# TimeLDM: Latent Diffusion Model for Unconditional Time Series Generation

arXiv: https://arxiv.org/abs/2407.04211 · HTML: https://mlsanity.com/paper/2407.04211/

## Key facts

- Cited by 10 papers in the map (data through 14 Oct 2026).
- Placed in Flow matching, time series and science, one of 14 directions in Diffusion models.
- Builds on 39 of its 50 references that are in the map.
- First posted on arXiv 5 Jul 2024.

## Placed in

- Diffusion models / [Flow matching, time series and science](https://mlsanity.com/diffusion/flow-matching-time-series-and-science/)

## Builds on (most cited first, 30 of 39)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [High-Resolution Image Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2112.10752/) (2021)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Diffusion Models Beat GANs on Image Synthesis](https://mlsanity.com/paper/2105.05233/) (2021)
- [Auto-Encoding Variational Bayes](https://mlsanity.com/paper/1312.6114/) (2013)
- [Elucidating the Design Space of Diffusion-Based Generative Models](https://mlsanity.com/paper/2206.00364/) (2022)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Density estimation using Real NVP](https://mlsanity.com/paper/1605.08803/) (2016)
- [Align your Latents: High-Resolution Video Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2304.08818/) (2023)
- [DiffWave: A Versatile Diffusion Model for Audio Synthesis](https://mlsanity.com/paper/2009.09761/) (2020)
- [Palette: Image-to-Image Diffusion Models](https://mlsanity.com/paper/2111.05826/) (2021)
- [Diffusion Models: A Comprehensive Survey of Methods and Applications](https://mlsanity.com/paper/2209.00796/) (2022)
- [NICE: Non-linear Independent Components Estimation](https://mlsanity.com/paper/1410.8516/) (2014)
- [Diffusion Models in Vision: A Survey](https://mlsanity.com/paper/2209.04747/) (2022)
- [Vector Quantized Diffusion Model for Text-to-Image Synthesis](https://mlsanity.com/paper/2111.14822/) (2021)
- [Score-based Generative Modeling in Latent Space](https://mlsanity.com/paper/2106.05931/) (2021)
- [AudioLDM: Text-to-Audio Generation with Latent Diffusion Models](https://mlsanity.com/paper/2301.12503/) (2023)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [dm_control: Software and Tasks for Continuous Control](https://mlsanity.com/paper/2006.12983/) (2020)
- [VideoFusion: Decomposed Diffusion Models for High-Quality Video Generation](https://mlsanity.com/paper/2303.08320/) (2023)
- [NaturalSpeech 2: Latent Diffusion Models are Natural and Zero-Shot Speech and Singing Synthesizers](https://mlsanity.com/paper/2304.09116/) (2023)
- [Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models](https://mlsanity.com/paper/2208.09399/) (2022)
- [Mixed-Type Tabular Data Synthesis with Score-based Diffusion in Latent Space](https://mlsanity.com/paper/2310.09656/) (2023)
- [Diffusion-TS: Interpretable Diffusion for General Time Series Generation](https://mlsanity.com/paper/2403.01742/) (2024)
- [GP-VAE: Deep Probabilistic Time Series Imputation](https://mlsanity.com/paper/1907.04155/) (2019)
- [TimeVAE: A Variational Auto-Encoder for Multivariate Time Series Generation](https://mlsanity.com/paper/2111.08095/) (2021)
- [Latent Diffusion for Language Generation](https://mlsanity.com/paper/2212.09462/) (2022)
- [COT-GAN: Generating Sequential Data via Causal Optimal Transport](https://mlsanity.com/paper/2006.08571/) (2020)
- [Latent Diffusion Energy-Based Model for Interpretable Text Modeling](https://mlsanity.com/paper/2206.05895/) (2022)

## Built on by (most cited first, 10 of 10)

- [BRIDGE: Bootstrapping Text to Control Time-Series Generation via Multi-Agent Iterative Optimization and Diffusion Modeling](https://mlsanity.com/paper/2503.02445/) (2025)
- [Population Aware Diffusion for Time Series Generation](https://mlsanity.com/paper/2501.00910/) (2025)
- [RespDiff: An End-to-End Multi-scale RNN Diffusion Model for Respiratory Waveform Estimation from PPG Signals](https://mlsanity.com/paper/2410.04366/) (2024)
- [SynEHRgy: Synthesizing Mixed-Type Structured Electronic Health Records using Decoder-Only Transformers](https://mlsanity.com/paper/2411.13428/) (2024)
- [BioMamba: Leveraging Spectro-Temporal Embedding in Bidirectional Mamba for Enhanced Biosignal Classification](https://mlsanity.com/paper/2503.11741/) (2025)
- [CTBench: Cryptocurrency Time Series Generation Benchmark](https://mlsanity.com/paper/2508.02758/) (2025)
- [WaveletDiff: Multilevel Wavelet Diffusion For Time Series Generation](https://mlsanity.com/paper/2510.11839/) (2025)
- [ADLGen: Synthesizing Symbolic, Event-Triggered Sensor Sequences for Human Activity Modeling](https://mlsanity.com/paper/2505.17987/) (2025)
- [Extending Tabular Denoising Diffusion Probabilistic Models for Time-Series Data Generation](https://mlsanity.com/paper/2604.05257/) (2026)
- [Diffusion-Driven State Space Models](https://mlsanity.com/paper/2606.21036/) (2026)

## Abstract (arXiv)

Time series generation is a crucial research topic in the area of decision-making systems, which can be particularly important in domains like autonomous driving, healthcare, and, notably, robotics. Recent approaches focus on learning in the data space to model time series information. However, the data space often contains limited observations and noisy features. In this paper, we propose TimeLDM, a novel latent diffusion model for high-quality time series generation. TimeLDM is composed of a variational autoencoder that encodes time series into an informative and smoothed latent content and a latent diffusion model operating in the latent space to generate latent information. We evaluate the ability of our method to generate synthetic time series with simulated and real-world datasets and benchmark the performance against existing state-of-the-art methods. Qualitatively and quantitatively, we find that the proposed TimeLDM persistently delivers high-quality generated time series. For example, TimeLDM achieves new state-of-the-art results on the simulated benchmarks and an average improvement of 55% in Discriminative score with all benchmarks. Further studies demonstrate that our method yields more robust outcomes across various lengths of time series data generation. Especially, for the Context-FID score and Discriminative score, TimeLDM realizes significant improvements of 80% and 50%, respectively. The code will be released after publication.