy by 7.68% on average compared to the strong baselines.
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Merlin: Multi-View Representation Learning for Robust Multivariate Time Series Forecasting with Unfixed Missing Rates
PDF ↗Multivariate Time Series Forecasting (MTSF) involves predicting future values of multiple interrelated time series. Recently, deep learning-based MTSF models have gained significant attention for their promising ability to mine semantics (global and local information) within MTS data. However, these models are pervasively susceptible to missing values caused by malfunctioning data collectors. These missing values not only disrupt the semantics of MTS, but their distribution also changes over time. Nevertheless, existing models lack robustness to such issues, leading to suboptimal forecasting performance. To this end, in this paper, we propose Multi-View Representation Learning (Merlin), which can help existing models achieve semantic alignment between incomplete observations with different missing rates and complete observations in MTS. Specifically, Merlin consists of two key modules: offline knowledge distillation and multi-view contrastive learning. The former utilizes a teacher model to guide a student model in mining semantics from incomplete observations, similar to those obtainable from complete observations. The latter improves the student model's robustness by learning from positive/negative data pairs constructed from incomplete observations with different missing rates, ensuring semantic alignment across different missing rates. Therefore, Merlin is capable of effectively enhancing the robustness of existing models against unfixed missing rates while preserving forecasting accuracy. Experiments on four real-world datasets demonstrate the superiority of Merlin.
Test-Time Training with Diversified Local Aggregation Consistency for Mortality Prediction using Clinical Time Series
PDF ↗Mortality prediction is necessary for patients in the Intensive Care Unit (ICU). Clinical time series provide essential insights for making accurate predictions. However, existing prediction models often struggle with domain shifts when applied across different domains. Privacy concern hinders model calibration due to the forbidden data sharing across domains. Test-Time Training (TTT) has been increasingly researched to tackle the above issues by updating a source model to each single target sample before inference. While massive vision-based TTT methods are proposed, deploying TTT in clinical time series still faces the unique challenge of temporal imbalance: Time points tend to cluster around specific periods in some patients. Neglecting the temporal imbalance in TTT can make the model biased toward dense local pattern, resulting in unsatisfactory prediction. To overcome this challenge, we propose a novel Test-Time Training method with Diversified Local Aggregation Consistency (DLAC-TTT). During the test-time update, DLAC-TTT focuses on the distinct temporal distributions within each patient, enforcing their local diversity and global consistency through aggregation. In this way, it can mitigate the over-reliance on specific local patterns and well integrate diverse local patterns for global learning. Extensive experiments show that DLAC-TTT can boost the generalization performance across real-world clinical datasets from different medical institutes.
SDE: A Simplified and Disentangled Dependency Encoding Framework for State Space Models in Time Series Forecasting
PDF ↗In recent years, advancements in deep learning have spurred the development of numerous models for Long-term Time Series Forecasting (LTSF). However, most existing approaches struggle to fully capture the complex and structured dependencies inherent in time series data. In this work, we identify and formally define three critical dependencies that are fundamental to forecasting accuracy: order dependency and semantic dependency along the temporal dimension, as well as cross-variate dependency across the feature dimension. These dependencies are often treated in isolation, and improper handling can introduce noise and degrade forecasting performance. To bridge this gap, we investigate the potential of State Space Models (SSMs) for LTSF and emphasize their inherent advantages in capturing these essential dependencies. Additionally, we empirically observe that excessive nonlinearity in conventional SSMs introduce redundancy when applied to semantically sparse time series data. Motivated by this insight, we propose SDE (Simplified and Disentangled Dependency Encoding), a novel framework designed to enhance the capability of SSMs for LTSF. Specifically, we first eliminate unnecessary nonlinearities in vanilla SSMs, thereby improving the suitability for time series forecasting. Building on this foundation, we introduce a disentangled encoding strategy, which empowers SSMs to efficiently model cross-variate dependencies while mitigating interference between the temporal and feature dimensions. Furthermore, we provide rigorous theoretical justifications to substantiate our design choices. Extensive experiments on nine real-world benchmark datasets demonstrate that SDE-enhanced SSMs consistently outperform state-of-the-art time series forecasting models. Our code is available at https://github.com/YukinoAsuna/SAMBA.
Learning Reliable and Intuitive Temporal Logic Rules for Interpretable Time Series Classification
PDF ↗Recently, rule-based time series classification models are widely used in safety-critical scenarios demanding strong interpretability, through providing explicit and rigorous rationales. However, due to the discrepancy between discrete rules and continuous neural networks, the generated rules are not completely consistent with the actual decision-making process, rendering users hesitant to trust the model. Additionally, existing methods learn the role (weight) of each time point independently, which is not in line with human understanding and the consecutive nature of temporal properties. In this paper, we propose a novel neuro-symbolic model named TemporalRule, aiming to automatically learn Signal Temporal Logic (STL) rules for interpretable time series classification. Our model directly optimizes the neural networks representing discrete rules via gradient grafting, producing reliable rules that can exactly determine the classification results. Notably, a temporal logical layer is designed to simulate expressive temporal operators, including one 2-predicate operator (Until) and two 2-level composite operators (EA and AE), through adaptively learning the time bounds of involved intervals. That creates consistent weights for consecutive time points, enhancing the intuitiveness of derived rules. Extensive experiments on diverse real-world datasets in safety-critical domains show that TemporalRule achieves superior and stable classification accuracy compared to state-of-the-art rule-based approaches, and the learned rules can precisely and concisely explicate the classification results, leading to a trustable model.
Stock selection, which aims to predict stock prices and identify the most profitable ones, is a crucial task in finance. While existing methods primarily focus on developing model structures and building graphs for improved selection, pre-training strategies remain underexplored in this domain. Current stock series pre-training follows methods from other areas without adapting to the unique characteristics of financial data, particularly overlooking stock-specific contextual information and the non-stationary nature of stock prices. Consequently, the latent statistical features inherent in stock data are underutilized. In this paper, we propose three novel pre-training tasks tailored to stock data characteristics: stock code classification, stock sector classification, and moving average prediction. We develop the Stock Specialized Pre-trained Transformer (SSPT) based on a two-layer transformer architecture. Extensive experimental results validate the effectiveness of our pre-training methods and provide detailed guidance on their application. Evaluations on five stock datasets, including four markets and two time periods, demonstrate that SSPT consistently outperforms the market and existing methods in terms of both cumulative investment return ratio and Sharpe ratio. Additionally, our experiments on simulated data investigate the underlying mechanisms of our methods, providing insights into understanding price series. Our code is publicly available at: https://github.com/astudentuser/Pre-training-Time-Series-Models-with-Stock-Data-Customization.
Mitigating Data Imbalance in Time Series Classification Based on Counterfactual Minority Samples Augmentation
PDF ↗Imbalanced Time-Series Classification is a critical, yet challenging task across a spectrum of real-world applications. Previous oversampling and generative approaches primarily target the minority class and often rely on static decision boundaries or similarity-based heuristics. However, these methods overlook the underlying causal factors that govern the distinction between majority and minority classes, particularly in scenarios with ambiguous class boundaries. As a result, the generated samples may fail to enhance class separability, thereby limiting improvements in classification performance. To this end, we propose a CounterFactual Augmentation Minority Generation (CFAMG) method based on generative models that aims to discover the causal factors that determine different classes from a causality perspective. Specifically, our method first utilizes a disentangled classifier to distinguish between causal and non-causal factors. Next, we perform counterfactual intervention by replacing the causal factors of majority class samples with those from minority class samples, creating an intervened latent representation that reflects minority characteristics while preserving essential structures. Finally, the trained minority class decoder generates counterfactual minority samples that resemble real minority instances yet remain distinguishable from the original majority class. Extensive experiments demonstrate that our method outperforms state-of-the-art methods in both univariate and multivariate imbalanced time-series classification tasks. The code is published at https://github.com/WangLei-CQU/CFAMG.
FreRA: A Frequency-Refined Augmentation for Contrastive Learning on Time Series Classification
PDF ↗Contrastive learning has emerged as a competent approach for unsupervised representation learning. However, the design of an optimal augmentation strategy, although crucial for contrastive learning, is less explored for time series classification tasks. Existing predefined time-domain augmentation methods are primarily adopted from vision and are not specific to time series data. Consequently, this cross-modality incompatibility may distort the semantically relevant information of time series by introducing mismatched patterns into the data. To address this limitation, we present a novel perspective from the frequency domain and identify three advantages for downstream classification: 1) the frequency component naturally encodes global features, 2) the orthogonal nature of the Fourier basis allows easier isolation and independent modifications of critical and unimportant information, and 3) a compact set of frequency components can preserve semantic integrity. To fully utilize the three properties, we propose the lightweight yet effective Frequency-Refined Augmentation (FreRA) tailored for time series contrastive learning on classification tasks, which can be seamlessly integrated with contrastive learning frameworks in a plug-and-play manner. Specifically, FreRA automatically separates critical and unimportant frequency components. Accordingly, we propose semantic-aware Identity Modification and semantic-agnostic Self-adaptive Modification to protect semantically relevant information in the critical frequency components and infuse variance into the unimportant ones respectively. Theoretically, we prove that FreRA generates semantic-preserving views. Empirically, we conduct extensive experiments on two benchmark datasets, including UCR and UEA archives, as well as five large-scale datasets on diverse applications. FreRA consistently outperforms ten leading baselines on time series classification, anomaly detection, and transfer learning tasks, demonstrating superior capabilities in contrastive representation learning and generalization in transfer learning scenarios across diverse datasets. The code is available at https://github.com/Tian0426/FreRA.
The advent of universal time series forecasting models has revolutionized zero-shot forecasting across diverse domains, yet the critical role of data diversity in training these models remains underexplored. Existing large-scale time series datasets often suffer from inherent biases and imbalanced distributions, leading to suboptimal model performance and generalization. To address this gap, we introduce BLAST, a novel pre-training corpus designed to enhance data diversity through a balanced sampling strategy. First, BLAST incorporates 321 billion observations from publicly available datasets and employs a comprehensive suite of statistical metrics to characterize time series patterns. Then, to facilitate pattern-oriented sampling, the data is implicitly clustered using grid-based partitioning. Furthermore, by integrating grid sampling and grid mixup techniques, BLAST ensures a balanced and representative coverage of diverse patterns. Experimental results demonstrate that models pre-trained on BLAST achieve state-of-the-art performance with a fraction of the computational resources and training tokens required by existing methods. Our findings highlight the pivotal role of data diversity in improving both training efficiency and model performance for the universal forecasting task.
Semantics-Aware Patch Encoding and Hierarchical Dependency Modeling for Long-Term Time Series Forecasting
PDF ↗Time series forecasting is a vital task with widespread applications. While recent advancements have adopted patching to enrich short-term context, existing encoding methods often struggle to capture the diverse semantics within patches, resulting in semantic information loss and limited model performance. Moreover, most long-term dynamics modeling approaches rely on homogeneous architectures with fixed receptive fields, inevitably sacrificing either performance or efficiency. To address these challenges, we propose Mixture of Universals (MoU), a novel framework designed to prevent semantic loss during patch encoding and efficiently enhance long-term dynamics through a hybrid approach. Specifically, MoU is consist of two novel designs: Mixture of Feature Extractors (MoF) and Mixture of Architectures (MoA). MoF introduces a semantics-aware encoding mechanism that selectively activates the corresponding sub-extractor based on the semantic context of input patches, preserving diverse temporal patterns and mitigating information loss. MoA, on the other hand, hierarchically captures long-term dependency with progressively expanded receptive field, improving model performance while maintaining relatively low computational costs. We conducted extensive experiments on seven real-world datasets, and the results demonstrate the superiority of our model. Our Code is available at https://github.com/lunaaa95/mou/.
Despite the advancements in quantum convolution or quanvolution, challenges persist in making quanvolution scalable, efficient, and applicable to multi-dimensional data. Existing quanvolutional networks heavily rely on classical layers, with minimal quantum involvement due to inherent limitations in current quanvolution algorithms. Moreover, the application of quanvolution in the domain of 1D data remains largely unexplored. To address these limitations, we propose a new quanvolution algorithm-Quanv1D-capable of processing arbitrary-channel 1D data, handling variable kernel sizes, and generating a customizable number of feature maps, along with a classification network-fully quanvolutional network (FQN)-built solely using Quanv1D layers. Quanv1D is inspired by the classical Conv1D and stands out from the quanvolution literature by being fully trainable, modular, and freely scalable with a self-regularizing feature. To evaluate FQN, we tested it on 20 UEA and UCR time series datasets, both univariate and multivariate, and benchmarked its performance against state-of-the-art convolutional models (both quantum and classical). We found FQN to outperform all compared models in terms of average accuracy while using significantly fewer parameters. Additionally, to assess the viability of FQN on real hardware, we conducted a shot-based analysis across all the datasets to simulate statistical quantum noise and found our model robust and equally efficient.
Robust and Explainable Detector of Time Series Anomaly via Augmenting Multiclass Pseudo-Anomalies
PDF ↗Unsupervised anomaly detection in time series has been a pivotal research area for decades. Current mainstream approaches focus on learning normality, on the assumption that all or most of the samples in the training set are normal. However, anomalies in the training set (i.e., anomaly contamination) can be misleading. Recent studies employ data augmentation to generate pseudo-anomalies and learn the boundary separating the training samples from the augmented samples. Although this approach mitigates anomaly contamination if augmented samples mimic unseen real anomalies, it suffers from several limitations. (1) Covering a wide range of time series anomalies is challenging. (2) It disregards augmented samples that resemble normal samples (i.e., false anomalies). (3) It places too much trust in the labels of training and augmented samples. In response, we propose RedLamp, which employs diverse data augmentations to generate multiclass pseudo-anomalies and learns the multiclass boundary. Such multiclass pseudo-anomalies cover a wide variety of time series anomalies. We conduct multiclass classification using soft labels, which prevents the model from being overconfident and ensures its robustness against contaminated/false anomalies. The learned latent space is inherently explainable as it is trained to separate pseudo-anomalies into multiclasses. Extensive experiments demonstrate the effectiveness of RedLamp in anomaly detection and its robustness against anomaly contamination.
Understanding human mobility patterns is a complex challenge that requires modeling both node-oriented time series (e.g., population) and edge-oriented time series (e.g., population flows) within graph topologies across time. While previous methods have focused on either node-oriented time series or interactions, the synergistic integration of these two modalities has proven difficult to achieve. In this paper, we propose BINTS (BI-modal learning for Networked Time Series), a novel bi-modal learning framework that employs soft contrastive learning along the temporal axis. BINTS captures modality similarities and temporal patterns by simultaneously learning from evolving node-oriented time series and interactions, solving the limitations of single-modality approaches. To evaluate our method, we curate comprehensive multi-modal human mobility datasets spanning diverse locations and times. Our experimental results demonstrate that BINTS significantly outperforms existing forecasting models by capturing synergies across different data modalities. Overall, we establish BINTS as a powerful technique for holistically understanding and forecasting complex mobility dynamics. For reproducibility, the source code of our framework is available at https://github.com/kaist-dmlab/BINTS.
Time-series unsupervised domain adaptation (TS-UDA) is essential in fields such as healthcare and manufacturing, where data often consists of distinct entities, such as individual patients or machinery. This heterogeneity leads to discrepancies not only in feature distributions but also in label distributions, posing a significant challenge for domain adaptation. However, prior studies have mostly focused on alleviating covariate shifts, resulting in predicted target labels that are often biased toward the source domain's label distribution. To address this issue, we propose Time-series domain Adaptation for mitigating Label Shifts (TA4LS), a novel label refinement approach. TA4LS leverages the consistency between predicted labels and clustering information obtained from the unique characteristics that differentiate each label in the target domain. Furthermore, our approach as a plug-in module achieves performance improvements across diverse existing unsupervised domain adaptation methods, particularly in scenarios with significant discrepancies between source and target label distributions. In experiments on four benchmark datasets with label shifts, TA4LS demonstrates superior performance across six unsupervised domain adaptation methods and six label shift handling modules.
Recently, we have been inundated with dynamic, time-evolving activity data streams generated by various individual IoT/sensor devices (e.g., healthcare devices and factory equipment). What would be the ideal mechanism for adaptively summarizing and modeling individual and local activities directly on small IoT devices with limited computing resources? In this paper, we present MicroAdapt, which comprises scalable and effective algorithms for modeling and forecasting time-evolving data streams. Our proposed method has the following advantages: (a) Adaptivity: it continuously monitors the latest time-series patterns in data streams, recognizes any sudden changes, updates model parameters, and enables real-time, long-range forecasting; (b) Any-time processing: it operates on a large collection of data streams, requiring a constant time (i.e., O(1)) for model updates and future predictions, at any point in time; (c) Lightweight computing: it does not require high-performance computing machines equipped with powerful GPUs, such as those used in deep learning, and can run on lightweight computers or even ''edge'' computing devices, such as Raspberry Pi. Intuitively, our method is inspired by the concept of an evolutionary adaptation mechanism of microorganisms, and thus it enables adaptive, any-time, lightweight model estimation and summarization of non-stationary data streams whose time-series patterns are constantly changing over time. We conduct extensive experiments on real datasets and demonstrate that MicroAdapt effectively captures important time-series patterns in the data streams, makes long-range forecasts, and consistently outperforms the existing state-of-the-art methods (e.g., TSMixer) as regards accuracy and execution speed. MicroAdapt improves accuracy by about 60% for MSE and 30% for MAE, while reducing computation time by up to six orders of magnitude (more than 100,000 times). We also applied our analytics to experiments implemented on Raspberry Pi with real IoT data streams, thus demonstrating the practicality and effectiveness of our approach. In fact, our proposed method required less than 1.95GB of memory and consumed less than 1.69W of power.
Beyond Fixed Variables: Expanding-variate Time Series Forecasting via Flat Scheme and Spatio-temporal Focal Learning
PDF ↗Multivariate Time Series Forecasting (MTSF) has long been a key research focus. Traditionally, these studies assume a fixed number of variables, but in real-world applications, Cyber-Physical Systems often expand as new sensors are deployed, increasing variables in MTSF. In light of this, we introduce a novel task, Expanding-variate Time Series Forecasting (EVTSF). This task presents unique challenges, specifically (1) handling inconsistent data shapes caused by adding new variables, and (2) addressing imbalanced spatio-temporal learning, where expanding variables have limited observed data due to the necessity for timely operation. To address these challenges, we propose STEV, a flexible spatio-temporal forecasting framework. STEV includes a new Flat Scheme to tackle the inconsistent data shape issue, which extends the graph-based spatio-temporal modeling architecture into 1D space by flattening the 2D samples along the variable dimension, making the model variable-scale-agnostic while still preserving dynamic spatial correlations through a holistic graph. Additionally, we introduce a novel Spatio-temporal Focal Learning strategy that incorporates a negative filter to resolve potential conflicts between contrastive learning and graph representation, and a focal contrastive loss as its core to guide the framework to focus on optimizing the expanding variables. To evaluate the effectiveness of STEV, we benchmark EVTSF performance on three real-world datasets from various domains and compare it against three potential solutions employing state-of-the-art (SOTA) MTSF models tailored for EVSTF. Experimental results show that STEV significantly outperforms its competitors, especially in handling expanding variables. Notably, STEV, with only 5% of observations during the expanding period, is on par with SOTA MTSF models trained with complete data. Further exploration of various expanding scenarios underscores the generalizability of STEV in real-world applications.
TimeCapsule: Solving the Jigsaw Puzzle of Long-Term Time Series Forecasting with Compressed Predictive Representations
PDF ↗Recent deep learning models for Long-term Time Series Forecasting (LTSF) often emphasize complex, handcrafted designs, while simpler architectures like linear models or MLPs have often outperformed these intricate solutions. In this paper, we revisit and organize the core ideas behind several key techniques, such as redundancy reduction and multi-scale modeling, which are frequently employed in advanced LTSF models. Our goal is to streamline these ideas for more efficient deep learning utilization. To this end, we introduce TimeCapsule, a model built around the principle of high-dimensional information compression that unifies these techniques in a generalized yet simplified framework. Specifically, we model time series as a 3D tensor, incorporating temporal, variate, and level dimensions, and leverage mode production to capture multi-mode dependencies while achieving dimensionality compression. We propose an internal forecast within the compressed representation domain, supported by the Joint-Embedding Predictive Architecture (JEPA), to monitor the learning of predictive representations. Extensive experiments on challenging benchmarks demonstrate the versatility of our method, showing that TimeCapsule can achieve state-of-the-art performance. The code is available at: https://github.com/Luoauoa/TimeCapsule.git.
Recent successes in diffusion probabilistic models have demonstrated their strength in modeling and generating different types of data, paving the way for their application in generative time series forecasting. However, most existing diffusion based approaches rely on sequential models and unimodal latent variables to capture global dependencies and model entire observable data, resulting in difficulties when it comes to highly stochastic time series data. In this paper, we propose a novel Stochastic Diffusion (StochDiff) model that integrates the diffusion process into time series modeling stage and utilizes the representational power of the stochastic latent spaces to capture the variability of the stochastic time series data. Specifically, the model applies diffusion module at each time step within the sequential framework and learns a step-wise, data-driven prior for generative diffusion process. These features enable the model to effectively capture complex temporal dynamics and the multi-modal nature of the highly stochastic time series data. Through extensive experiments on real-world datasets, we demonstrate the effectiveness of our proposed model for probabilistic time series forecasting, particularly in scenarios with high stochasticity. Additionally, with a real-world surgical use case, we highlight the model's potential in a medical application.
Imputation via Domain Adaptation: Rethinking Variable Subset Forecasting from Knowledge Transfer
PDF ↗Multivariate time series forecasting in practical deployment faces a critical challenge termed Variable Subset Forecasting (VSF), where certain variables accessible during training are entirely missing during inference. This creates a stark discrepancy between the training (source domain with full variables) and inference (target domain with partial variables) environments, disrupting cross-variable dependencies and fragmenting global temporal patterns. Existing imputation methods, limited to transferring local knowledge (e.g., temporal neighbors or pairwise correlations), fail to capture essential global dynamics, leading to severe performance degradation under distribution shifts. To address these challenges, we redefine VSF as a cross-domain knowledge transfer problem and propose VIDA, a framework that systematically transfers Variable Invariant knowledge from complete to partial observations through Domain Adaptation. Key to our approach is (1) Global time-frequency joint representation learning, which encodes temporal dynamics via dilated convolutions and captures low-frequency spectral consistency using Fourier neural operators, and (2) Sinkhorn-regularized distribution alignment to bridge non-overlapping feature supports across domains via optimal transport. Unlike imputation-first methods, VIDA enforces task-driven consistency by jointly optimizing predictions on reconstructed and original data, ensuring the transferred knowledge directly enhances forecasting robustness. Extensive experiments across four real-world datasets show that VIDA outperforms state-of-the-art imputation methods by 25% on average with partially observed variables. This work establishes a new paradigm for variable-missing scenarios by unifying imputation and forecasting through principled knowledge transfer.
Current deep learning approaches for lithium-ion battery analysis are often specialized and limited to specific battery types or individual tasks. While recent advances in large language models (LLMs) highlight the potential of pretraining paradigms, existing time-series pretraining models inadequately address the physicochemical complexity and temporal irregularity inherent to battery operational data. We propose LiPM, a pretrained foundation model that unifies multi-dataset learning through physics-aware objectives and irregularity-tolerant temporal modeling. LiPM introduces three key innovations: (1) A Mix-Masked Autoencoder (MMAE) enforcing electrochemical consistency via joint reconstruction of temporally masked patches and cross-channel masked variables(2) A Coulombic Integration Regression (CIR) task explicitly encoding charge conservation laws, and (3) A dual-scale temporal encoder combining irregular intra-patch processing (preserving raw timestamps) with regular inter-patch attention (capturing macroscopic dynamics). Trained on eight heterogeneous battery datasets without cycle-label annotations, LiPM demonstrates universal applicability across partial charge-discharge segments and irregular sampling protocols. Extensive experiments show remarkable improvements over 9 state-of-the-art baselines in critical downstream tasks.