arXiv:2606.01634cs.LGcs.AI2026-06被引 1

让时间序列生成更精准捕捉极端事件,且可解释。

E4GEN: Event-level Explainable Extreme-Enhanced Time-series Generation

论文配图:E4GEN: Event-level Explainable Extreme-Enhanced Time-series Generation
图 1 · 摘自论文原文
  • 用可解释的扩散框架,在去噪中动态激活极端事件控制信号。
  • 在6个数据集上17项指标均超越现有模型,极端事件还原更准。
  • 适合需要可控、可解释极端事件模拟的研究者与工程师。

生成真实时间序列对科研和实际应用至关重要,但现有方法多关注整体分布拟合,难以准确捕捉极端事件。为此,我们提出E4GEN——一种面向极端事件感知的时间序列可解释生成扩散框架。该框架通过三个核心组件实现对极端事件生成的时序、内容与方式的系统性控制:首先,E-Activator在去噪过程中自适应地激活极端事件控制信号,不影响趋势与季节性等常规时序成分;其次,E-Predictor基于自驱动语义预测,让每个样本在生成中自主推断隐含的极端事件信息,并生成对应控制信号,结合数据条件训练与噪声初始化采样机制,解决训练标签缺失问题;第三,E-Control通过可训练的极端控制网络,将语义控制信号转化为逐层注入去噪过程的调控信号。我们在6个数据集上使用17项指标评估,实验表明E4GEN在整体保真度、极端事件保真度及下游任务实用性等方面全面优于现有先进模型。

原文摘要 · Abstract (English)

Generating realistic time series is essential for scientific research and real-world applications. However, existing methods often emphasize overall distributional fidelity while failing to faithfully capture extreme events. To advance existing research, we propose E4GEN, an explainable diffusion framework for extreme event-aware time-series generation. E4GEN provides systematic insights into when, what, and how to control extreme-event generation through three key components. First, E-Activator learns the dataset-adaptive extreme-control signal activation step during the denoising process without interfering with regular temporal components, including trend and seasonality. Second, E-Predictor determines what control signal to enforce through Self-Driven Semantic Prediction, where each sample derives its own control signal by inferring latent extreme-event information during generation. It also includes a novel Data-Conditioned Training, Noise-Initiated Sampling mechanism to address the issue of unavailable training labels. Third, E-Control specifies how to control extreme-event generation through a trainable Extreme Control Network, which transforms the semantic control signal into layer-wise signals and injects it into the denoising process. We evaluate E4GEN on six datasets with 17 metrics, and extensive experiments show that E4GEN outperforms state-of-the-art models across multiple dimensions, including overall fidelity, extreme-event fidelity, and downstream utility.

时间序列生成极端事件可解释生成扩散模型

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