Daily Papers

Diffusion models have demonstrated robust data generation capabilities in various research fields. In this paper, a Time Series Diffusion Method (TSDM) is proposed for vibration signal generation, leveraging the foundational principles of diffusion models. The TSDM uses an improved U-net architecture with attention block to effectively segment and extract features from one-dimensional time series data. It operates based on forward diffusion and reverse denoising processes for time-series generation. Experimental validation is conducted using single-frequency, multi-frequency datasets, and bearing fault datasets. The results show that TSDM can accurately generate the single-frequency and multi-frequency features in the time series and retain the basic frequency features for the diffusion generation results of the bearing fault series. Finally, TSDM is applied to the small sample fault diagnosis of three public bearing fault datasets, and the results show that the accuracy of small sample fault diagnosis of the three datasets is improved by 32.380%, 18.355% and 9.298% at most, respectively

Generating temporal data under conditions is crucial for forecasting, imputation, and generative tasks. Such data often has metadata and partially observed signals that jointly influence the generated values. However, existing methods face three key limitations: (1) they condition on either the metadata or observed values, but rarely both together; (2) they adopt either training-time approaches that fail to generalize to unseen scenarios, or inference-time approaches that ignore metadata; and (3) they suffer from trade-offs between generation speed and temporal coherence across time windows--choosing either slow but coherent autoregressive methods or fast but incoherent parallel ones. We propose WaveStitch, a novel diffusion-based method to overcome these hurdles through: (1) dual-sourced conditioning on both metadata and partially observed signals; (2) a hybrid training-inference architecture, incorporating metadata during training and observations at inference via gradient-based guidance; and (3) a novel pipeline-style paradigm that generates time windows in parallel while preserving coherence through an inference-time conditional loss and a stitching mechanism. Across diverse datasets, WaveStitch demonstrates adaptability to arbitrary patterns of observed signals, achieving 1.81x lower mean-squared-error compared to the state-of-the-art, and generates data up to 166.48x faster than autoregressive methods while maintaining coherence. Our code is available at: https://github.com/adis98/WaveStitch

Anomaly detection in multivariate time series data is of paramount importance for ensuring the efficient operation of large-scale systems across diverse domains. However, accurately detecting anomalies in such data poses significant challenges. Existing approaches, including forecasting and reconstruction-based methods, struggle to address these challenges effectively. To overcome these limitations, we propose a novel anomaly detection framework named ImDiffusion, which combines time series imputation and diffusion models to achieve accurate and robust anomaly detection. The imputation-based approach employed by ImDiffusion leverages the information from neighboring values in the time series, enabling precise modeling of temporal and inter-correlated dependencies, reducing uncertainty in the data, thereby enhancing the robustness of the anomaly detection process. ImDiffusion further leverages diffusion models as time series imputers to accurately capturing complex dependencies. We leverage the step-by-step denoised outputs generated during the inference process to serve as valuable signals for anomaly prediction, resulting in improved accuracy and robustness of the detection process. We evaluate the performance of ImDiffusion via extensive experiments on benchmark datasets. The results demonstrate that our proposed framework significantly outperforms state-of-the-art approaches in terms of detection accuracy and timeliness. ImDiffusion is further integrated into the real production system in Microsoft and observe a remarkable 11.4% increase in detection F1 score compared to the legacy approach. To the best of our knowledge, ImDiffusion represents a pioneering approach that combines imputation-based techniques with time series anomaly detection, while introducing the novel use of diffusion models to the field.

Diffusion models have shown promising ability in generating high-quality time series (TS) data. Despite the initial success, existing works mostly focus on the authenticity of data at the individual level, but pay less attention to preserving the population-level properties on the entire dataset. Such population-level properties include value distributions for each dimension and distributions of certain functional dependencies (e.g., cross-correlation, CC) between different dimensions. For instance, when generating house energy consumption TS data, the value distributions of the outside temperature and the kitchen temperature should be preserved, as well as the distribution of CC between them. Preserving such TS population-level properties is critical in maintaining the statistical insights of the datasets, mitigating model bias, and augmenting downstream tasks like TS prediction. Yet, it is often overlooked by existing models. Hence, data generated by existing models often bear distribution shifts from the original data. We propose Population-aware Diffusion for Time Series (PaD-TS), a new TS generation model that better preserves the population-level properties. The key novelties of PaD-TS include 1) a new training method explicitly incorporating TS population-level property preservation, and 2) a new dual-channel encoder model architecture that better captures the TS data structure. Empirical results in major benchmark datasets show that PaD-TS can improve the average CC distribution shift score between real and synthetic data by 5.9x while maintaining a performance comparable to state-of-the-art models on individual-level authenticity.

Self-supervised learning has garnered increasing attention in time series analysis for benefiting various downstream tasks and reducing reliance on labeled data. Despite its effectiveness, existing methods often struggle to comprehensively capture both long-term dynamic evolution and subtle local patterns in a unified manner. In this work, we propose TimeDART, a novel self-supervised time series pre-training framework that unifies two powerful generative paradigms to learn more transferable representations. Specifically, we first employ a causal Transformer encoder, accompanied by a patch-based embedding strategy, to model the evolving trends from left to right. Building on this global modeling, we further introduce a denoising diffusion process to capture fine-grained local patterns through forward diffusion and reverse denoising. Finally, we optimize the model in an autoregressive manner. As a result, TimeDART effectively accounts for both global and local sequence features in a coherent way. We conduct extensive experiments on public datasets for time series forecasting and classification. The experimental results demonstrate that TimeDART consistently outperforms previous compared methods, validating the effectiveness of our approach. Our code is available at https://github.com/Melmaphother/TimeDART.

In recent years, generative pre-trained paradigms such as Large Language Models (LLMs) and Large Vision Models (LVMs) have achieved revolutionary advancements and widespread real-world applications. Particularly, the emergence of pre-trained LLMs-based temporal works, compared to previous deep model approaches, has demonstrated superior generalization and robustness, showcasing the potential of generative pre-trained paradigms as foundation models for time series. However, those LLMs-based works mainly focus on cross-modal research, i.e., leveraging the language capabilities of LLMs in time series contexts. Although they have achieved impressive performance, there still exist the issues of concept drift caused by differences in data distribution and inflexibility caused by misalignment of dimensions. To this end, inspired by recent work on LVMs, we reconsider the paradigm of time series modeling. In this paper, we comprehensively explore, for the first time, the effectiveness and superiority of the Generative Pre-trained Diffusion (GPD) paradigm in real-world multivariate time series forecasting (TSF). Specifically, to mitigate performance bias introduced by sophisticated networks, we propose a straightforward MLP diffusion network for unconditional modeling of time series. Then we employ a zero-shot and tuning-free method to predict (generate) future data using historical data as prompts. The GPD paradigm is established on the time series modality, effectively preventing the phenomenon of concept drift, and enabling flexible forecasting of arbitrary lengths. We demonstrate that the GPD paradigm achieves comprehensive performance and generalization comparable to current SOTA LLM-based and deep model paradigms on mainstream benchmarks and various TSF tasks. Extensive experiments validate the potential of the GPD paradigm and its assistance in future related research.

We propose the Fourier Adaptive Lite Diffusion Architecture (FALDA), a novel probabilistic framework for time series forecasting. First, we introduce the Diffusion Model for Residual Regression (DMRR) framework, which unifies diffusion-based probabilistic regression methods. Within this framework, FALDA leverages Fourier-based decomposition to incorporate a component-specific architecture, enabling tailored modeling of individual temporal components. A conditional diffusion model is utilized to estimate the future noise term, while our proposed lightweight denoiser, DEMA (Decomposition MLP with AdaLN), conditions on the historical noise term to enhance denoising performance. Through mathematical analysis and empirical validation, we demonstrate that FALDA effectively reduces epistemic uncertainty, allowing probabilistic learning to primarily focus on aleatoric uncertainty. Experiments on six real-world benchmarks demonstrate that FALDA consistently outperforms existing probabilistic forecasting approaches across most datasets for long-term time series forecasting while achieving enhanced computational efficiency without compromising accuracy. Notably, FALDA also achieves superior overall performance compared to state-of-the-art (SOTA) point forecasting approaches, with improvements of up to 9%.

Diffusion models have achieved state-of-the-art performance in generative modeling tasks across various domains. Prior works on time series diffusion models have primarily focused on developing conditional models tailored to specific forecasting or imputation tasks. In this work, we explore the potential of task-agnostic, unconditional diffusion models for several time series applications. We propose TSDiff, an unconditionally trained diffusion model for time series. Our proposed self-guidance mechanism enables conditioning TSDiff for downstream tasks during inference, without requiring auxiliary networks or altering the training procedure. We demonstrate the effectiveness of our method on three different time series tasks: forecasting, refinement, and synthetic data generation. First, we show that TSDiff is competitive with several task-specific conditional forecasting methods (predict). Second, we leverage the learned implicit probability density of TSDiff to iteratively refine the predictions of base forecasters with reduced computational overhead over reverse diffusion (refine). Notably, the generative performance of the model remains intact -- downstream forecasters trained on synthetic samples from TSDiff outperform forecasters that are trained on samples from other state-of-the-art generative time series models, occasionally even outperforming models trained on real data (synthesize).

Recognizing human activities from sensor data is a vital task in various domains, but obtaining diverse and labeled sensor data remains challenging and costly. In this paper, we propose an unsupervised statistical feature-guided diffusion model for sensor-based human activity recognition. The proposed method aims to generate synthetic time-series sensor data without relying on labeled data, addressing the scarcity and annotation difficulties associated with real-world sensor data. By conditioning the diffusion model on statistical information such as mean, standard deviation, Z-score, and skewness, we generate diverse and representative synthetic sensor data. We conducted experiments on public human activity recognition datasets and compared the proposed method to conventional oversampling methods and state-of-the-art generative adversarial network methods. The experimental results demonstrate that the proposed method can improve the performance of human activity recognition and outperform existing techniques.

We present FloodDiffusion, a new framework for text-driven, streaming human motion generation. Given time-varying text prompts, FloodDiffusion generates text-aligned, seamless motion sequences with real-time latency. Unlike existing methods that rely on chunk-by-chunk or auto-regressive model with diffusion head, we adopt a diffusion forcing framework to model this time-series generation task under time-varying control events. We find that a straightforward implementation of vanilla diffusion forcing (as proposed for video models) fails to model real motion distributions. We demonstrate that to guarantee modeling the output distribution, the vanilla diffusion forcing must be tailored to: (i) train with a bi-directional attention instead of casual attention; (ii) implement a lower triangular time scheduler instead of a random one; (iii) utilize a continues time-varying way to introduce text conditioning. With these improvements, we demonstrate in the first time that the diffusion forcing-based framework achieves state-of-the-art performance on the streaming motion generation task, reaching an FID of 0.057 on the HumanML3D benchmark. Models, code, and weights are available. https://shandaai.github.io/FloodDiffusion/