# TimeMar: Multi-Scale Autoregressive Modeling for Unconditional Time Series Generation

arXiv: https://arxiv.org/abs/2601.11184 · HTML: https://mlsanity.com/paper/2601.11184/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 30 of its 64 references that are in the map.
- First posted on arXiv 16 Jan 2026.

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

- [Neural Discrete Representation Learning](https://mlsanity.com/paper/1711.00937/) (2017)
- [Taming Transformers for High-Resolution Image Synthesis](https://mlsanity.com/paper/2012.09841/) (2020)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [DiffWave: A Versatile Diffusion Model for Audio Synthesis](https://mlsanity.com/paper/2009.09761/) (2020)
- [Visual Autoregressive Modeling: Scalable Image Generation via Next-Scale Prediction](https://mlsanity.com/paper/2404.02905/) (2024)
- [Conditional Image Generation with PixelCNN Decoders](https://mlsanity.com/paper/1606.05328/) (2016)
- [Autoregressive Image Generation using Residual Quantization](https://mlsanity.com/paper/2203.01941/) (2022)
- [MViTv2: Improved Multiscale Vision Transformers for Classification and Detection](https://mlsanity.com/paper/2112.01526/) (2021)
- [dm_control: Software and Tasks for Continuous Control](https://mlsanity.com/paper/2006.12983/) (2020)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [Multi-Scale Vision Longformer: A New Vision Transformer for High-Resolution Image Encoding](https://mlsanity.com/paper/2103.15358/) (2021)
- [Multi-level Wavelet-CNN for Image Restoration](https://mlsanity.com/paper/1805.07071/) (2018)
- [Deep EHR: A Survey of Recent Advances in Deep Learning Techniques for Electronic Health Record (EHR) Analysis](https://mlsanity.com/paper/1706.03446/) (2017)
- [N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting](https://mlsanity.com/paper/2201.12886/) (2022)
- [TimeVAE: A Variational Auto-Encoder for Multivariate Time Series Generation](https://mlsanity.com/paper/2111.08095/) (2021)
- [TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis](https://mlsanity.com/paper/2410.16032/) (2024)
- [Quant GANs: Deep Generation of Financial Time Series](https://mlsanity.com/paper/1907.06673/) (2019)
- [DUET: Dual Clustering Enhanced Multivariate Time Series Forecasting](https://mlsanity.com/paper/2412.10859/) (2024)
- [TimeCMA: Towards LLM-Empowered Multivariate Time Series Forecasting via Cross-Modality Alignment](https://mlsanity.com/paper/2406.01638/) (2024)
- [Hierarchical Transformers Are More Efficient Language Models](https://mlsanity.com/paper/2110.13711/) (2021)
- [TAB: Unified Benchmarking of Time Series Anomaly Detection Methods](https://mlsanity.com/paper/2506.18046/) (2025)
- [PSA-GAN: Progressive Self Attention GANs for Synthetic Time Series](https://mlsanity.com/paper/2108.00981/) (2021)
- [Rethinking Irregular Time Series Forecasting: A Simple yet Effective Baseline](https://mlsanity.com/paper/2505.11250/) (2025)
- [On the Constrained Time-Series Generation Problem](https://mlsanity.com/paper/2307.01717/) (2023)
- [SAR3D: Autoregressive 3D Object Generation and Understanding via Multi-scale 3D VQVAE](https://mlsanity.com/paper/2411.16856/) (2024)
- [TimeDiT: General-purpose Diffusion Transformers for Time Series Foundation Model](https://mlsanity.com/paper/2409.02322/) (2024)
- [Towards Cross-Modality Modeling for Time Series Analytics: A Survey in the LLM Era](https://mlsanity.com/paper/2505.02583/) (2025)
- [Multi-scale Transformer Language Models](https://mlsanity.com/paper/2005.00581/) (2020)
- [Anomaly Detection in Multivariate Non-stationary Time Series for Automatic DBMS Diagnosis](https://mlsanity.com/paper/1708.02635/) (2017)
- [MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU](https://mlsanity.com/paper/2410.20679/) (2024)

## Built on by (most cited first, 2 of 2)

- [SDFlow: Similarity-Driven Flow Matching for Time Series Generation](https://mlsanity.com/paper/2605.05736/) (2026)
- [HALO: Enhancing Time Series Generation via Hyperspherical Latents and Masked AutoregRessive Modeling](https://mlsanity.com/paper/2609.34511/) (2026)

## Abstract (arXiv)

Generative modeling offers a promising solution to data scarcity and privacy challenges in time series analysis. However, the structural complexity of time series, characterized by multi-scale temporal patterns and heterogeneous components, remains insufficiently addressed. In this work, we propose a structure-disentangled multiscale generation framework for time series. Our approach encodes sequences into discrete tokens at multiple temporal resolutions and performs autoregressive generation in a coarse-to-fine manner, thereby preserving hierarchical dependencies. To tackle structural heterogeneity, we introduce a dual-path VQ-VAE that disentangles trend and seasonal components, enabling the learning of semantically consistent latent representations. Additionally, we present a guidance-based reconstruction strategy, where coarse seasonal signals are utilized as priors to guide the reconstruction of fine-grained seasonal patterns. Experiments on six datasets show that our approach produces higher-quality time series than existing methods. Notably, our model achieves strong performance with a significantly reduced parameter count and exhibits superior capability in generating high-quality long-term sequences. Our implementation is available at https://anonymous.4open.science/r/TimeMAR-BC5B.