# DAD4TS: Data-Augmentation-Oriented Diffusion Model for Time-Series Forecasting with Small-Scale Data

arXiv: https://arxiv.org/abs/2605.17866 · HTML: https://mlsanity.com/paper/2605.17866/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Flow matching, time series and science, one of 14 directions in Diffusion models.
- Builds on 32 of its 52 references that are in the map.
- First posted on arXiv 18 May 2026.

## Placed in

- Diffusion models / [Flow matching, time series and science](https://mlsanity.com/diffusion/flow-matching-time-series-and-science/)
- Deep reinforcement learning methods / [Deep RL algorithms and representations](https://mlsanity.com/deeprl/deep-rl-algorithms-and-representations/)

## Builds on (most cited first, 30 of 32)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [High-Resolution Image Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2112.10752/) (2021)
- [Classifier-Free Diffusion Guidance](https://mlsanity.com/paper/2207.12598/) (2022)
- [Flow Straight and Fast: Learning to Generate and Transfer Data with Rectified Flow](https://mlsanity.com/paper/2209.03003/) (2022)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [DiffWave: A Versatile Diffusion Model for Audio Synthesis](https://mlsanity.com/paper/2009.09761/) (2020)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [What Neural Networks Memorize and Why: Discovering the Long Tail via Influence Estimation](https://mlsanity.com/paper/2008.03703/) (2020)
- [Time Series Data Augmentation for Deep Learning: A Survey](https://mlsanity.com/paper/2002.12478/) (2020)
- [Adversarial Audio Synthesis](https://mlsanity.com/paper/1802.04208/) (2018)
- [Diffusion-TS: Interpretable Diffusion for General Time Series Generation](https://mlsanity.com/paper/2403.01742/) (2024)
- [TimeVAE: A Variational Auto-Encoder for Multivariate Time Series Generation](https://mlsanity.com/paper/2111.08095/) (2021)
- [TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning](https://mlsanity.com/paper/2505.23719/) (2025)
- [Data Valuation using Reinforcement Learning](https://mlsanity.com/paper/1909.11671/) (2019)
- [COT-GAN: Generating Sequential Data via Causal Optimal Transport](https://mlsanity.com/paper/2006.08571/) (2020)
- [LAVA: Data Valuation without Pre-Specified Learning Algorithms](https://mlsanity.com/paper/2305.00054/) (2023)
- [OpenDataVal: a Unified Benchmark for Data Valuation](https://mlsanity.com/paper/2306.10577/) (2023)
- [OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain](https://mlsanity.com/paper/2505.08550/) (2025)
- [SaDI: A Self-adaptive Decomposed Interpretable Framework for Electric Load Forecasting under Extreme Events](https://mlsanity.com/paper/2306.08299/) (2023)
- [Data Readiness for AI: A 360-Degree Survey](https://mlsanity.com/paper/2404.05779/) (2024)
- [Data Augmentation for Seizure Prediction with Generative Diffusion Model](https://mlsanity.com/paper/2306.08256/) (2023)
- [Time Series Generation Under Data Scarcity: A Unified Generative Modeling Approach](https://mlsanity.com/paper/2505.20446/) (2025)
- [Deep Time Series Models for Scarce Data](https://mlsanity.com/paper/2103.09348/) (2021)
- [TarDiff: Target-Oriented Diffusion Guidance for Synthetic Electronic Health Record Time Series Generation](https://mlsanity.com/paper/2504.17613/) (2025)
- [TempusBench: An Evaluation Framework for Time-Series Forecasting](https://mlsanity.com/paper/2604.11529/) (2026)
- [ReAugment: Model Zoo-Guided RL for Few-Shot Time Series Augmentation and Forecasting](https://mlsanity.com/paper/2409.06282/) (2024)
- [AugGen: Synthetic Augmentation using Diffusion Models Can Improve Recognition](https://mlsanity.com/paper/2503.11544/) (2025)
- [OATS: Online Data Augmentation for Time Series Foundation Models](https://mlsanity.com/paper/2601.19040/) (2026)

## Abstract (arXiv)

Small-scale data is a critical problem in time-series forecasting tasks. Data augmentation is an effective strategy for this task, but it has a limitation in generating meaningful data. To address this limitation, we propose DAD4TS, a diffusion-model-based data augmentation method with reinforcement learning, designed for time-series forecasting with small-scale data. In DAD4TS, a data generator is simultaneously trained with a time-series model and controlled by a reinforcement learning model to efficiently generate samples that improve the forecast accuracy of the time-series model. To support small-scale data, we use mathematical methods instead of conventional VAE methods to train the diffusion model by projecting the time-series data into the geometric space. We validated the effectiveness of DAD4TS with seven comparative methods through qualitative and quantitative experiments on six real-world datasets and eight time-series models. As a result, DAD4TS was validated on five datasets.