arXiv:2606.05239stat.MLcs.LG2026-06被引 1

提出混合时频扩散模型,提升时间序列插补的高频重建精度

HyFAD: Hybrid Time-Frequency Diffusion with Frequency-Aware Embedding for Time Series Imputation

论文配图:HyFAD: Hybrid Time-Frequency Diffusion with Frequency-Aware Embedding for Time Series Imputation
图 1 · 摘自论文原文
  • 时域先粗调全局趋势,频域再精修高频成分
  • 频率感知嵌入使每步去噪更精准匹配频段特征
  • 在多个数据集上超越现有方法,适合高精度时间序列修复

扩散模型因其通过迭代去噪逐步捕捉复杂数据分布的能力,在时间序列建模中表现优异。然而,现有方法在频率敏感去噪、高频重建以及全局趋势与局部动态的平衡方面仍存在不足。为此,我们提出HyFAD——一种基于DDPM框架的混合时频扩散模型,采用时频耦合去噪机制,逆过程从时域逐步过渡到频域,实现由粗到精的生成。时域过程捕获低频全局趋势,频域过程细化高频谱成分。我们进一步引入频率感知的步骤嵌入,利用扩散步骤与频谱成分的关系,提供依赖步骤的频带引导,实现更精确的带状重构。在多个基准数据集上的大量实验表明,HyFAD达到当前最优性能。代码已开源。

原文摘要 · Abstract (English)

Diffusion models have demonstrated strong performance in time series modeling due to their ability to progressively capture complex data distributions through iterative denoising. However, existing approaches struggle with frequency-sensitive denoising, high-frequency reconstruction and balancing global trends with local dynamics. To address these limitations, we propose \textbf{HyFAD}, a \textbf{Hy}brid time-frequency \textbf{D}iffusion model with \textbf{F}requency-\textbf{A}ware embedding for time series imputation. Built upon the DDPM paradigm, HyFAD adopts a coupled time-frequency diffusion framework, in which the reverse denoising proceeds sequentially from the time domain to the frequency domain, enabling coarse-to-fine generation. Specifically, the time-domain diffusion process captures low-frequency global trends, while the frequency-domain diffusion process refines high-frequency spectral components. We further introduce a frequency-aware step embedding that exploits the relationship between diffusion steps and spectral components, providing step-dependent spectral guidance and facilitates more accurate band-wise reconstruction. Extensive experiments on multiple benchmark datasets demonstrate that HyFAD achieves state-of-the-art performance. Our source code is available at https://github.com/hongfangao/HyFAD.

时间序列扩散模型插补

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