Mobile usage traces are critical for tasks such as user behavior prediction and app recommendation, yet their use is constrained by privacy restrictions and costly large-scale data collection. Although generative models perform well on general time series, their application to mobile usage data remains challenging because (i) limited user activity causes severe sparsity, (ii) heterogeneous variable types complicate joint modeling, and (iii) functional differences across apps create pronounced usage imbalance. To address these challenges, we propose Multivariate-Imaging Diffusion (MIDiff), a diffusion-based framework operating in an imaging space defined by Cross-Gramian Angular Sum Field (C-GASF). C-GASF transforms sparse multivariate sequences into correlation images, while MIDiff employs Triple Attention in a U-Net to preserve temporal consistency and variable dependencies. Experiments show that MIDiff achieves state-of-the-art performance across fidelity metrics. In particular, it obtains a Discriminative Accuracy (DA) of 0.1526, compared with 0.3476 for the strongest baseline, ZITS-VAE, demonstrating its effectiveness in generating realistic and diverse mobile usage traces. Our code is available at https://github.com/YilaiLiu-HKU/MIDiff.
Mohamed Gueye, Yazid Attabi, Manuel Morales +1cs.LG
The generation of synthetic relational databases often involves modeling complex temporal dynamics, such as transaction logs or event sequences. A significant challenge in this domain is the handling of categorical time series (e.g., status codes), where standard encoding methods like one-hot encoding fail to capture intrinsic frequency-domain features such as seasonality and cyclicity. In this paper, we introduce Sequential RC-TGAN (Seq. RC-TGAN), a temporal extension of the RC-TGAN framework, equipped with a novel integrated loss function based on the \textit{Spectral Envelope Theory}. This differentiable loss allows the generator to directly optimize the preservation of latent periodic structures via backpropagation. While spectral envelope theory is inherently designed for categorical sequences, we extend this frequency-domain regularization to continuous time series by employing a Variational Gaussian Mixture Model (VGM) discretization strategy. To establish a mathematically rigorous evaluation standard, we simulate categorical time series governed by a parameter $α$, with exactly known theoretical spectral envelopes. Integrating these dynamic sequences into the child tables of a relational database yields a robust ground-truth benchmark for evaluating the frequency-domain fidelity of our generative framework. Furthermore, we address the lack of robust evaluation standards for relational time series by proposing two new metrics: Spectral Density Divergence and Spectral Envelope Divergence. Experimental results on real-world datasets, as well as our simulated benchmarks, demonstrate that our end-to-end approach significantly outperforms state-of-the-art systems in reproducing cyclic patterns and long-term seasonality across both categorical and continuous features.
Rare events in time series are critical to model but hard to learn due to data scarcity. Current generative models struggle with extreme values. We observe that rare events leave distinct topological fingerprints - transitions in Betti numbers from point-cloud embeddings - that are more stable and discriminative than statistical moments. We introduce PHINN, a flow-matching framework using dynamic Betti curves as conditioning signals and a persistence landscape loss for homology consistency. It scales to multivariate data, includes a natural-language interface to set Betti targets, supports cross-domain meta-learning and few-shot generation, and provides certified adversarial robustness. On financial, epidemiological, and multi-modal benchmarks, PHINN outperforms statistical and diffusion baselines in topological fidelity (beta-RMSE down 41-63%, transition accuracy up 84%) and matches jump-diffusion models in tail coverage while exceeding them in shape fidelity. All results have 95% confidence intervals.
Synthesizing realistic time series with generative models has wide-ranging applications in real-world scenarios. Despite recent progress, most existing methods are trained under the assumption of abundant training data, which substantially limits their effectiveness in data-scarce settings. In this paper, we propose TimeMoDE, a novel framework that integrates Diffusion Transformers with Mixture-of-Experts to exploit both domain adaptability and diffusion-stage awareness for time series generation under data scarcity. It is pre-trained on a large-scale collection of multi-domain datasets to extract domain-agnostic temporal representations and domain-specific information benefiting generalization during fine-tuning. We propose Domain Prompts to condition expert assignment for indistinguishable noised tokens, mitigating the limitations of capturing inter-dataset relationships. Moreover, we incorporate diffusion timestep signals to equip the experts with awareness of time series degradation variations, facilitating adaptive calibrate to stage-dependent denoising requirements. Extensive experiments demonstrate that TimeMoDE outperforms existing methods under diverse low-data settings. It establishes an innovative paradigm for advanced time series few-shot generation.
Mingshi Cui, Kevin Eng, Justin T. Greene +5stat.AP cs.LG stat.OT
Surface winds can vary substantially from one minute to the next, so there is scope for studying its variation on this fine time scale. Restricting to the month of June to minimize seasonality, this work develops a range of machine learning models for generating realistic time series of surface wind vectors at a site in Lamont, Oklahoma based on more than 30 years of high quality measurements at the minute time scale. Such a generator could be used as an input into models from a range of disciplines, notably for wind energy, but also wildfire spread and aviation, among others. The data show complex diurnal structures in both wind speed and direction that would be challenging to capture with standard time series models, so we consider a number of machine learning approaches to producing a stochastic wind generator based on time vector-quantized variational autoencoders. We consider generating a day's worth of data at a time and generating a day of wind vectors conditional on the previous day's winds. We also study methods for incorporating a discrete weather state variable in the generator. We evaluate the generators using a wide range of formal and informal methods. The best of these generators can capture many but not all of the complex features present in the observational data. In particular, the best of our approaches accurately mimic diurnal changes in wind volatility but struggle to match the observed distribution of extreme wind speeds.
Konrad J. Mueller, Nikita Zozoulenko, Ben Wood +2cs.LG q-fin.ST
Generating realistic financial time series is challenging as training data is often limited to a single historical path. With such scarce data, overfitting is hard to avoid, especially under adversarial training where a trained discriminator can memorize the training samples. To mitigate this, recent approaches train generators to minimize the discrepancy between untrained feature representations of real and generated time series. In these works, the feature maps are based on path signatures, which can fail to capture relevant time series properties at tractable truncation depths. In this work, we instead train generators by matching random convolutional features of real and generated time series. Existing random convolutional feature maps, such as Rocket and Hydra, have been shown to provide informative representations of real-world time series, but cannot supervise generative models because they are non-differentiable. We introduce SOCK (SOft Competing Kernels), a fully differentiable random convolutional feature map, suited to train generative time series models. We show that generators trained by matching random SOCK features consistently outperform signature and diffusion baselines across a wide range of small-sample financial datasets. We further demonstrate SOCK's expressiveness on two-sample hypothesis testing and time series classification tasks, where SOCK matches or outperforms existing unsupervised feature maps.
Generating realistic time series is essential for scientific research and real-world applications. However, existing methods often emphasize overall distributional fidelity while failing to faithfully capture extreme events. To advance existing research, we propose E4GEN, an explainable diffusion framework for extreme event-aware time-series generation. E4GEN provides systematic insights into when, what, and how to control extreme-event generation through three key components. First, E-Activator learns the dataset-adaptive extreme-control signal activation step during the denoising process without interfering with regular temporal components, including trend and seasonality. Second, E-Predictor determines what control signal to enforce through Self-Driven Semantic Prediction, where each sample derives its own control signal by inferring latent extreme-event information during generation. It also includes a novel Data-Conditioned Training, Noise-Initiated Sampling mechanism to address the issue of unavailable training labels. Third, E-Control specifies how to control extreme-event generation through a trainable Extreme Control Network, which transforms the semantic control signal into layer-wise signals and injects it into the denoising process. We evaluate E4GEN on six datasets with 17 metrics, and extensive experiments show that E4GEN outperforms state-of-the-art models across multiple dimensions, including overall fidelity, extreme-event fidelity, and downstream utility.