TimeWak: Temporal Chained-Hashing Watermark for Time Series Data

Fuente: arXiv
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Autori principali: Soi, Zhi Wen, Zhu, Chaoyi, Abiad, Fouad, Shankar, Aditya, Galjaard, Jeroen M., Wang, Huijuan, Chen, Lydia Y.
Natura: Preprint
Pubblicazione: 2025
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author Soi, Zhi Wen
Zhu, Chaoyi
Abiad, Fouad
Shankar, Aditya
Galjaard, Jeroen M.
Wang, Huijuan
Chen, Lydia Y.
author_facet Soi, Zhi Wen
Zhu, Chaoyi
Abiad, Fouad
Shankar, Aditya
Galjaard, Jeroen M.
Wang, Huijuan
Chen, Lydia Y.
contents Synthetic time series generated by diffusion models enable sharing privacy-sensitive datasets, such as patients' functional MRI records. Key criteria for synthetic data include high data utility and traceability to verify the data source. Recent watermarking methods embed in homogeneous latent spaces, but state-of-the-art time series generators operate in data space, making latent-based watermarking incompatible. This creates the challenge of watermarking directly in data space while handling feature heterogeneity and temporal dependencies. We propose TimeWak, the first watermarking algorithm for multivariate time series diffusion models. To handle temporal dependence and spatial heterogeneity, TimeWak embeds a temporal chained-hashing watermark directly within the temporal-feature data space. The other unique feature is the $ε$-exact inversion, which addresses the non-uniform reconstruction error distribution across features from inverting the diffusion process to detect watermarks. We derive the error bound of inverting multivariate time series while preserving robust watermark detectability. We extensively evaluate TimeWak on its impact on synthetic data quality, watermark detectability, and robustness under various post-editing attacks, against five datasets and baselines of different temporal lengths. Our results show that TimeWak achieves improvements of 61.96% in context-FID score, and 8.44% in correlational scores against the strongest state-of-the-art baseline, while remaining consistently detectable.
format Preprint
id arxiv_https___arxiv_org_abs_2506_06407
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle TimeWak: Temporal Chained-Hashing Watermark for Time Series Data
Soi, Zhi Wen
Zhu, Chaoyi
Abiad, Fouad
Shankar, Aditya
Galjaard, Jeroen M.
Wang, Huijuan
Chen, Lydia Y.
Cryptography and Security
Artificial Intelligence
Machine Learning
Multimedia
Synthetic time series generated by diffusion models enable sharing privacy-sensitive datasets, such as patients' functional MRI records. Key criteria for synthetic data include high data utility and traceability to verify the data source. Recent watermarking methods embed in homogeneous latent spaces, but state-of-the-art time series generators operate in data space, making latent-based watermarking incompatible. This creates the challenge of watermarking directly in data space while handling feature heterogeneity and temporal dependencies. We propose TimeWak, the first watermarking algorithm for multivariate time series diffusion models. To handle temporal dependence and spatial heterogeneity, TimeWak embeds a temporal chained-hashing watermark directly within the temporal-feature data space. The other unique feature is the $ε$-exact inversion, which addresses the non-uniform reconstruction error distribution across features from inverting the diffusion process to detect watermarks. We derive the error bound of inverting multivariate time series while preserving robust watermark detectability. We extensively evaluate TimeWak on its impact on synthetic data quality, watermark detectability, and robustness under various post-editing attacks, against five datasets and baselines of different temporal lengths. Our results show that TimeWak achieves improvements of 61.96% in context-FID score, and 8.44% in correlational scores against the strongest state-of-the-art baseline, while remaining consistently detectable.
title TimeWak: Temporal Chained-Hashing Watermark for Time Series Data
topic Cryptography and Security
Artificial Intelligence
Machine Learning
Multimedia
url https://arxiv.org/abs/2506.06407