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Research map / Time series / Causal and generative time series

Towards Editing Time Series

NeurIPS 2024 · Time series › Causal and generative time series · approach: Robust forecasting and evaluation · 0 citations (OpenAlex)

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Introduces Time Series Editing (TSE), editing attributes of an existing time series, and proposes TEdit, a multi-resolution diffusion model trained with a bootstrap self-scoring learning algorithm.

Problem

Existing time series generation is either unconditional or conditional and generates from scratch, so it cannot modify attributes of an existing sample while preserving other properties (sample-level "what if" editing). Data coverage over attribute combinations is sparse, and attributes act at diffe

Approach

Edit a time series via a diffusion model by DDIM-inverting the source series under source attributes and regenerating under target attributes; add a multi-resolution patch-based noise estimator (with parallel attention masking) and a bootstrap finetuning step that self-scores generated edits by round-trip editing MSE and retrains on the top-scoring samples.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add TEdit editing with multi-resolution modeling and bootstrap learning instead of conditional generation baseline Time WeaverTime Weaver · SyntheticMSE: 0.1454 -> 0.1315Helped
Add TEdit editing with multi-resolution modeling and bootstrap learning instead of Time WeaverTime Weaver · Air QualityCTAP (edited attributes): 0.3266 -> 0.3930Helped
Add TEdit editing with multi-resolution modeling and bootstrap learning instead of Time WeaverTime Weaver · Motor ImageryCTAP (edited attributes): 0.4168 -> 0.4348Helped
Add bootstrap learning (ablation)TEdit-TW · SyntheticMSE: 0.1376 -> 0.1315Helped
Add bootstrap learning (ablation)TEdit-TW · Air QualityCTAP (edited attributes): 0.3792 -> 0.3930Helped
Add bootstrap learning (ablation)TEdit-TW · Air QualityCTAP (preserved attributes): 0.6418 -> 0.6274Hurt
Add bootstrap learning (ablation)TEdit-TW · Motor ImageryCTAP (edited attributes): 0.4289 -> 0.4348Helped
Add bootstrap learning (ablation)TEdit-TW · Motor ImageryCTAP (preserved attributes): 0.6658 -> 0.6621No clear effect
Add multi-resolution modeling (ablation)TEdit-TW · SyntheticCTAP (edited attributes): 0.6943 -> 0.7957Helped
Add multi-resolution modeling (ablation)TEdit-TW · Air QualityCTAP (edited attributes): 0.3266 -> 0.3930Helped
Add multi-resolution modeling (ablation)TEdit-TW · Motor ImageryCTAP (edited attributes): 0.4168 -> 0.4348Helped
Use ground-truth source-target pairs for fine-tuning instead of bootstrap samples (ablation)TEdit-TW · SyntheticMSE: 0.1315 -> 0.1233Helped

Surprising findings

Limitations

Experimental setup

Datasets: Synthetic (generated) Air Quality (KDD Cup 2018) Motor Imagery (BCI EEG)

Benchmarks: Synthetic TSE benchmark Air Quality Motor Imagery

Metrics: MSE MAE RaTS |RaTS| CTAP score

Baselines: CSDI Time Weaver Conditional generation (no editing)

Builds on: CSDI Time Weaver DDIM CLIP Patch-based Transformer (PatchTST)

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