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Parallel Complex Diffusion for Scalable Time Series Generation

About

Modeling long-range dependencies in time series generation poses a fundamental trade-off between representational capacity and computational efficiency. Traditional temporal diffusion models suffer from local entanglement and the $\mathcal{O}(L^2)$ cost of attention mechanisms. We address these limitations by introducing PaCoDi (Parallel Complex Diffusion), a spectral-native architecture that decouples generative modeling in the frequency domain. PaCoDi fundamentally alters the problem topology: the Fourier Transform acts as a diagonalizing operator, converting locally coupled temporal signals into globally decorrelated spectral components. Theoretically, we prove the Quadrature Forward Diffusion and Conditional Reverse Factorization theorem, demonstrating that the complex diffusion process can be split into independent real and imaginary branches. We bridge the gap between this decoupled theory and data reality using a \textbf{Mean Field Theory (MFT) approximation} reinforced by an interactive correction mechanism. Furthermore, we generalize this discrete DDPM to continuous-time Frequency SDEs, rigorously deriving the Spectral Wiener Process describe the differential spectral Brownian motion limit. Crucially, PaCoDi exploits the Hermitian Symmetry of real-valued signals to compress the sequence length by half, achieving a 50% reduction in attention FLOPs without information loss. We further derive a rigorous Heteroscedastic Loss to handle the non-isotropic noise distribution on the compressed manifold. Extensive experiments show that PaCoDi outperforms existing baselines in both generation quality and inference speed, offering a theoretically grounded and computationally efficient solution for time series modeling.

Rongyao Cai, Yuxi Wan, Kexin Zhang, Ming Jin, Zhiqiang Ge, Qingsong Wen, Yong Liu• 2026

Related benchmarks

TaskDatasetResultRank
Conditional GenerationETTh1
WAPE15.2
13
Conditional GenerationETTm1
WAPE0.197
7
Conditional GenerationECL
WAPE0.131
7
Conditional GenerationExchange
WAPE25.1
7
Conditional Generationair quality
WAPE0.813
7
Unconditional Time Series GenerationETTh1
C-FID0.202
6
Unconditional Time Series GenerationStocks
C-FID0.209
6
Unconditional Time Series GenerationSines
C-FID0.069
6
Unconditional Time Series GenerationAIR
C-FID0.339
6
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