StatD2GAN: When Calibration Masks Generator Quality in Held-Out Evaluation of Synthetic Weather Sequences

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, R$^2$, 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.

Weather reanalysis products rely on computationally intensive numerical weather predictions followed by data assimilation that corrects the forecast toward observations. Deep generative models offer a cheaper alternative that shifts much of this cost from inference to offline training. However, existing generative approaches have been evaluated on synthetic observations or under different datasets and evaluation schemes, making it unclear which design choices actually improve real-world data assimilation. We present the first controlled benchmark of generative weather data assimilation on real weather station observations. Using 11,849 NOAA MADIS stations across the contiguous United States and four weather variables, we evaluate methods while holding the dataset, observation operator, and deep learning architecture fixed. The benchmark compares the major design choices, including diffusion versus flow matching, pixel versus latent-space formulations, and multiple inference-time conditioning strategies, against a classical 3D-Var baseline. The benchmark reveals three clear conclusions. First, learned generative priors outperform the Gaussian prior of 3D-Var (35.7% vs. 33.3% RMSE reduction over ERA5) despite using no ERA5 background field at inference. Second, full-gradient guidance consistently outperforms stop-gradient and initial-noise optimization. Third, other choices provide little measurable benefit: diffusion and flow matching perform nearly identically under matched conditions, and latent-space variable mixing does not help. We further evaluate both dense and sparse station settings and find advantages from generative AI and full-gradient guidance more pronounced under sparsity. Together, these results identify which components of generative weather data assimilation improve performance on real station observations and establish a standardized benchmark for future work.