arXiv:2501.17553cs.LGstat.ML2025-01

用神经映射修复生成时间序列的分布偏差,提升真实度。

Closing the Gap Between Synthetic and Ground Truth Time Series Distributions via Neural Mapping

  • 用U-Net模型学习合成与真实数据间的分布映射,修正生成缺陷。
  • 在多个数据集上显著降低FID、IS和条件FID,提升生成质量。
  • 可适配任意VQ生成方法,适合需要高保真时间序列的研究者。

本文提出NM-VQTSG,一种用于向量量化时间序列生成器的神经映射方法,旨在解决基于向量量化(VQ)的时间序列生成中存在的保真度问题。现有方法如TimeVQVAE虽能生成时间序列,但受限于压缩至离散潜在空间时的信息损失,以及学习到的先验分布与真实分布的偏差,导致生成数据保真度下降。NM-VQTSG采用基于U-Net的神经映射模型,通过修正生成过程引入的伪影,有效弥合合成数据与真实数据的分布差距。该方法可应用于任意VQ生成方法生成的合成数据。我们在UCR时间序列分类数据集上进行了评估,结果表明其在无条件与条件生成任务中均能持续提升生成质量,指标方面显著改善了FID、IS与条件FID,且在数据空间与潜在空间的可视化分析中也验证了效果。代码已开源。

原文摘要 · Abstract (English)

In this paper, we introduce Neural Mapper for Vector Quantized Time Series Generator (NM-VQTSG), a novel method aimed at addressing fidelity challenges in vector quantized (VQ) time series generation. VQ-based methods, such as TimeVQVAE, have demonstrated success in generating time series but are hindered by two critical bottlenecks: information loss during compression into discrete latent spaces and deviations in the learned prior distribution from the ground truth distribution. These challenges result in synthetic time series with compromised fidelity and distributional accuracy. To overcome these limitations, NM-VQTSG leverages a U-Net-based neural mapping model to bridge the distributional gap between synthetic and ground truth time series. To be more specific, the model refines synthetic data by addressing artifacts introduced during generation, effectively aligning the distributions of synthetic and real data. Importantly, NM-VQTSG can be used for synthetic time series generated by any VQ-based generative method. We evaluate NM-VQTSG across diverse datasets from the UCR Time Series Classification archive, demonstrating its capability to consistently enhance fidelity in both unconditional and conditional generation tasks. The improvements are evidenced by significant improvements in FID, IS, and conditional FID, additionally backed up by visual inspection in a data space and a latent space. Our findings establish NM-VQTSG as a new method to improve the quality of synthetic time series. Our implementation is available on \url{https://github.com/ML4ITS/TimeVQVAE}.

时间序列生成神经映射分布对齐数据增强

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