用扩散模型实现快速且连贯的条件时间序列生成,同时利用元数据和观测值。
WaveStitch: Flexible and Fast Conditional Time Series Generation with Diffusion Models
- 双源条件:同时使用元数据和部分观测值进行生成。
- 误差低1.81倍,速度比自回归方法快166.48倍。
- 适合需要快速生成高质量时间序列的场景,如预测与填补。
在条件约束下生成时间序列对预测、插补和生成任务至关重要。这类数据通常包含元数据和部分观测信号,共同影响生成结果。然而现有方法存在三大局限:(1) 仅依赖元数据或观测值,很少同时使用二者;(2) 训练时方法难以泛化到未见场景,推理时方法忽略元数据;(3) 生成速度与时间连贯性之间存在权衡——自回归方法慢但连贯,并行方法快但不连贯。我们提出 WaveStitch,一种基于扩散模型的新方法,通过:(1) 双源条件机制,同时利用元数据和部分观测信号;(2) 混合训练-推理架构,在训练中融入元数据,推理时通过梯度引导结合观测;(3) 创新流水线式生成范式,分段并行生成时间窗口,并通过推理时条件损失与拼接机制保持连贯性。在多个数据集上,WaveStitch 能适应任意观测模式,均方误差比当前最优方法降低 1.81 倍,生成速度最高达自回归方法的 166.48 倍,同时保持时间连贯性。代码已开源:https://github.com/adis98/WaveStitch。
原文摘要 · Abstract (English)
Generating temporal data under conditions is crucial for forecasting, imputation, and generative tasks. Such data often has metadata and partially observed signals that jointly influence the generated values. However, existing methods face three key limitations: (1) they condition on either the metadata or observed values, but rarely both together; (2) they adopt either training-time approaches that fail to generalize to unseen scenarios, or inference-time approaches that ignore metadata; and (3) they suffer from trade-offs between generation speed and temporal coherence across time windows--choosing either slow but coherent autoregressive methods or fast but incoherent parallel ones. We propose WaveStitch, a novel diffusion-based method to overcome these hurdles through: (1) dual-sourced conditioning on both metadata and partially observed signals; (2) a hybrid training-inference architecture, incorporating metadata during training and observations at inference via gradient-based guidance; and (3) a novel pipeline-style paradigm that generates time windows in parallel while preserving coherence through an inference-time conditional loss and a stitching mechanism. Across diverse datasets, WaveStitch demonstrates adaptability to arbitrary patterns of observed signals, achieving 1.81x lower mean-squared-error compared to the state-of-the-art, and generates data up to 166.48x faster than autoregressive methods while maintaining coherence. Our code is available at: https://github.com/adis98/WaveStitch
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