arXiv:2603.19970cs.LGcs.AI2026-03

用结构图控制生成时间序列,让波动数据更真实。

Graph2TS: Structure-Controlled Time Series Generation via Quantile-Graph VAEs

  • 将时间序列拆解为结构骨架和随机波动,分别建模
  • 在多个数据集上生成结果更贴近真实分布与时间模式
  • 适合需要可控波动、保持长期结构的研究场景

现有生成模型虽能匹配时间序列的边缘分布,但在保留全局时序结构与建模局部随机变化之间存在根本矛盾,尤其对高波动、弱周期信号而言,直接分布匹配会放大噪声或抑制有效模式。本文提出结构-残差视角,将时间序列视为结构主干与随机残差之和,从而实现全局组织与样本级变异的分离。基于此,我们构建基于分位数的转移图来紧凑捕捉全局分布与时序依赖关系。在此基础上,提出Graph2TS:一种以量化图条件的变分自编码器,实现从结构图到时间序列的跨模态生成。通过结构而非标签或元数据进行条件控制,模型在保持全局时序组织的同时支持可控随机变化。在太阳黑子、电力负荷、心电图与脑电图等多类数据集上的实验表明,相比扩散模型与GAN基线,Graph2TS在分布保真度、时序对齐性和代表性方面均有提升,验证了结构控制与跨模态生成在时间序列建模中的潜力。

原文摘要 · Abstract (English)

Although recent generative models can produce time series with close marginal distributions, they often face a fundamental tension between preserving global temporal structure and modeling stochastic local variations, particularly for highly volatile signals with weak or irregular periodicity. Direct distribution matching in such settings can amplify noise or suppress meaningful temporal patterns. In this work, we propose a structure-residual perspective on time-series generation, viewing temporal data as the combination of a structural backbone and stochastic residual dynamics, thereby motivating the separation of global organization from sample-level variability. Based on this insight, we represent time-series structure using a quantile-based transition graph that compactly captures global distributional and temporal dependencies. Building on this representation, we propose Graph2TS, a quantile-graph conditioned variational autoencoder that performs cross-modal generation from structural graphs to time series. By conditioning generation on structure rather than labels or metadata, the model preserves global temporal organization while enabling controlled stochastic variation. Experiments on diverse datasets, including sunspot, electricity load, ECG, and EEG signals, demonstrate improved distributional fidelity, temporal alignment, and representativeness compared to diffusion- and GAN-based baselines, highlighting structure-controlled and cross-modal generation as a promising direction for time-series modeling.

时间序列生成图神经网络变分自编码器结构控制

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