WaveletDiff: Multilevel Wavelet Diffusion For Time Series Generation

WaveletDiff is a diffusion-based framework that generates time series by training directly on wavelet coefficients, leveraging multi-resolution structure through level‑specific transformers and cross‑level attention with adaptive gating. The model incorporates Parseval‑theorem‑based energy constraints to preserve time‑frequency properties during diffusion. Experiments on six real‑world datasets from energy, finance, and neuroscience show that WaveletDiff outperforms several diffusion baselines and competes with the VAE/transformer‑based MSDformer, achieving lower discriminative and Context‑FID scores while using fewer parameters and less training time.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

• llms
• diffusion