TimeAutoDiff: Combining Autoencoder and Diffusion model for time series tabular data synthesizing

• URL: http://arxiv.org/abs/2406.16028v2
• Date: Mon, 15 Jul 2024 04:36:30 GMT
• Title: TimeAutoDiff: Combining Autoencoder and Diffusion model for time series tabular data synthesizing
• Authors: Namjoon Suh, Yuning Yang, Din-Yin Hsieh, Qitong Luan, Shirong Xu, Shixiang Zhu, Guang Cheng,
• Abstract summary: In this paper, we leverage the power of latent diffusion models to generate synthetic time series tabular data. We tackle this problem by combining the ideas of the variational auto-encoder (VAE) and the denoising diffusion probabilistic model (DDPM) Our model named as textttTimeAutoDiff has several key advantages including (1) Generality: the ability to handle the broad spectrum of time series data from single to multi-sequence datasets.
• Score: 13.385264002435145
• License: http://creativecommons.org/licenses/by-nc-sa/4.0/
• Abstract: In this paper, we leverage the power of latent diffusion models to generate synthetic time series tabular data. Along with the temporal and feature correlations, the heterogeneous nature of the feature in the table has been one of the main obstacles in time series tabular data modeling. We tackle this problem by combining the ideas of the variational auto-encoder (VAE) and the denoising diffusion probabilistic model (DDPM). Our model named as \texttt{TimeAutoDiff} has several key advantages including (1) Generality: the ability to handle the broad spectrum of time series tabular data from single to multi-sequence datasets; (2) Good fidelity and utility guarantees: numerical experiments on six publicly available datasets demonstrating significant improvements over state-of-the-art models in generating time series tabular data, across four metrics measuring fidelity and utility; (3) Fast sampling speed: entire time series data generation as opposed to the sequential data sampling schemes implemented in the existing diffusion-based models, eventually leading to significant improvements in sampling speed, (4) Entity conditional generation: the first implementation of conditional generation of multi-sequence time series tabular data with heterogenous features in the literature, enabling scenario exploration across multiple scientific and engineering domains. Codes are in preparation for release to the public, but available upon request.

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