arXiv:2508.21330cs.LGcs.AI2025-08

用分阶段扩散模型生成长期时间序列,兼顾依赖与分布变化。

Stage-Diff: Stage-wise Long-Term Time Series Generation Based on Diffusion Models

  • 分阶段生成+跨阶段信息传递,捕捉长期依赖与分布漂移。
  • 每阶段多尺度分解建模,融合通道独立与多通道优势。
  • 适合需要长期复杂时序生成的金融、气象等场景。

生成模型在时间序列生成中已取得成功,但在处理长期时间序列时面临显著挑战。长期序列具有长程时间依赖性,且数据分布随时间缓慢变化,如何平衡二者是关键难题。同时,不同特征序列间存在复杂关联,有效捕捉序列内与序列间依赖也极具挑战。为此,我们提出Stage-Diff,一种基于扩散模型的分阶段长期时间序列生成方法。首先,通过分阶段序列生成与跨阶段信息传递,保留长期依赖并建模分布漂移;其次,在每阶段采用渐进式序列分解,实现多时间尺度的通道独立建模,结合多通道融合进行跨阶段信息整合。该方法融合了通道独立建模的鲁棒性与多通道融合的信息增益,有效平衡序列内与序列间依赖。在多个真实数据集上的实验验证了Stage-Diff在长期时间序列生成任务中的有效性。

原文摘要 · Abstract (English)

Generative models have been successfully used in the field of time series generation. However, when dealing with long-term time series, which span over extended periods and exhibit more complex long-term temporal patterns, the task of generation becomes significantly more challenging. Long-term time series exhibit long-range temporal dependencies, but their data distribution also undergoes gradual changes over time. Finding a balance between these long-term dependencies and the drift in data distribution is a key challenge. On the other hand, long-term time series contain more complex interrelationships between different feature sequences, making the task of effectively capturing both intra-sequence and inter-sequence dependencies another important challenge. To address these issues, we propose Stage-Diff, a staged generative model for long-term time series based on diffusion models. First, through stage-wise sequence generation and inter-stage information transfer, the model preserves long-term sequence dependencies while enabling the modeling of data distribution shifts. Second, within each stage, progressive sequence decomposition is applied to perform channel-independent modeling at different time scales, while inter-stage information transfer utilizes multi-channel fusion modeling. This approach combines the robustness of channel-independent modeling with the information fusion advantages of multi-channel modeling, effectively balancing the intra-sequence and inter-sequence dependencies of long-term time series. Extensive experiments on multiple real-world datasets validate the effectiveness of Stage-Diff in long-term time series generation tasks.

时间序列生成扩散模型长期依赖

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