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Paper · arXiv

FracTS: Hierarchical and Autoregressive Time Series Generation

Time series are ubiquitous across different domains, and the growing use of synthetic data for privacy-preserving sharing, data augmentation, and stress testing makes time series generation increasingly important. Early generative approaches are predominantly autoregressive, which can suffer from low sample diversity, error accumulation, and difficulty modeling long-range dependencies. In this paper, we introduce FracTS, a hierarchical, coarse-to-fine autoregressive model for multivariate time series generation. Inspired by fractal generative modeling developed for images, FracTS adapts the paradigm from 2D to 1D sequences by learning a multi-scale representation that captures global traj...

AuthorsJiayu Li, Umair Afzal, Zilong Zhao et al.
Primary categorycs.LG
Published18 October 2026
Last updated at source18 October 2026
cs.LG
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