arXiv:2511.12174cs.LG2025-11AAAI被引 1

用图结构生成时间序列,更真实还原数据依赖关系。

TSGDiff: Rethinking Synthetic Time Series Generation from a Pure Graph Perspective

  • 将时间序列转为动态图,基于频谱和时序关系建边
  • 生成数据在时序依赖和结构完整性上表现优异
  • 提出新评估指标Topo-FID,关注图结构相似性

扩散模型在数据生成中表现出色,但生成时间序列仍具挑战,因需捕捉复杂的时序依赖与结构模式。本文提出TSGDiff,从图视角重思时间序列生成:将时间序列表示为动态图,边基于傅里叶频谱特征与时序依赖构建;采用图神经网络编码器-解码器架构建立潜在空间,使扩散过程能有效建模时间序列的结构分布。此外,提出拓扑结构保真度(Topo-FID)评分,该指标融合图编辑相似性(量化邻接矩阵差异)与结构熵相似性(评估节点度分布熵),全面评估生成时间序列图表示的结构相似性。在真实数据集上的实验表明,TSGDiff能生成高质量合成时间序列,忠实保留时序依赖与结构完整性,推动了合成时间序列生成领域的发展。

原文摘要 · Abstract (English)

Diffusion models have shown great promise in data generation, yet generating time series data remains challenging due to the need to capture complex temporal dependencies and structural patterns. In this paper, we present \textit{TSGDiff}, a novel framework that rethinks time series generation from a graph-based perspective. Specifically, we represent time series as dynamic graphs, where edges are constructed based on Fourier spectrum characteristics and temporal dependencies. A graph neural network-based encoder-decoder architecture is employed to construct a latent space, enabling the diffusion process to model the structural representation distribution of time series effectively. Furthermore, we propose the Topological Structure Fidelity (Topo-FID) score, a graph-aware metric for assessing the structural similarity of time series graph representations. Topo-FID integrates two sub-metrics: Graph Edit Similarity, which quantifies differences in adjacency matrices, and Structural Entropy Similarity, which evaluates the entropy of node degree distributions. This comprehensive metric provides a more accurate assessment of structural fidelity in generated time series. Experiments on real-world datasets demonstrate that \textit{TSGDiff} generates high-quality synthetic time series data generation, faithfully preserving temporal dependencies and structural integrity, thereby advancing the field of synthetic time series generation.

时间序列生成图神经网络扩散模型

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