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| Main Authors: | , , , , , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2509.20846 |
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| _version_ | 1866909040758489088 |
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| author | Xia, Yutong Xu, Chang Liang, Yuxuan Zhao, Li Wen, Qingsong Zimmermann, Roger Bian, Jiang |
| author_facet | Xia, Yutong Xu, Chang Liang, Yuxuan Zhao, Li Wen, Qingsong Zimmermann, Roger Bian, Jiang |
| contents | Time series generation (TSG) synthesizes realistic sequences and has achieved remarkable success. Among TSG, conditional models generate sequences given observed covariates, however, such models learn observational correlations without considering unobserved confounding. In this work, we propose a causal perspective on conditional TSG and introduce causal time series generation as a new TSG task family, formalized within Pearl's causal ladder, extending beyond observational generation to include interventional and counterfactual settings. To instantiate these tasks, we develop CaTSG, a unified diffusion-based framework with backdoor-adjusted guidance that causally steers sampling toward desired interventions and individual counterfactuals while preserving observational fidelity. Specifically, our method derives causal score functions via backdoor adjustment and the abduction-action-prediction procedure, thus enabling principled support for all three levels of TSG. Extensive experiments on both synthetic and real-world datasets show that CaTSG achieves superior fidelity and also supporting interventional and counterfactual generation that existing baselines cannot handle. Overall, we propose the causal TSG family and instantiate it with CaTSG, providing an initial proof-of-concept and opening a promising direction toward more reliable simulation under interventions and counterfactual generation. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_20846 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Causal Time Series Generation via Diffusion Models Xia, Yutong Xu, Chang Liang, Yuxuan Zhao, Li Wen, Qingsong Zimmermann, Roger Bian, Jiang Machine Learning Time series generation (TSG) synthesizes realistic sequences and has achieved remarkable success. Among TSG, conditional models generate sequences given observed covariates, however, such models learn observational correlations without considering unobserved confounding. In this work, we propose a causal perspective on conditional TSG and introduce causal time series generation as a new TSG task family, formalized within Pearl's causal ladder, extending beyond observational generation to include interventional and counterfactual settings. To instantiate these tasks, we develop CaTSG, a unified diffusion-based framework with backdoor-adjusted guidance that causally steers sampling toward desired interventions and individual counterfactuals while preserving observational fidelity. Specifically, our method derives causal score functions via backdoor adjustment and the abduction-action-prediction procedure, thus enabling principled support for all three levels of TSG. Extensive experiments on both synthetic and real-world datasets show that CaTSG achieves superior fidelity and also supporting interventional and counterfactual generation that existing baselines cannot handle. Overall, we propose the causal TSG family and instantiate it with CaTSG, providing an initial proof-of-concept and opening a promising direction toward more reliable simulation under interventions and counterfactual generation. |
| title | Causal Time Series Generation via Diffusion Models |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2509.20846 |