Organizations: Birla AI Labs, Office of Ananya Birla · Birla Institute of Technology and Science, Pilani · Kalinga Institute of Industrial Technology, Bhubaneswar
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.
Time-series data augmentation plays a crucial role in regression-oriented forecasting tasks, where limited data restricts the performance of deep learning models. While Generative Adversarial Networks (GANs) have shown promise in synthetic time-series generation, existing approaches primarily focus on matching marginal data distributions and often overlook the temporal dynamics that naturally exist in the original multivariate time series. When generating multivariate time series, this mismatch leads to distribution shift and temporal drift, thereby degrading the fidelity of the synthetic sequences. In this work, we propose a model-agnostic Markov Chain Monte Carlo (MCMC)-based framework to mitigate distribution shift and preserve temporal dynamics in synthetic time series. We provide a theoretical analysis of how conditional generative models accumulate deviations under sequential generation and demonstrate that the MCMC algorithm can correct these discrepancies by enforcing consistency with empirical transition statistics between neighboring time points. Extensive experiments on the Lorenz, Licor, ETTh, and ILI datasets using RCGAN, GCWGAN, TimeGAN, SigCWGAN, and AECGAN demonstrate that the proposed MCMC framework consistently improves autocorrelation alignment, skewness error, kurtosis error, R2, discriminative score, and predictive score. These results suggest that synthetic time series consistent with the original data require explicit preservation of transition laws rather than solely relying on adversarial distribution matching, thereby offering a principled direction for improving generative modeling of time-series data.
In time-series generation, existing approaches typically handcraft ortrain a separate model for each dataset, which hinders their scalability and fails to leverage shared temporal structures across domains. To address this fragmentation, we propose UPLOTS, a Unified, Prompt-guided Language model framework fOr constrained Time-Series Generation across diverse domains. Instead of building task-specific models, UPLOTS leverages a single pre-trained transformer backbone guided by learned constraint prompts, enabling on-demand generation with precise pattern control. One key innovation is our dynamic multi-dataset loss re-weighting and prompt-to-pattern mapping, which allows UPLOTS to internalize diverse temporal structures during training and conditionally generate them at inference. We evaluate UPLOTS on four real-world benchmarks and multiple constraint settings, including peak-period, calendar, load-level, and volatility patterns. Additional held-out constraint-combination and downstream forecasting experiments further demonstrate that UPLOTS generalizes beyond the original peak-pattern setting and improves data augmentation under scarce real-data regimes. Our code and baselines are available at github repo: https://github.com/cruiseresearchgroup/UPLOTS.
Synthetic data has transformed language model training, yet its role in time series forecasting remains poorly understood. We present a large-scale empirical study: nine experiment groups, 4,218 runs systematically evaluating synthetic time series augmentation across five architectures, four synthetic signals and seven datasets. The effect is sharply architecture-conditional: channel-mixing models (TimesNet, iTransformer) benefit in the majority of trials, while channel-independent models (DLinear, PatchTST) are consistently degraded. In selected low-resource settings the gains are striking: TimesNet trained on only 10% of Weather data with synthetic augmentation surpasses the full-data baseline (4 of 16 sparsity-dataset combinations). Averaged across all architectures, augmentation hurts in 67% of trials. We further find that only the Seasonal-Trend generator reliably helps across the tested benchmarks, and that hard curriculum switching is actively harmful (+24% MSE degradation). These results provide concrete, actionable guidelines on how to use synthetic data: use synthetic augmentation with channel-mixing architectures, use gradual annealing schedules, and treat low-resource augmentation as architecture- and dataset-dependent. Code is available at \href{https://github.com/hugoiscracked/synthetic-ts/tree/main}
Hugo Cazaux, Eyjólfur Ingi Ásgeirsson, Hlynur Stefánsson