REGEN: Reference-Guided Synthetic Multivariate Time Series Generation for Forecasting

• URL: http://arxiv.org/abs/2606.05264v1
• Date: Wed, 03 Jun 2026 16:19:55 GMT
• Title: REGEN: Reference-Guided Synthetic Multivariate Time Series Generation for Forecasting
• Abstract summary: We propose a reference-guided generative pipeline that treats observed sequences as structural scaffolds for synthesis.<n>We show that ReGeN-generated data consistently substitutes for real sibling data with minimal forecasting degradation.<n>This suggests that in low-data regimes, how reference data is structurally exploited can matter as much as how much data is available.
• Score: 7.771378647684901
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Training robust multivariate time series forecasting models requires large, diverse corpora, yet many real-world domains provide only a handful of observed sequences. Existing generators fail to resolve this mismatch: prior-based approaches (e.g., CauKer, TimePFN) produce domain-agnostic samples, while data-driven methods (e.g., TimeGAN) treat references as black-box supervision, forfeiting explicit control over periodic structure, local variability, and cross-variable dynamics. We propose ReGeN, a reference-guided generative pipeline that treats observed sequences not as examples to imitate, but as structural scaffolds for controllable synthesis. ReGeN decomposes each reference into three interpretable components: a phase-aligned periodic backbone capturing dominant domain morphology; per-variable stochastic residuals modeled with a deep-kernel Gaussian process; and lag-aware cross-variable dependencies injected through a structural causal model with fitted coupling coefficients. Sampling these components at controllable temperature broadens distributional coverage while preserving domain-grounded structure. We show that ReGeN-generated data consistently substitutes for real sibling data with minimal forecasting degradation, and in strongly periodic domains such as traffic, can outperform the real source itself. We further show that a foundation model pretrained on ReGeN corpora outperforms those pretrained on prior-based and data-driven synthetic alternatives. This suggests that in low-data regimes, how reference data is structurally exploited can matter as much as how much data is available.

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