TSGDiff: Rethinking Synthetic Time Series Generation from a Pure Graph Perspective
This work addresses the problem of generating realistic synthetic time series for applications like data augmentation or simulation, representing an incremental advance by applying graph-based methods to a known bottleneck in time series generation.
The paper tackles the challenge of generating synthetic time series data by proposing TSGDiff, a framework that models time series as dynamic graphs using a graph neural network-based diffusion process, and introduces the Topo-FID metric for structural evaluation, achieving high-quality generation that preserves temporal dependencies and structural integrity.
Diffusion models have shown great promise in data generation, yet generating time series data remains challenging due to the need to capture complex temporal dependencies and structural patterns. In this paper, we present \textit{TSGDiff}, a novel framework that rethinks time series generation from a graph-based perspective. Specifically, we represent time series as dynamic graphs, where edges are constructed based on Fourier spectrum characteristics and temporal dependencies. A graph neural network-based encoder-decoder architecture is employed to construct a latent space, enabling the diffusion process to model the structural representation distribution of time series effectively. Furthermore, we propose the Topological Structure Fidelity (Topo-FID) score, a graph-aware metric for assessing the structural similarity of time series graph representations. Topo-FID integrates two sub-metrics: Graph Edit Similarity, which quantifies differences in adjacency matrices, and Structural Entropy Similarity, which evaluates the entropy of node degree distributions. This comprehensive metric provides a more accurate assessment of structural fidelity in generated time series. Experiments on real-world datasets demonstrate that \textit{TSGDiff} generates high-quality synthetic time series data generation, faithfully preserving temporal dependencies and structural integrity, thereby advancing the field of synthetic time series generation.