A Locally Tokenized Generative Model for Robust Time-Series Watermarking
Organizations: Seoul National University · Nanyang Technological University
Abstract
Watermarking is a central tool for provenance in generative models, yet its application to multivariate time series remains hindered by reliability failures under post-editing attacks. We show that existing detectors, which rely on globally coupled re-encoding, suffer from bidirectional drift of the null distribution: post-editing attacks can shift the z-score of non-watermarked samples in either direction, invalidating clean-calibrated thresholds. We argue that this instability is a property of the re-encoding, and that reliable detection requires each recovered unit to depend only on a bounded temporal neighborhood. Guided by this principle, we propose L-VQVAE, a generative model in which each discrete token is produced from a short contiguous window, and LVQMark, a watermarking method over this token space that combines logit-bias injection with robust re-encoding for attack-time detection. Experiments on four benchmarks spanning finance, energy, and neuroimaging show that our approach preserves generation quality while stabilizing both detection power and false-positive behavior under post-editing attacks.
Figures & tables
| Watermarked | Correct detection | Miss | Statistical anomaly |
| Non-watermarked | False positive | Correct rejection | Statistical anomaly |
| Setting | Watermark (TPR ) | Non-watermarked (FPR | Z-score) | Quality Metric ( ) | ||||||||||||
| Dataset | Model | Method | Offset | Crop | Insert | Offset | Crop | Insert | C-FID | Corr. | Disc. | Pred. | |||
| Stocks | DiffusionTS | TR | 0.00 | 1.00 | 1.00 | 1.52 | 0.07 | 0.15 | |||||||
| GS | 0.00 | 0.05 | 1.50 | 0.23 | |||||||||||
| TimeWak | 0.05 | 0.29 | 0.13 | ||||||||||||
| SDformer | LVQMark | 0.00 | 0.01 | 0.00 | 0.02 | ||||||||||
| L-VQVAE | LVQMark | 0.01 | 0.01 | ||||||||||||
| Stocks | Energy | ETTh | fMRI | |||||||||||||
| Model | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. |
| TimeVQVAE | 0.439 | 0.079 | 0.368 | 0.056 | 5.423 | 7.189 | 0.466 | 0.293 | 2.432 | 0.238 | 0.453 | 0.244 | 18.643 | 38.410 | 0.275 | 0.255 |
| DiffusionTS | 0.294 | 0.013 | 0.126 | 0.143 | 1.519 | 0.135 | 0.370 | 0.134 | 0.114 | 0.117 | 0.446 | 1.869 | 0.253 | 0.100 | ||
| SDformer | ||||||||||||||||
| L-VQVAE | ||||||||||||||||
| Stocks | Energy | ETTh | fMRI | |||||||||||||
| Variant | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. |
| no-alt-warmup | 0.222 | 0.114 | 1.060 | 0.203 | 0.172 | 0.098 | 0.027 | 0.119 | 0.324 | 1.362 | 0.093 | |||||
| no-warmup | 0.020 | 0.107 | ||||||||||||||
| LVQMark | 0.267 | |||||||||||||||
| Stocks | Energy | ETTh | fMRI | ||||||||||
| Model | Type | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert |
| SDformer | w/o Robust | 0.02 | 0.58 | 0.00 | 0.00 | 0.00 | 0.02 | ||||||
| w/ Robust | 0.00 | 0.00 | |||||||||||
| L-VQVAE | w/o Robust | 0.00 | 0.00 | 0.01 | |||||||||
| w/ Robust | |||||||||||||
Appendix figures & tables26 assets
Supplementary material from the paper’s appendix.
Appendix
| Parameter | Energy | ETTh | fMRI | Stocks |
| Encoder / Decoder | ||||
| Feature size | 28 | 7 | 50 | 6 |
| 512 | 512 | 512 | 128 | |
| Attention heads | 8 | 8 | 8 | 4 |
| Encoder layers | 5 | 5 | 5 | 5 |
| Local decoder layers | 5 | 5 | 5 | 5 |
| Parameter | Energy | ETTh | fMRI | Stocks |
| Encoder / Decoder | ||||
| Feature size | 28 | 7 | 50 | 6 |
| Hidden dim | 512 | 512 | 512 | 512 |
| Residual blocks | 2 | 2 | 2 | 2 |
| Downsample rate | 4 | 4 | 4 | 4 |
| EMA decay | 0.99 | 0.99 | 0.99 | 0.99 |
| Dataset | # Timesteps | # Features | Source |
| Stocks | 3,685 | 6 | https://finance.yahoo.com |
| ETTh | 17,420 | 7 | https://github.com/zhouhaoyi/ETDataset |
| Energy | 19,735 | 28 | https://archive.ics.uci.edu |
| fMRI | 10,000 | 50 | https://www.fmrib.ox.ac.uk/datasets |
| Stocks | Energy | ETTh | fMRI | |||||||||
| Partition | Offset | Crop | Insert. | Offset | Crop | Insert. | Offset | Crop | Insert. | Offset | Crop | Insert. |
| KGW | 14.96 | 5.38 | 2.76 | 14.73 | 10.06 | 9.98 | 10.51 | 8.14 | 7.26 | 12.71 | 13.12 | 9.31 |
| Ours | ||||||||||||
| Stocks | Energy | ETTh | fMRI | |||||||||
| Partition | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert |
| KGW | 12.95 | 8.62 | 8.44 | 14.80 | 13.30 | 14.27 | 11.09 | 9.02 | 10.55 | 12.77 | 13.14 | 12.66 |
| Ours | ||||||||||||
| Setting | Watermark (TPR ) | Non-watermarked (FPR | Z-score) | Quality Metric ( ) | ||||||||||||
| Dataset | Model | Method | Offset | Crop | Insert | Offset | Crop | Insert | C-FID | Corr. | Disc. | Pred. | |||
| Stocks | DiffusionTS | TR | 0.00 | 0.00 | 1.00 | 0.96 | 0.10 | 0.20 | |||||||
| GS | 0.45 | 8.88 | 0.09 | 0.43 | |||||||||||
| TimeWak | 0.02 | 0.33 | 0.16 | ||||||||||||
| SDformer | LVQMark | 0.13 | 0.81 | 0.22 | 0.86 | 0.01 | |||||||||
| L-VQVAE | LVQMark | 0.99 | 0.98 | 0.04 | 0.02 | ||||||||||
| Setting | Watermark (TPR ) | Non-watermarked (FPR | Z-score) | Quality Metric ( ) | ||||||||||||
| Dataset | Model | Method | Offset | Crop | Insert | Offset | Crop | Insert | C-FID | Corr. | Disc. | Pred. | |||
| Stocks | DiffusionTS | TR | 0.00 | 1.00 | 1.00 | 3.05 | 0.09 | 0.24 | |||||||
| GS | 0.04 | 2.63 | 0.19 | ||||||||||||
| TimeWak | 0.69 | 0.34 | |||||||||||||
| SDformer | LVQMark | 0.00 | 0.00 | 0.00 | |||||||||||
| L-VQVAE | LVQMark | 0.18 | |||||||||||||
| Stocks | Energy | ETTh | fMRI | |||||||||||||
| Model | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. |
| TimeVQVAE | 0.507 | 0.049 | 0.361 | 2.527 | 6.632 | 0.476 | 0.383 | 4.417 | 0.263 | 0.415 | 0.199 | 12.532 | 61.599 | 0.459 | 0.156 | |
| DiffusionTS | 0.329 | 0.022 | 0.160 | 0.087 | 1.534 | 0.137 | 0.231 | 0.212 | 0.078 | 0.121 | 0.181 | 1.976 | 0.100 | |||
| SDformer | ||||||||||||||||
| L-VQVAE | 0.209 | |||||||||||||||
| Stocks | Energy | ETTh | fMRI | |||||||||||||
| Model | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. |
| TimeVQVAE | 0.293 | 0.087 | 0.135 | 0.039 | 7.738 | 6.631 | 0.498 | 0.344 | 2.205 | 0.251 | 0.256 | 0.143 | 30.672 | 45.692 | 0.250 | 0.149 |
| DiffusionTS | 0.344 | 0.152 | 0.169 | 1.505 | 0.235 | 0.249 | 1.075 | 0.175 | 0.145 | 0.810 | 1.812 | 0.357 | 0.100 | |||
| SDformer | ||||||||||||||||
| L-VQVAE | ||||||||||||||||
| Stocks | Energy | ETTh | fMRI | |||||||||||||
| Variant | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. |
| no-alt-warmup | 0.211 | 0.014 | 0.081 | 1.172 | 0.151 | 0.254 | 0.180 | 0.113 | 0.066 | 0.419 | 2.350 | 0.298 | 0.101 | |||
| no-warmup | 0.224 | |||||||||||||||
| LVQMark | ||||||||||||||||
| Stocks | Energy | ETTh | fMRI | |||||||||||||
| Variant | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. | C-FID | Corr. | Disc. | Pred. |
| no-alt-warmup | 0.185 | 0.093 | 0.869 | 0.235 | 0.247 | 0.166 | 0.083 | 0.035 | 0.257 | 1.023 | 0.134 | |||||
| no-warmup | ||||||||||||||||
| LVQMark | 0.009 | 0.179 | ||||||||||||||
| Stocks | Energy | ETTh | fMRI | ||||||||||
| Model | Type | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert |
| SDformer | w/o Robust | 0.22 | 0.03 | 0.07 | |||||||||
| w/ Robust | 0.07 | 0.20 | 0.08 | 0.68 | |||||||||
| L-VQVAE | w/o Robust | 0.21 | 0.00 | 0.01 | |||||||||
| w/ Robust | |||||||||||||
| Stocks | Energy | ETTh | fMRI | ||||||||||
| Model | Type | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert |
| SDformer | w/o Robust | 0.00 | 0.32 | 0.14 | 0.04 | 0.04 | |||||||
| w/ Robust | 0.05 | 0.01 | 0.01 | ||||||||||
| L-VQVAE | w/o Robust | 0 | 0.99 | 1.00 | 0.00 | 0.81 | 1.00 | 0.00 | 1.00 | 1.00 | 1.00 | 0.62 | |
| w/ Robust | |||||||||||||
| Setting | Watermark (TPR ) | Non-watermarked (FPR | Z-score) | Quality Metric ( ) | ||||||||||||
| Dataset | Model | Method | Offset | Crop | Insert | Offset | Crop | Insert | C-FID | Corr. | Disc. | Pred. | |||
| Stocks | DiffusionTS | TR | 0.00 | 0.00 | 1.00 | 0.96 | 0.10 | 0.20 | |||||||
| GS | 1.00 | 0.43 | 8.88 | 0.09 | 0.43 | ||||||||||
| TimeWak | 1.00 | 0.33 | 0.16 | ||||||||||||
| SDformer | LVQMark | 0.19 | 0.44 | 0.72 | 0.53 | ||||||||||
| L-VQVAE | LVQMark | ||||||||||||||
| Setting | Watermark (TPR ) | Non-watermarked (FPR | Z-score) | Quality Metric ( ) | ||||||||||||
| Dataset | Model | Method | Offset | Crop | Insert | Offset | Crop | Insert | C-FID | Corr. | Disc. | Pred. | |||
| Stocks | DiffusionTS | TR | 0.00 | 0.00 | 1.00 | 1.52 | 0.07 | 0.15 | |||||||
| GS | 0.05 | 1.50 | 0.22 | ||||||||||||
| TimeWak | 0.29 | 0.29 | 0.13 | ||||||||||||
| SDformer | LVQMark | 0.01 | 0.03 | 0.01 | 0.01 | ||||||||||
| L-VQVAE | LVQMark | ||||||||||||||
| Setting | Watermark (TPR ) | Non-watermarked (FPR | Z-score) | Quality Metric ( ) | ||||||||||||
| Dataset | Model | Method | Offset | Crop | Insert | Offset | Crop | Insert | C-FID | Corr. | Disc. | Pred. | |||
| Stocks | DiffusionTS | TR | 0.00 | 1.00 | 1.00 | 3.05 | 0.09 | 0.24 | |||||||
| GS | 2.63 | 0.19 | |||||||||||||
| TimeWak | 1.00 | 0.16 | 0.34 | ||||||||||||
| SDformer | LVQMark | 0.00 | 0.00 | 0.00 | |||||||||||
| L-VQVAE | LVQMark | 0.01 | 0.18 | ||||||||||||
| Stocks | Energy | ETTh | fMRI | ||||||||||
| Model | Type | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert |
| SDformer | w/o Robust | 0.44 | 0.72 | 0.01 | |||||||||
| w/ Robust | 0.08 | 0.57 | 0.24 | ||||||||||
| L-VQVAE | w/o Robust | ||||||||||||
| w/ Robust | |||||||||||||
| Stocks | Energy | ETTh | fMRI | ||||||||||
| Model | Type | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert |
| SDformer | w/o Robust | 0.46 | 0.00 | 0.06 | |||||||||
| w/ Robust | 0.00 | 0.00 | 0.00 | 0.14 | 0.09 | 0.04 | 0.12 | 0.10 | |||||
| L-VQVAE | w/o Robust | 0.00 | 0.03 | ||||||||||
| w/ Robust | |||||||||||||
| Stocks | Energy | ETTh | fMRI | ||||||||||
| Model | Type | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert | Offset | Crop | Insert |
| SDformer | w/o Robust | 0.00 | 0.14 | 0.03 | 0.10 | ||||||||
| w/ Robust | 0.00 | 0.34 | 0.31 | 0.06 | 0.04 | 0.02 | |||||||
| L-VQVAE | w/o Robust | 0.02 | |||||||||||
| w/ Robust | |||||||||||||
| Setting | Watermark (Z-score ) | Non-watermarked (Z-score) | Quality Metric ( ) | |||||||||
| Dataset | Model | Method | Offset | Crop | Insert | Offset | Crop | Insert | C-FID | Corr. | Disc. | Pred. |
| Stocks | DiffusionTS | TR | ||||||||||
| GS | ||||||||||||
| TimeWak | ||||||||||||
| SDformer | LVQMark | |||||||||||
| L-VQVAE | LVQMark | |||||||||||
| Setting | Watermark (Z-score ) | Non-watermarked (Z-score) | Quality Metric ( ) | |||||||||
| Dataset | Model | Method | Offset | Crop | Insert | Offset | Crop | Insert | C-FID | Corr. | Disc. | Pred. |
| Stocks | DiffusionTS | TR | ||||||||||
| GS | ||||||||||||
| TimeWak | ||||||||||||
| SDformer | LVQMark | |||||||||||
| L-VQVAE | LVQMark | |||||||||||
| Setting | Watermark (Z-score ) | Non-watermarked (Z-score) | Quality Metric ( ) | |||||||||
| Dataset | Model | Method | Offset | Crop | Insert | Offset | Crop | Insert | C-FID | Corr. | Disc. | Pred. |
| Stocks | DiffusionTS | TR | ||||||||||
| GS | ||||||||||||
| TimeWak | ||||||||||||
| SDformer | LVQMark | |||||||||||
| L-VQVAE | LVQMark | |||||||||||