arXiv:2601.13534cs.LGcs.AI2026-01中稿 · ICML被引 2

用扩散模型控制专家网络,让时间序列生成更灵活连续。

Diff-MN: Diffusion Parameterized MoE-NCDE for Continuous Time Series Generation with Irregular Observations

  • 用专家混合机制提升NCDE的动态建模能力
  • 在10个数据集上优于主流基线,支持不规则到连续生成
  • 适合需要高精度连续时间序列的应用场景

时间序列生成(TSG)广泛应用于多个领域,但现有方法多假设采样规则且输出分辨率固定,这在实际中常不成立。观测常不规则、稀疏,而下游任务需要连续、高分辨率的时间序列。尽管神经控制微分方程(NCDE)在建模不规则时间序列方面有潜力,但受限于单一动态函数、优化耦合强,且难以适应生成样本的动态变化。本文提出Diff-MN,一种连续时间序列生成框架,通过引入专家混合(MoE)动态函数和解耦架构实现专注训练。为使NCDE能泛化至新生成样本,Diff-MN使用扩散模型参数化MoE权重,联合学习时间序列数据与权重分布,从而为每条样本生成特定的NCDE参数,实现连续生成。在10个公开及合成数据集上的实验表明,Diff-MN在不规则到规则及不规则到连续生成任务中均持续优于强基线。代码已开源。

原文摘要 · Abstract (English)

Time series generation (TSG) is widely used across domains, yet most existing methods assume regular sampling and fixed output resolutions. These assumptions are often violated in practice, where observations are irregular and sparse, while downstream applications require continuous and high-resolution TS. Although Neural Controlled Differential Equation (NCDE) is promising for modeling irregular TS, it is constrained by a single dynamics function, tightly coupled optimization, and limited ability to adapt learned dynamics to newly generated samples from the generative model. We propose Diff-MN, a continuous TSG framework that enhances NCDE with a Mixture-of-Experts (MoE) dynamics function and a decoupled architectural design for dynamics-focused training. To further enable NCDE to generalize to newly generated samples, Diff-MN employs a diffusion model to parameterize the NCDE temporal dynamics parameters (MoE weights), i.e., jointly learn the distribution of TS data and MoE weights. This design allows sample-specific NCDE parameters to be generated for continuous TS generation. Experiments on ten public and synthetic datasets demonstrate that Diff-MN consistently outperforms strong baselines on both irregular-to-regular and irregular-to-continuous TSG tasks. The code is available at the link https://github.com/microsoft/TimeCraft/tree/main/Diff-MN.

时间序列生成扩散模型MoE连续生成

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