Frequency-Conditioned Diffusion Models for Time Series Generation

Time series data, widely used in fields such as climate studies, finance, and healthcare, often face scarcity in rare scenarios and privacy concerns, prompting growing interest in time series synthesis. Diffusion models have shown strong potential for generating high-quality data, but challenges remain in capturing long-range dependencies and complex patterns. We propose a novel diffusion model that integrates time-domain information with rich frequency-domain features, accounting for differences in noise decay rates across frequencies. Instead of arbitrary frequency splits used in prior works, we partition components based on spectral density, model them separately within the denoising backbone, and fuse them with time-domain features. This enables effective capture of both global and local patterns, enhancing representation of high- and low-frequency information. Extensive experiments on multiple public datasets show promising performance, and analyses including long-term generation and ablation studies demonstrate the model's ability to learn and represent complex time series distributions.