Cross-View Time-Frequency Diffusion for Extreme-Aware Time-Series Generation
Lin Jiang, Rongchao Xu, Guang Wang
Abstract
Generating realistic time-series requires faithfully reproducing rare but high-impact extreme events. Existing approaches often rely on specialized representations or extreme-focused training objectives, which may restrict the diversity of captured extremes or compromise overall distributional fidelity. We propose Cross-View Time-Frequency Diffusion (CrossTF), a framework that exploits discrepancies between time- and frequency-view denoisers for extreme-aware time-series generation. Our key empirical finding is extreme-sensitive cross-view asymmetry: moving along the direction connecting the two views' clean-sample estimates substantially changes extreme fidelity while having limited effects on overall generation quality. We further identify a late-stage cross-view window in which this discrepancy stabilizes and cross-view adjustments have a particularly strong effect on extreme fidelity. These findings motivate a staged optimization strategy in CrossTF: after training and freezing both denoisers, it only needs to learn step-specific fusion parameters within this window using an Extreme Value Theory-based objective under an energy-distance constraint. This formulation supports interpolation between and extrapolation beyond the view-specific estimates while limiting degradation in overall generation quality. Extensive experiments on seven real-world datasets against 11 baselines show that CrossTF improves extreme fidelity by 26.1% and overall performance by 7.4% relative to the strongest baselines. These results highlight cross-view discrepancy as an effective basis for low-dimensional optimization in extreme-aware time-series generation.