arXiv subjects

Chunyi Hou

Publications and source records attributed to Chunyi Hou.

3 recordsLinked to original sources

arXiv2026

ORBIT: Autoregressive Time Series Generation via Next Frequency-Band Prediction

Deep generative models provide an effective modern solution to alleviating the problem of data scarcity by synthesizing realistic time series. However, despite the considerable progress achieved by existing deep time series generators, two key challenges remain: (1) learning hierarchical representations for heterogeneous temporal patterns; and (2) coordinating the generation process of heterogeneous temporal dynamics. To address these key bottlenecks, in this work, we propose ORBIT, a unified deep generative framework for time series. Specifically, we develop two key components: the Frequency-Hierarchical VQ-VAE (FH-VQ-VAE) and the Frequency-Band Autoregressive Transformer (FBAR). The former learns hierarchical representations by decomposing latent temporal representations into different frequency bands and applying residual quantization with increasing token budgets. The latter establishes a novel low-to-high frequency autoregressive direction, yielding a time series generation process that first constructs global temporal structures and then incrementally incorporates fine-grained temporal details. These compact designs not only disentangle heterogeneous temporal patterns for more effective representation learning but also mitigate potential interference among different temporal dynamics during generation. Extensive experiments on multiple challenging real-world benchmarks demonstrate that ORBIT achieves state-of-the-art overall performance while exhibiting superior inference efficiency compared with advanced baselines.

cs.LG↗

arXiv2026

HALO: Enhancing Time Series Generation via Hyperspherical Latents and Masked AutoregRessive Modeling

Most existing time series generators rely on a two-stage modeling paradigm: the first stage learns discrete latent representations of time series; the second stage performs autoregressive modeling on these discrete latents through next token prediction. However, this paradigm suffers from two stage-specific limitations: the first stage can lead to information loss when discretizing continuous time series, while the second stage is prone to error accumulation during autoregressive generation. To address these limitations, our core idea is to perform generative modeling in a continuous latent space with a more efficient autoregressive framework. We propose HALO, which enhances time series generation via Hyperspherical Latents and Masked Autoregressive modeling to achieve this goal by tackling two key bottlenecks: (1) variance and scale heterogeneity of continuous latent representations; (2) the difficulty of balancing generation efficiency with temporal correlation modeling. HALO first introduces a hyperspherical VAE that constrains continuous latents to a fixed-radius hyperspherical shell, effectively stabilizing the numerical fluctuations of continuous latent representations. Secondly, we develop a masked autoregressive model that balances parallel decoding and temporal correlation learning, substantially reducing the number of inference steps required for generation and improving generation stability. Our extensive experiments demonstrate that HALO achieves state-of-the-art generation performance while offering significantly improved inference efficiency over existing advanced baselines.

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arXiv2026

TimeMosaic: Temporal Heterogeneity Guided Time Series Forecasting via Adaptive Granularity Patch and Segment-wise Decoding

Multivariate time series forecasting is essential in domains such as finance, transportation, climate, and energy. However, existing patch-based methods typically adopt fixed-length segmentation, overlooking the heterogeneity of local temporal dynamics and the decoding heterogeneity of forecasting. Such designs lose details in information-dense regions, introduce redundancy in stable segments, and fail to capture the distinct complexities of short-term and long-term horizons. We propose TimeMosaic, a forecasting framework that aims to address temporal heterogeneity. TimeMosaic employs adaptive patch embedding to dynamically adjust granularity according to local information density, balancing motif reuse with structural clarity while preserving temporal continuity. In addition, it introduces segment-wise decoding that treats each prediction horizon as a related subtask and adapts to horizon-specific difficulty and information requirements, rather than applying a single uniform decoder. Extensive evaluations on benchmark datasets demonstrate that TimeMosaic delivers consistent improvements over existing methods, and our model trained on the large-scale corpus with 321 billion observations achieves performance competitive with state-of-the-art TSFMs.

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