# Time-Transformer: Integrating Local and Global Features for Better Time Series Generation (Extended Version)

arXiv: https://arxiv.org/abs/2312.11714 · HTML: https://mlsanity.com/paper/2312.11714/

## Key facts

- Cited by 6 papers in the map (data through 14 Oct 2026).
- Builds on 40 of its 58 references that are in the map.
- First posted on arXiv 18 Dec 2023.

## Builds on (most cited first, 30 of 40)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [An Image is Worth 16x16 Words: Transformers for Image Recognition at Scale](https://mlsanity.com/paper/2010.11929/) (2020)
- [Exploring the Limits of Transfer Learning with a Unified Text-to-Text Transformer](https://mlsanity.com/paper/1910.10683/) (2019)
- [MobileNets: Efficient Convolutional Neural Networks for Mobile Vision Applications](https://mlsanity.com/paper/1704.04861/) (2017)
- [Progressive Growing of GANs for Improved Quality, Stability, and Variation](https://mlsanity.com/paper/1710.10196/) (2017)
- [WaveNet: A Generative Model for Raw Audio](https://mlsanity.com/paper/1609.03499/) (2016)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Context Encoders: Feature Learning by Inpainting](https://mlsanity.com/paper/1604.07379/) (2016)
- [DiffWave: A Versatile Diffusion Model for Audio Synthesis](https://mlsanity.com/paper/2009.09761/) (2020)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Pixel Recurrent Neural Networks](https://mlsanity.com/paper/1601.06759/) (2016)
- [StackGAN: Text to Photo-realistic Image Synthesis with Stacked Generative Adversarial Networks](https://mlsanity.com/paper/1612.03242/) (2016)
- [A Transformer-based Framework for Multivariate Time Series Representation Learning](https://mlsanity.com/paper/2010.02803/) (2020)
- [A Recurrent Latent Variable Model for Sequential Data](https://mlsanity.com/paper/1506.02216/) (2015)
- [Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2101.12072/) (2021)
- [Real-valued (Medical) Time Series Generation with Recurrent Conditional GANs](https://mlsanity.com/paper/1706.02633/) (2017)
- [Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting](https://mlsanity.com/paper/1905.03806/) (2019)
- [TimeVAE: A Variational Auto-Encoder for Multivariate Time Series Generation](https://mlsanity.com/paper/2111.08095/) (2021)
- [C-RNN-GAN: Continuous recurrent neural networks with adversarial training](https://mlsanity.com/paper/1611.09904/) (2016)
- [Lagging Inference Networks and Posterior Collapse in Variational Autoencoders](https://mlsanity.com/paper/1901.05534/) (2019)
- [Sequential Neural Models with Stochastic Layers](https://mlsanity.com/paper/1605.07571/) (2016)
- [Quant GANs: Deep Generation of Financial Time Series](https://mlsanity.com/paper/1907.06673/) (2019)
- [Long Text Generation via Adversarial Training with Leaked Information](https://mlsanity.com/paper/1709.08624/) (2017)
- [Generative Time Series Forecasting with Diffusion, Denoise, and Disentanglement](https://mlsanity.com/paper/2301.03028/) (2023)
- [Time Series Change Point Detection with Self-Supervised Contrastive Predictive Coding](https://mlsanity.com/paper/2011.14097/) (2020)
- [PSA-GAN: Progressive Self Attention GANs for Synthetic Time Series](https://mlsanity.com/paper/2108.00981/) (2021)
- [Variational Recurrent Auto-Encoders](https://mlsanity.com/paper/1412.6581/) (2014)
- [EEG-GAN: Generative adversarial networks for electroencephalograhic (EEG) brain signals](https://mlsanity.com/paper/1806.01875/) (2018)
- [Causal Recurrent Variational Autoencoder for Medical Time Series Generation](https://mlsanity.com/paper/2301.06574/) (2023)
- [GT-GAN: General Purpose Time Series Synthesis with Generative Adversarial Networks](https://mlsanity.com/paper/2210.02040/) (2022)

## Built on by (most cited first, 6 of 6)

- [Foundation Models for Time Series: A Survey](https://mlsanity.com/paper/2504.04011/) (2025)
- [AIGC for Industrial Time Series: From Deep Generative Models to Large Generative Models](https://mlsanity.com/paper/2407.11480/) (2024)
- [A Survey of Transformer Enabled Time Series Synthesis](https://mlsanity.com/paper/2406.02322/) (2024)
- [Volvo Discovery Challenge at ECML-PKDD 2024](https://mlsanity.com/paper/2409.11446/) (2024)
- [Diffusion Models for Adaptive Sequential Data Generation](https://mlsanity.com/paper/2606.06007/) (2026)
- [Approximately Equivariant Recurrent Generative Models for Quasi-Periodic Time Series with a Progressive Training Scheme](https://mlsanity.com/paper/2505.05020/) (2025)

## Abstract (arXiv)

Generating time series data is a promising approach to address data deficiency problems. However, it is also challenging due to the complex temporal properties of time series data, including local correlations as well as global dependencies. Most existing generative models have failed to effectively learn both the local and global properties of time series data. To address this open problem, we propose a novel time series generative model named 'Time-Transformer AAE', which consists of an adversarial autoencoder (AAE) and a newly designed architecture named 'Time-Transformer' within the decoder. The Time-Transformer first simultaneously learns local and global features in a layer-wise parallel design, combining the abilities of Temporal Convolutional Networks and Transformer in extracting local features and global dependencies respectively. Second, a bidirectional cross attention is proposed to provide complementary guidance across the two branches and achieve proper fusion between local and global features. Experimental results demonstrate that our model can outperform existing state-of-the-art models in 5 out of 6 datasets, specifically on those with data containing both global and local properties. Furthermore, we highlight our model's advantage on handling this kind of data via an artificial dataset. Finally, we show our model's ability to address a real-world problem: data augmentation to support learning with small datasets and imbalanced datasets.
