arXiv:2505.20446cs.LG2025-05NeurIPS被引 17

用少量数据生成高质量时间序列,统一框架效果超越专用模型。

Time Series Generation Under Data Scarcity: A Unified Generative Modeling Approach

  • 基于扩散模型的统一框架,支持少样本跨领域生成。
  • 仅需少量样本即达顶尖性能,全数据集上也优于基线。
  • 预训练+动态卷积+领域标记,适合研究少样本时序生成者。

时间序列生成在数据稀缺条件下仍是核心挑战。本文首次大规模评估主流生成模型在低监督场景下的表现,发现全数据与数据稀缺条件间存在显著性能差距。为此,我们提出一种统一的基于扩散的生成框架,仅需少量样本即可在多个领域合成高保真时间序列。模型在大量异构时间序列数据集上预训练,学习通用时序表示;引入动态卷积层实现通道灵活适配,并通过数据集标记实现领域感知生成。无需大量标注数据,该统一模型在少样本设置下超越各类专用基线,在不同子集规模下均表现优异。尤为突出的是,其在完整数据集基准测试中亦优于所有基线,凸显预训练与跨域泛化能力。代码已开源:https://github.com/azencot-group/ImagenFew。本工作呼吁学界重新重视少样本生成建模,并推动可扩展的统一解决方案。

原文摘要 · Abstract (English)

Generative modeling of time series is a central challenge in time series analysis, particularly under data-scarce conditions. Despite recent advances in generative modeling, a comprehensive understanding of how state-of-the-art generative models perform under limited supervision remains lacking. In this work, we conduct the first large-scale study evaluating leading generative models in data-scarce settings, revealing a substantial performance gap between full-data and data-scarce regimes. To close this gap, we propose a unified diffusion-based generative framework that can synthesize high-fidelity time series across diverse domains using just a few examples. Our model is pre-trained on a large, heterogeneous collection of time series datasets, enabling it to learn generalizable temporal representations. It further incorporates architectural innovations such as dynamic convolutional layers for flexible channel adaptation and dataset token conditioning for domain-aware generation. Without requiring abundant supervision, our unified model achieves state-of-the-art performance in few-shot settings-outperforming domain-specific baselines across a wide range of subset sizes. Remarkably, it also surpasses all baselines even when tested on full datasets benchmarks, highlighting the strength of pre-training and cross-domain generalization. We hope this work encourages the community to revisit few-shot generative modeling as a key problem in time series research and pursue unified solutions that scale efficiently across domains. Code is available at https://github.com/azencot-group/ImagenFew.

时间序列生成少样本学习扩散模型预训练

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