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A Locally Tokenized Generative Model for Robust Time-Series Watermarking

NeurIPS 2026 · Time series › Anomaly detection · approach: Multivariate anomaly detection · 0 citations (OpenAlex)

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Proposes L-VQVAE, a locally tokenized VQ generative model for multivariate time series, and LVQMark, a logit-bias watermark with robust re-encoding, to stabilize false-positive behavior under post-editing attacks.

Problem

Watermark detectors for generated multivariate time series rely on globally coupled re-encoding, so post-editing attacks shift the null distribution of the detection z-score for non-watermarked samples, breaking clean-calibrated thresholds and causing false positives or anomalies.

Approach

Make each discrete token depend only on a bounded temporal window (local tokenizer sharing one codebook with a global decoder and AR transformer), then watermark via red-green logit bias with parity-alternating partitions and unbiased warm-up, and detect using a robust encoder trained with attack augmentation to recover clean token assignments.

Key results

Surprising findings

Limitations

Experimental setup

Datasets: Stocks ETTh Energy fMRI

Benchmarks: Stocks ETTh Energy fMRI

Metrics: TPR FPR on attacked non-watermarked samples z-score Context-FID Correlational score Discriminative score Predictive score

Baselines: Tree-Ring Gaussian Shading TimeWak DiffusionTS TimeVQVAE SDformer

Builds on: KGW TimeWak TimeVQVAE SDformer VQ-VAE

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