通过正则化潜空间提升时间序列生成的等变性,加快采样速度并提高质量。
Unconditional flow-based time series generation with equivariance-regularised latent spaces
- 在预训练自编码器基础上添加等变性损失,微调潜空间以适应时序变换。
- 在多个真实数据集上优于扩散模型,采样速度提升数量级。
- 适合需要快速高质量生成时间序列的工业场景或实时应用。
基于流的模型在时间序列生成中表现优异,尤其在低维潜空间中可实现高效采样。然而,如何设计具备理想等变性质的潜表示仍缺乏研究。本文提出一种潜空间流匹配框架,通过简单正则化预训练自编码器显式鼓励等变性。具体地,引入等变性损失,强制变换信号与其重构之间的一致性,并以此微调潜空间,使其对平移、幅度缩放等基本时序变换保持不变。实验表明,这种等变性正则化的潜空间显著提升了生成质量,同时保留了潜流模型的计算优势。在多个真实世界数据集上的测试显示,该方法在标准时间序列生成指标上持续优于现有扩散基线,且采样速度提升数量级。结果凸显了将几何归纳偏置融入潜生模型对时序建模的实际价值。
原文摘要 · Abstract (English)
Flow-based models have proven successful for time-series generation, particularly when defined in lower-dimensional latent spaces that enable efficient sampling. However, how to design latent representations with desirable equivariance properties for time-series generative modelling remains underexplored. In this work, we propose a latent flow-matching framework in which equivariance is explicitly encouraged through a simple regularisation of a pre-trained autoencoder. Specifically, we introduce an equivariance loss that enforces consistency between transformed signals and their reconstructions, and use it to fine-tune latent spaces with respect to basic time-series transformations such as translation and amplitude scaling. We show that these equivariance-regularised latent spaces improve generation quality while preserving the computational advantages of latent flow models. Experiments on multiple real-world datasets demonstrate that our approach consistently outperforms existing diffusion-based baselines in standard time-series generation metrics, while achieving orders-of-magnitude faster sampling. These results highlight the practical benefits of incorporating geometric inductive biases into latent generative models for time series.
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