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Poster

Utilizing Image Transforms and Diffusion Models for Generative Modeling of Short and Long Time Series

Ilan Naiman · Nimrod Berman · Itai Pemper · Idan Arbiv · Gal Fadlon · Omer Asher · Omri Azencot

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Wed 11 Dec 4:30 p.m. PST — 7:30 p.m. PST

Abstract: Lately, there has been a surge in interest surrounding generative modeling of time series data. Most existing approaches are designed either to process short sequences or to handle long-range sequences. This dichotomy can be attributed to gradient issues with recurrent networks, computational costs associated with transformers, and limited expressiveness of state space models. Towards a unified generative model for varying-length time series, we propose in this work to transform sequences into images. By employing invertible transforms such as the delay embedding and the short-time Fourier transform, we unlock three main advantages: i) We can exploit advanced diffusion vision models; ii) We can remarkably process short- and long-range inputs within the same framework; and iii) We can harness recent and established tools proposed in the time series to image literature. We validate the effectiveness of our method through a comprehensive evaluation across multiple tasks, including unconditional generation, interpolation, and extrapolation. We show that our approach achieves consistently state-of-the-art results against strong baselines. In the unconditional generation tasks, we show remarkable mean improvements of $49.92$% and $132.61$% in the short discriminative and (ultra-)long classification scores, respectively.

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