Time series denoising is the process of removing noise from time series data to improve the quality of the data.
Synthesizing realistic time series with generative models has wide-ranging applications in real-world scenarios. Despite recent progress, most existing methods are trained under the assumption of abundant training data, which substantially limits their effectiveness in data-scarce settings. In this paper, we propose TimeMoDE, a novel framework that integrates Diffusion Transformers with Mixture-of-Experts to exploit both domain adaptability and diffusion-stage awareness for time series generation under data scarcity. It is pre-trained on a large-scale collection of multi-domain datasets to extract domain-agnostic temporal representations and domain-specific information benefiting generalization during fine-tuning. We propose Domain Prompts to condition expert assignment for indistinguishable noised tokens, mitigating the limitations of capturing inter-dataset relationships. Moreover, we incorporate diffusion timestep signals to equip the experts with awareness of time series degradation variations, facilitating adaptive calibrate to stage-dependent denoising requirements. Extensive experiments demonstrate that TimeMoDE outperforms existing methods under diverse low-data settings. It establishes an innovative paradigm for advanced time series few-shot generation.
Matrix-valued time series arise in a wide range of applications, such as spatio-temporal data from medical imaging and geophysics. Existing methods are mainly designed for static settings and lack adaptability to streaming and time-varying environments. Adaptive filtering techniques have also been largely limited to data with scalar or vector values, leaving adaptive forecasting for matrix-valued time series inadequately understood. To bridge these gaps, we develop an adaptive tensor regression framework that includes Matrix-on-Matrix (MoM) and Tensor-on-Matrix (ToM) formulations for streaming matrix-valued prediction. The two formulations differ in whether to directly model matrix-valued outputs or to exploit temporal structure via higher-order tensor representations. For the proposed tensor regression framework, we develop stochastic gradient descent (SGD) algorithms for online learning. We show that stacking multiple responses across time into higher-order tensors improves performance; in particular, the ToM achieves lower steady-state error and stronger denoising capability than MoM, motivating our focus on the ToM model. We further characterize the tracking behavior of SGD under time-varying dynamics. From a statistical perspective, we establish fixed-time recovery guarantees for ToM under general low-dimensional structures, including sparsity, low-rankness, and their joint sparselow-rank models.
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.
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.
In this paper, we propose a novel conditional diffusion-based framework for multivariable time-series solar power forecasting. The proposed method reformulates temporal PV data as structured two-dimensional representations (images) using a sliding-window patch construction, enabling the application of Denoising Diffusion Probabilistic Models (DDPM) within a unified spatiotemporal learning paradigm. A key contribution of this work is the formulation of solar forecasting as an inpainting problem, where future time steps are treated as missing regions to be reconstructed. This is achieved through a mask-based conditional diffusion mechanism, in which historical observations are preserved as conditioning context while the target (future) region is progressively corrupted and subsequently recovered via reverse diffusion. The model learns to generate coherent future sequences conditioned on observed data, effectively performing time-series inpainting. To fully utilize all available features and ensure compatibility with U-Net architectural constraints, a zero-padding strategy is introduced to construct fixed-size inputs. The model is trained using a supervised denoising objective to predict injected noise, enabling accurate iterative reconstruction during the reverse process. Extensive experiments conducted on benchmark PV dataset, including GEFCom2014, demonstrate that the proposed approach achieves high forecasting accuracy, particularly for short-term horizons. The results highlight the effectiveness of integrating diffusion-based generative modeling with an inpainting formulation for robust, flexible, and high-fidelity solar power forecasting.
Frequent cloud cover severely limits the usability of Sentinel-2 (S2) optical time series for Earth surface monitoring. Sentinel-1 (S1) SAR provides all-weather complementary observations, but practical S1/S2 fusion remains difficult because acquisitions are irregular and asynchronous. Many existing approaches assume temporally aligned inputs (or require external nearest-date matching) and typically restore only observed timestamps, limiting reconstruction under long gaps and preventing on-demand synthesis. We propose AGFlow (Time Aligned Generative Flow Matching), a spatiotemporal flow-matching model for S1/S2 cloud removal and time-series reconstruction with three capabilities: (1) timestamp-conditioned internal alignment that fuses asynchronous S1 and cloudy S2 observations without preprocessing-based pairing; (2) spatiotemporal, context-aware denoising that models spatial structure jointly with temporal dynamics (rather than independent per-pixel time series); and (3) anytime querying, enabling generation of cloud-free S2 frames at both observed and user-specified timestamps within the monitoring window. We evaluate on the RESTORE-DiT benchmark protocol with quantitative metrics, qualitative comparisons, and component ablations. AGFlow notably improves fully missing-frame reconstruction (MAE and RMSE reduce by 16-19% over RESTORE-DiT) and provides reliable reconstructions under persistent gaps, while also yielding competitive cloud removal performance and flexible temporal querying for downstream tasks such as dense vegetation monitoring.
Diagnosing Major Depressive Disorder (MDD) from functional magnetic resonance imaging (fMRI) using functional connectivity (FC) analysis requires large amounts of labeled data that are scarce in clinical settings. Existing augmentation methods synthesize FC matrices, which compress fMRI recordings into static pairwise summaries and discard temporal information. We propose fMRI-Diffusion, a framework that synthesizes region-of-interest (ROI)-level fMRI time series rather than FC matrices. A Temporal Transformer serves as the denoising network within a denoising diffusion probabilistic model, treating each time point as a token to capture temporal dependencies through self-attention. A supervised pretraining strategy initializes the Transformer with task-relevant representations before diffusion training, and FC matrices are derived from the synthesized time series for classification. Experiments on the REST-meta-MDD dataset show that augmenting training data with synthetic time series consistently improves diagnostic accuracy across ten classifiers, six parcellation atlases, and three acquisition sites. The method outperforms five recent FC-based synthesis approaches, with accuracy gains of up to 3.7 percentage points over the strongest baseline. Ablation studies confirm the contributions of both the Transformer-based denoiser and the pretraining strategy. Distributional fidelity metrics remain below 0.06 across all conditions, indicating close agreement between real and synthetic distributions. These findings suggest that synthesizing fMRI time series before FC computation preserves temporal information lost in matrix-level augmentation and provides a practical strategy for MDD diagnosis under limited data.
Diffusion models have achieved remarkable success in generating samples from unknown data distributions. Most popular stochastic differential equation-based diffusion models perturb the target distribution by adding Gaussian noise, transforming it into a simple prior, and then use denoising score matching, a consequence of Tweedie's formula, to learn the score function and generate clean samples from noise. However, non-Gaussian diffusion models with state-dependent diffusion coefficient have been largely underexplored, as have the corresponding Tweedie's formulae. In this work, we extend Tweedie's formula to important non-Gaussian processes, including geometric Brownian motion (GBM), squared Bessel (BESQ) processes, and Cox-Ingersoll-Ross (CIR) processes, thereby yielding the corresponding denoising score-matching objectives. We then apply the derived formulae to image and financial time series generation using GBM- and CIR-based diffusion models, and to empirical Bayes estimation under the BESQ setting. The reported experimental results demonstrate the potential of non-Gaussian models.
We present LongLive-2.0, an NVFP4-based parallel infrastructure throughout the full training and inference workflow of long video generation, addressing speed and memory bottlenecks. For training, we introduce sequence-parallel autoregressive (AR) training, instantiated as Balanced SP, which co-designs the efficient teacher-forcing layout with SP execution by pairing clean-history and noisy-target temporal chunks on each rank, enabling a natural teacher-forcing mask with SP-aware chunked VAE encoding. Combined with NVFP4 precision, it reduces GPU memory cost and accelerates GEMM computation during training, the proportion of which increases as video length grows. Moreover, we show that a high-quality infrastructure and dataset enable a remarkably clean training pipeline. Unlike existing Self-Forcing series methods that rely on ODE initialization and subsequent distribution matching distillation (DMD), LongLive-2.0 directly tunes a diffusion model into a long, multi-shot, interactive auto-regressive (AR) diffusion model. It can be further converted to real-time generation (4 to 2 denoising steps) with standalone LoRA weights. For inference on Blackwell GPUs, we enable W4A4 NVFP4 inference, quantize KV cache into NVFP4 for memory savings, and boost end-to-end throughput with asynchronous streaming VAE decoding. On non-Blackwell GPU architectures, we deploy SP inference to match the speed on Blackwell GPUs, while the quantized KV cache can lower inter-GPU communication of SP. Experiments show up to 2.15x speedup in training, and 1.84x in inference. LongLive-2.0-5B achieves 45.7 FPS inference while attaining strong performance on benchmarks. To our knowledge, LongLive-2.0 is the first NVFP4 training and inference system for long video generation.
In principle, deep generative models can be used to perform domain adaptation; i.e. align the input feature representations of test data with that of a separate discriminative model's training data. This can help improve the discriminative model's performance on the test data. However, generative models are prone to producing hallucinations and artefacts that may degrade the quality of generated data, and therefore, predictive performance when processed by the discriminative model. While uncertainty quantification can provide a means to assess the quality of adapted data, the standard framework for evaluating the quality of predicted uncertainties may not easily extend to generative models due to the common lack of ground truths (among other reasons). Even with ground truths, this evaluation is agnostic to how the generated outputs are used on the downstream task, limiting the extent to which the uncertainty reliability analysis provides insights about the utility of the uncertainties with respect to the intended use case of the adapted examples. Here, we describe how decision-theoretic uncertainty quantification can address these concerns and provide a convenient framework for evaluating the trustworthiness of generated outputs, in particular, for domain adaptation. We consider a case study in photoplethysmography time series denoising for Atrial Fibrillation classification. This formalises a well-known heuristic method of using a downstream classifier to assess the quality of generated outputs.