用因果扩散模型生成时间序列,能模拟干预和反事实场景。
Causal Time Series Generation via Diffusion Models
- 基于后门调整的扩散框架,实现因果引导采样
- 在真实与合成数据上均优于现有方法,支持干预生成
- 适合需要可靠仿真和反事实分析的研究者
时间序列生成(TSG)已取得显著进展。现有条件模型依赖观测协变量生成序列,但仅学习观察相关性,未考虑未观测混杂因素。本文提出从因果视角重新定义条件TSG,构建因果时间序列生成新任务族,基于Pearl因果阶梯,拓展至干预与反事实生成。为此,我们提出CaTSG——一种统一的扩散模型框架,采用后门调整引导机制,在保持观测保真度的同时,可精准生成干预结果与个体反事实序列。具体通过后门调整推导因果得分函数,并结合归因-行动-预测流程,为三个层级的生成提供理论支撑。在合成与真实数据集上的实验表明,CaTSG不仅生成质量更优,且能实现现有基线无法处理的干预与反事实生成。本工作首次系统提出因果TSG家族并以CaTSG实现原型验证,为干预下可靠仿真与反事实生成开辟新方向。
原文摘要 · Abstract (English)
Time series generation (TSG) synthesizes realistic sequences and has achieved remarkable success. Among TSG, conditional models generate sequences given observed covariates, however, such models learn observational correlations without considering unobserved confounding. In this work, we propose a causal perspective on conditional TSG and introduce causal time series generation as a new TSG task family, formalized within Pearl's causal ladder, extending beyond observational generation to include interventional and counterfactual settings. To instantiate these tasks, we develop CaTSG, a unified diffusion-based framework with backdoor-adjusted guidance that causally steers sampling toward desired interventions and individual counterfactuals while preserving observational fidelity. Specifically, our method derives causal score functions via backdoor adjustment and the abduction-action-prediction procedure, thus enabling principled support for all three levels of TSG. Extensive experiments on both synthetic and real-world datasets show that CaTSG achieves superior fidelity and also supporting interventional and counterfactual generation that existing baselines cannot handle. Overall, we propose the causal TSG family and instantiate it with CaTSG, providing an initial proof-of-concept and opening a promising direction toward more reliable simulation under interventions and counterfactual generation.
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