arXiv:2606.31904cs.LG2026-06

用频谱包络损失生成带周期性的时序关系数据,效果优于现有方法。

Sequential RC-TGAN: Generating Relational Time Series with Spectral Envelope Loss

论文配图:Sequential RC-TGAN: Generating Relational Time Series with Spectral Envelope Loss
图 1 · 摘自论文原文
  • 引入频谱包络理论设计可微损失函数,直接优化周期结构保留。
  • 在真实与模拟数据上均显著提升周期与长期季节性再现能力。
  • 适合需要高保真时序特征的金融、日志等关系型数据生成任务。

合成关系型数据库常需建模复杂的时间动态,如交易日志或事件序列。其中,类别型时间序列(如状态码)的标准编码方式(如独热编码)难以捕捉内在的频域特征,如季节性和周期性。本文提出序列化RC-TGAN(Seq. RC-TGAN),在RC-TGAN基础上扩展为时序模型,并引入基于频谱包络理论的新型可微损失函数,使生成器可通过反向传播直接优化潜在周期结构的保持。尽管频谱包络理论原为类别序列设计,我们通过变分高斯混合模型(VGM)离散化策略将其拓展至连续时间序列。为建立严谨评估标准,我们构建了由参数α控制的类别型时间序列模拟数据,其理论频谱包络精确已知。将这些动态序列嵌入关系数据库子表中,形成可用于评估生成模型频域保真度的基准。此外,提出两个新评估指标:频谱密度差异与频谱包络差异。在真实数据集及模拟基准上的实验表明,本方法在恢复循环模式和长期季节性方面显著优于当前最优系统。

原文摘要 · Abstract (English)

The generation of synthetic relational databases often involves modeling complex temporal dynamics, such as transaction logs or event sequences. A significant challenge in this domain is the handling of categorical time series (e.g., status codes), where standard encoding methods like one-hot encoding fail to capture intrinsic frequency-domain features such as seasonality and cyclicity. In this paper, we introduce Sequential RC-TGAN (Seq. RC-TGAN), a temporal extension of the RC-TGAN framework, equipped with a novel integrated loss function based on the \textit{Spectral Envelope Theory}. This differentiable loss allows the generator to directly optimize the preservation of latent periodic structures via backpropagation. While spectral envelope theory is inherently designed for categorical sequences, we extend this frequency-domain regularization to continuous time series by employing a Variational Gaussian Mixture Model (VGM) discretization strategy. To establish a mathematically rigorous evaluation standard, we simulate categorical time series governed by a parameter $α$, with exactly known theoretical spectral envelopes. Integrating these dynamic sequences into the child tables of a relational database yields a robust ground-truth benchmark for evaluating the frequency-domain fidelity of our generative framework. Furthermore, we address the lack of robust evaluation standards for relational time series by proposing two new metrics: Spectral Density Divergence and Spectral Envelope Divergence. Experimental results on real-world datasets, as well as our simulated benchmarks, demonstrate that our end-to-end approach significantly outperforms state-of-the-art systems in reproducing cyclic patterns and long-term seasonality across both categorical and continuous features.

时序生成频谱建模关系数据对抗生成

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