Cross-View Time-Frequency Diffusion for Extreme-Aware Time-Series Generation
Organizations: Department of Computer Science, Florida State University, Tallahassee, FL 32306, USA
Abstract
Generating realistic time-series requires faithfully reproducing rare but high-impact extreme events. Existing approaches often rely on specialized representations or extreme-focused training objectives, which may restrict the diversity of captured extremes or compromise overall distributional fidelity. We propose Cross-View Time-Frequency Diffusion (CrossTF), a framework that exploits discrepancies between time- and frequency-view denoisers for extreme-aware time-series generation. Our key empirical finding is extreme-sensitive cross-view asymmetry: moving along the direction connecting the two views' clean-sample estimates substantially changes extreme fidelity while having limited effects on overall generation quality. We further identify a late-stage cross-view window in which this discrepancy stabilizes and cross-view adjustments have a particularly strong effect on extreme fidelity. These findings motivate a staged optimization strategy in CrossTF: after training and freezing both denoisers, it only needs to learn step-specific fusion parameters within this window using an Extreme Value Theory-based objective under an energy-distance constraint. This formulation supports interpolation between and extrapolation beyond the view-specific estimates while limiting degradation in overall generation quality. Extensive experiments on seven real-world datasets against 11 baselines show that CrossTF improves extreme fidelity by 26.1% and overall performance by 7.4% relative to the strongest baselines. These results highlight cross-view discrepancy as an effective basis for low-dimensional optimization in extreme-aware time-series generation.
Figures & tables
| Relative Max–Min Range ( ) | Ratio | ||||
| Dataset | Loss | Overall | Extreme | Ext./Loss | Ext./Overall |
| Traffic | 4.5% | 8.4% | 290.4% | 65.22 | 34.44 |
| Transportation | 7.5% | 51.1% | 254.2% | 34.11 | 4.97 |
| Temperature | 7.3% | 12.6% | 145.6% | 19.91 | 11.52 |
| Electricity | 8.7% | 78.4% | 85.2% | 9.82 | 1.09 |
| Precipitation | 33.3% | 339.9% | 160.3% | 4.81 | 0.47 |
| Dataset | Extreme Fidelity | Overall Performance | W–L | ||||||
| Best | Ours | Baseline | Improve | Best | Ours | Baseline | Improve | ||
| Traffic | ImagenTime | 0.0343 | 0.0591 | +42.0% | FourierDiff | 0.0083 | 0.0138 | +39.9% | 110–0 |
| Precip. | ImagenTime | 0.0755 | 0.1086 | +30.5% | ImagenTime | 0.0050 | 0.0051 | +2.0% | 103–7 |
| Build. | ImagenTime | 0.0762 | 0.1012 | +24.7% | ImagenTime | 0.0040 | 0.0046 | +13.0% | 102–8 |
| Temp. | ImagenTime | 0.0884 | 0.1222 | +27.7% | FIDE | 0.0131 | 0.0165 | +20.6% | 101–9 |
| Elect. | ImagenTime | 0.0691 | 0.0734 | +5.9% | ImagenTime | 0.0220 | 0.0193 | 102–8 | |
| Dataset | Type | Method | Extreme Fidelity | Overall Fidelity | |||||
| Mag-Rate | Chg-Rate | Mag-Excess | Chg-Excess | Wass. | Marg. | ACD | |||
| Traffic | GAN | TimeGAN | 0.6852 | 0.6682 | 1.2587 | 0.7178 | 0.1240 | 0.0027 | 0.1393 |
| VAE | KoVAE | 0.6755 | 0.9931 | 0.6919 | 1.0784 | 0.3751 | 0.0100 | 0.1384 | |
| LLM | SDForger | 0.1641 | 0.7892 | 0.2229 | 0.9543 | 0.2521 | 0.0053 | 0.0690 | |
| Diffusion | DiffTime | 0.2229 | 0.2625 | 0.2053 | 0.2194 | 0.1098 | 0.0020 | 0.0258 | |
| Diffusion-TS | 0.2756 | 0.6143 | 0.2531 | 0.3993 | 0.1817 | 0.0036 | 0.0388 | ||
Appendix figures & tables26 assets
Supplementary material from the paper’s appendix.
Appendix
| Loss | Overall | Extreme | ||||
| Dataset | Var. | Seed Var. | Var. | Seed Var. | Var. | Seed Var. |
| Traffic | 4.5% | 1.45% | 8.4% | 9.21% | 290.4% | 17.10% |
| Transportation | 7.5% | 1.70% | 51.1% | 12.50% | 254.2% | 10.81% |
| Temperature | 7.3% | 1.70% | 12.6% | 14.49% | 145.6% | 9.62% |
| Electricity | 8.7% | 0.28% | 78.4% | 3.76% | 85.2% | 4.50% |
| Precipitation | 33.3% | 1.01% | 339.9% | 4.63% | 160.3% | 14.73% |
| Dataset | Delay | Emb. | Time Res. | Frequency Res. | ||
| Traffic | 144 | 3 | 48 | |||
| Precip. | 90 | 2 | 32 | |||
| Build. | 144 | 3 | 48 | |||
| Temp. | 144 | 3 | 48 | |||
| Elect. | 144 | 3 | 48 | |||
| Transp. | 144 | 3 | 48 |
| Baseline | Category | Venue | Link |
| TimeGAN ( Yoon et al., 2019 ) | GAN | NeurIPS’19 | Implementation Used |
| KoVAE ( Naiman et al., 2024b ) | VAE | ICLR’24 | Official Implementation |
| SDForger ( Rousseau et al., 2025 ) | LLM | NeurIPS’25 | Official Implementation |
| DiffTime ( Coletta et al., 2023 ) | Diffusion | NeurIPS’23 | Implementation Used |
| Diffusion-TS ( Yuan and Qiao, 2024 ) | Diffusion | ICLR’24 | Official Implementation |
| FourierDiff ( Crabbé et al., 2024 ) | Diffusion | ICML’24 | Official Implementation |
| Dataset | Time-Only | Freq.-Only | CrossTF | Gain vs. Time | Gain vs. Freq. |
| Elect. | 0.1531 | 0.1018 | 0.0691 | +54.9% | +32.1% |
| Build. | 0.1031 | 0.1280 | 0.0762 | +26.0% | +40.4% |
| Precip. | 0.0963 | 0.1899 | 0.0755 | +21.7% | +60.3% |
| Temp. | 0.0979 | 0.2217 | 0.0884 | +9.7% | +60.1% |
| ECG | 0.1534 | 0.1667 | 0.1421 | +7.4% | +14.8% |
| Transp. | 0.0512 | 0.1627 | 0.0477 | +7.0% | +70.7% |
| Dataset | Time-Only | Freq.-Only | CrossTF | Gain vs. Time | Gain vs. Freq. |
| Elect. | 0.0142 | 0.0184 | 0.0139 | +2.3% | +24.5% |
| Build. | 0.0025 | 0.0037 | 0.0025 | +0.3% | +32.7% |
| Precip. | 0.0015 | 0.0031 | 0.0015 | +0.0% | +53.3% |
| Temp. | 0.0111 | 0.0133 | 0.0111 | -0.6% | +16.3% |
| ECG | 0.0179 | 0.0187 | 0.0180 | -0.9% | +3.7% |
| Transp. | 0.0139 | 0.0189 | 0.0135 | +2.4% | +28.5% |
| Dataset | Method | Extreme Fidelity | Overall Fidelity | |||||
| Mag-Rate | Mag-Excess | Chg-Rate | Chg-Excess | Wass. | Marg. | ACD | ||
| Elect. | Time-Only | 0.1070 | 0.1991 | 0.1669 | 0.1546 | 0.0327 | 0.0107 | 0.0082 |
| Frequency-Only | 0.0772 | 0.0564 | 0.0818 | 0.3009 | 0.0456 | 0.0194 | 0.0070 | |
| CrossTF | 0.0802 | 0.1329 | 0.0345 | 0.0619 | 0.0315 | 0.0127 | 0.0067 | |
| Build. | Time-Only | 0.0518 | 0.0840 | 0.1632 | 0.1587 | 0.0294 | 0.0000 | 0.0177 |
| Frequency-Only | 0.0746 | 0.0952 | 0.1624 | 0.2326 | 0.0388 | 0.0000 | 0.0370 | |
| Dataset | Cross-View Window | Gain vs. Single | |||||
| Elect. | 0.546 | 0.440 | 0.480 | 0.846 | 0.654 | 0.681 | +45.4% |
| Build. | 1.271 | 1.544 | 1.871 | 1.905 | 1.812 | 1.735 | +20.3% |
| Precip. | 0.954 | 1.006 | 1.101 | 0.979 | 0.701 | 0.404 | +5.8% |
| Temp. | 1.502 | 1.460 | 1.335 | 0.939 | 0.804 | 0.779 | +8.0% |
| ECG | 0.571 | 0.666 | 0.977 | 1.143 | 0.911 | 0.830 | +0.7% |
| Dataset | Sensitivity Range | Gap / Standard Error | |||
| Cross-View | Same-View | Ratio | Cross-View | Same-View | |
| Transp. | 238.8% | 9.1% | 26.28 | 19.73 | 0.72 |
| Traffic | 250.3% | 11.6% | 21.54 | 5.60 | 0.87 |
| Precip. | 214.3% | 11.9% | 18.02 | 8.85 | 0.51 |
| Temp. | 130.8% | 11.7% | 11.14 | 8.39 | 0.78 |
| Elect. | 85.0% | 11.8% | 7.17 | 6.86 | 1.59 |
| Method | Training (min) | Sampling 1K (s) | Relative Sampling |
| TimeGAN | 108.0 | 2.90 | 0.78 |
| KoVAE | 6.2 | 0.03 | 0.01 |
| SDForger | 19.7 | 151.10 | 40.84 |
| DiffTime | 60.0 | 0.42 | 0.11 |
| Diffusion-TS | 8.1 | 24.10 | 6.51 |
| FourierDiff | 2.7 | 23.20 | 6.27 |
| Dataset | Type | Method | Extreme Fidelity | Overall Fidelity | |||||
| Mag-Rate | Chg-Rate | Mag-Excess | Chg-Excess | Wass. | Marg. | ACD | |||
| Precip. | GAN | TimeGAN | 0.2923 | 0.4502 | 1.0694 | 1.0721 | 0.1259 | 2.18e-05 | 0.0136 |
| VAE | KoVAE | 0.9404 | 0.9779 | 0.7589 | 0.7514 | 0.2005 | 2.23e-05 | 0.0063 | |
| LLM | SDForger | 0.9623 | 0.4326 | 0.9122 | 0.7071 | 0.6871 | 1.04e-04 | 0.0162 | |
| Diffusion | DiffTime | 0.2816 | 0.1978 | 0.2209 | 0.1667 | 0.0607 | 1.76e-05 | 0.0074 | |
| Diffusion-TS | 0.9686 | 0.8395 | 0.4960 | 0.4518 | 0.2537 | 4.83e-05 | 0.0063 | ||
| Dataset | Type | Method | Extreme Fidelity | Overall Fidelity | |||||
| Mag-Rate | Chg-Rate | Mag-Excess | Chg-Excess | Wass. | Marg. | ACD | |||
| Build. | GAN | TimeGAN | 0.3299 | 0.4519 | 0.1554 | 1.1183 | 0.1900 | 1.82e-04 | 0.2302 |
| VAE | KoVAE | 0.3504 | 0.5416 | 0.2563 | 0.4590 | 0.4135 | 3.00e-04 | 0.1417 | |
| LLM | SDForger | 0.2244 | 0.5211 | 0.2174 | 0.4442 | 0.3577 | 2.23e-04 | 0.0910 | |
| Diffusion | DiffTime | 0.1902 | 0.2676 | 0.1616 | 0.2347 | 0.1552 | 6.52e-05 | 0.0478 | |
| Diffusion-TS | 0.2428 | 0.4228 | 0.2093 | 0.4149 | 0.2102 | 6.74e-05 | 0.0777 | ||
| Dataset | Type | Method | Extreme Fidelity | Overall Fidelity | |||||
| Mag-Rate | Chg-Rate | Mag-Excess | Chg-Excess | Wass. | Marg. | ACD | |||
| Temp. | GAN | TimeGAN | 1.4295 | 15.7082 | 0.6670 | 5.7697 | 0.2666 | 0.0089 | 0.2837 |
| VAE | KoVAE | 0.6441 | 1.0221 | 0.7101 | 1.5098 | 0.2467 | 0.0077 | 0.1475 | |
| LLM | SDForger | 0.1175 | 0.6380 | 0.1528 | 1.2320 | 0.2247 | 0.0058 | 0.0804 | |
| Diffusion | DiffTime | 0.1903 | 0.1545 | 0.1360 | 0.3976 | 0.3028 | 0.0065 | 0.0308 | |
| Diffusion-TS | 0.1410 | 0.3274 | 0.2299 | 0.4479 | 0.1726 | 0.0040 | 0.0253 | ||
| Dataset | Type | Method | Extreme Fidelity | Overall Fidelity | |||||
| Mag-Rate | Chg-Rate | Mag-Excess | Chg-Excess | Wass. | Marg. | ACD | |||
| Elect. | GAN | TimeGAN | 0.2936 | 1.0724 | 0.8155 | 1.3465 | 0.1261 | 0.0522 | 0.0694 |
| VAE | KoVAE | 0.9229 | 1.1475 | 0.7631 | 0.9310 | 0.3385 | 0.0778 | 0.0422 | |
| LLM | SDForger | 0.4007 | 1.4693 | 0.7653 | 1.8697 | 0.2040 | 0.0575 | 0.0408 | |
| Diffusion | DiffTime | 0.2456 | 0.1872 | 0.1802 | 0.1525 | 0.1143 | 0.0256 | 0.0246 | |
| Diffusion-TS | 0.3145 | 0.6035 | 0.3155 | 0.4491 | 0.3212 | 0.0510 | 0.0286 | ||
| Dataset | Type | Method | Extreme Fidelity | Overall Fidelity | |||||
| Mag-Rate | Chg-Rate | Mag-Excess | Chg-Excess | Wass. | Marg. | ACD | |||
| Transp. | GAN | TimeGAN | 0.2161 | 0.8154 | 0.4333 | 0.7877 | 0.1951 | 0.5131 | 0.0298 |
| VAE | KoVAE | 0.6015 | 0.8455 | 0.6152 | 0.7580 | 0.2056 | 0.5539 | 0.0635 | |
| LLM | SDForger | 0.1201 | 0.3637 | 0.4108 | 0.6160 | 0.1127 | 0.2715 | 0.0268 | |
| Diffusion | DiffTime | 0.2473 | 0.2002 | 0.2661 | 0.1386 | 0.1560 | 0.3159 | 0.0194 | |
| Diffusion-TS | 0.2835 | 0.5090 | 0.2599 | 0.3218 | 0.1393 | 0.1938 | 0.0391 | ||
| Dataset | Type | Method | Extreme Fidelity | Overall Fidelity | |||||
| Mag-Rate | Chg-Rate | Mag-Excess | Chg-Excess | Wass. | Marg. | ACD | |||
| ECG | GAN | TimeGAN | 0.8675 | 0.4654 | 0.9233 | 1.7869 | 0.0886 | 0.0581 | 0.0282 |
| VAE | KoVAE | 2.7715 | 1.9206 | 3.7157 | 2.1064 | 0.3909 | 0.1586 | 0.1084 | |
| LLM | SDForger | 1.9948 | 1.8672 | 3.4791 | 2.1706 | 0.3934 | 0.1243 | 0.0546 | |
| Diffusion | DiffTime | 0.5198 | 0.6658 | 0.3663 | 0.7390 | 0.2807 | 0.0723 | 0.0298 | |
| Diffusion-TS | 0.4689 | 0.5354 | 0.2841 | 0.5571 | 0.1496 | 0.0440 | 0.0153 | ||
| Metric | Method | Traffic | Precip. | Build. | Temp. | Elect. | Transp. | ECG | #Best |
| Disc | CrossTF (Ours) | 0.0126 † | 0.0212 † | 0.0466 | 0.0088 | 0.0470 † | 0.0189 † | 0.0342 † | 5 |
| ImagenTime | 0.0396 † | 0.0157 † | 0.0086 † | 0.0214 | 0.0295 † | 0.0076 † | 0.0067 † | 6 | |
| DiffTime | 0.0968 | 0.1053 † | 0.0784 | 0.1266 | 0.1000 † | 0.1307 | 0.1867 † | 3 | |
| FIDE | 0.3897 | 0.0354 | 0.2595 | 0.0016 | 0.0364 † | 0.1913 | 0.2550 | 2 | |
| FourierDiff | 0.0209 † | 0.4929 | 0.0082 | 0.0263 | 0.1091 | 0.1989 | 0.3025 | 1 | |
| E4GEN | 0.3240 | 0.3325 | 0.0992 | 0.1053 | 0.2038 | 0.1780 † | 0.2658 | 1 |