用Mamba改进时间序列生成,更好捕捉长期依赖和通道关系
DiM-TS: Bridge the Gap between Selective State Space Models and Time Series for Generative Modeling
- 引入滞后融合与排列扫描机制,增强Mamba对时序模式的感知
- 在多个公开数据集上生成质量超越现有方法,保持周期性与相关性
- 适合需要高保真时序生成的研究者,如金融、医疗领域建模
时间序列数据在众多领域中至关重要,但面临隐私问题。近期通过扩散模型合成数据被视为有前景的解决方案。然而,现有方法仍难以捕捉长程时序依赖和复杂的通道互相关性。本文旨在利用状态空间模型Mamba的序列建模能力,拓展其在时间序列生成中的应用。首先分析了状态空间模型的核心局限:未考虑相关的时间滞后与通道排列。基于此,提出滞后融合Mamba与排列扫描Mamba,提升去噪过程中的关键模式识别能力。理论分析表明,两种变体均具有与原Mamba统一的矩阵乘法框架,深化了方法理解。最终整合二者,提出用于时间序列的扩散Mamba(DiM-TS),一个能更好保留时序周期性和通道相关性的高质量生成模型。在多个公开数据集上的实验证明,该模型在生成真实感时间序列的同时,有效保持了数据的多样化特性。
原文摘要 · Abstract (English)
Time series data plays a pivotal role in a wide variety of fields but faces challenges related to privacy concerns. Recently, synthesizing data via diffusion models is viewed as a promising solution. However, existing methods still struggle to capture long-range temporal dependencies and complex channel interrelations. In this research, we aim to utilize the sequence modeling capability of a State Space Model called Mamba to extend its applicability to time series data generation. We firstly analyze the core limitations in State Space Model, namely the lack of consideration for correlated temporal lag and channel permutation. Building upon the insight, we propose Lag Fusion Mamba and Permutation Scanning Mamba, which enhance the model's ability to discern significant patterns during the denoising process. Theoretical analysis reveals that both variants exhibit a unified matrix multiplication framework with the original Mamba, offering a deeper understanding of our method. Finally, we integrate two variants and introduce Diffusion Mamba for Time Series (DiM-TS), a high-quality time series generation model that better preserves the temporal periodicity and inter-channel correlations. Comprehensive experiments on public datasets demonstrate the superiority of DiM-TS in generating realistic time series while preserving diverse properties of data.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。