# Universal Time Series Generation with Neural Controlled Differential Equations

arXiv: https://arxiv.org/abs/2605.28507 · HTML: https://mlsanity.com/paper/2605.28507/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 46 of its 65 references that are in the map.
- First posted on arXiv 27 May 2026.

## Builds on (most cited first, 30 of 46)

- [Deep Unsupervised Learning using Nonequilibrium Thermodynamics](https://mlsanity.com/paper/1503.03585/) (2015)
- [Flow Matching for Generative Modeling](https://mlsanity.com/paper/2210.02747/) (2022)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [WaveNet: A Generative Model for Raw Audio](https://mlsanity.com/paper/1609.03499/) (2016)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [Transformers are SSMs: Generalized Models and Efficient Algorithms Through Structured State Space Duality](https://mlsanity.com/paper/2405.21060/) (2024)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Improving and generalizing flow-based generative models with minibatch optimal transport](https://mlsanity.com/paper/2302.00482/) (2023)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [Gated Delta Networks: Improving Mamba2 with Delta Rule](https://mlsanity.com/paper/2412.06464/) (2024)
- [Gated Linear Attention Transformers with Hardware-Efficient Training](https://mlsanity.com/paper/2312.06635/) (2023)
- [Parallelizing Linear Transformers with the Delta Rule over Sequence Length](https://mlsanity.com/paper/2406.06484/) (2024)
- [Learning to (Learn at Test Time): RNNs with Expressive Hidden States](https://mlsanity.com/paper/2407.04620/) (2024)
- [Random Feature Attention](https://mlsanity.com/paper/2103.02143/) (2021)
- [Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2101.12072/) (2021)
- [Titans: Learning to Memorize at Test Time](https://mlsanity.com/paper/2501.00663/) (2024)
- [xLSTM: Extended Long Short-Term Memory](https://mlsanity.com/paper/2405.04517/) (2024)
- [Discrete Flow Matching](https://mlsanity.com/paper/2407.15595/) (2024)
- [Monash Time Series Forecasting Archive](https://mlsanity.com/paper/2105.06643/) (2021)
- [Flow Matching on General Geometries](https://mlsanity.com/paper/2302.03660/) (2023)
- [Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models](https://mlsanity.com/paper/2208.09399/) (2022)
- [TimeVAE: A Variational Auto-Encoder for Multivariate Time Series Generation](https://mlsanity.com/paper/2111.08095/) (2021)
- [RWKV-7 "Goose" with Expressive Dynamic State Evolution](https://mlsanity.com/paper/2503.14456/) (2025)
- [HGRN2: Gated Linear RNNs with State Expansion](https://mlsanity.com/paper/2404.07904/) (2024)
- [Stochastic interpolants with data-dependent couplings](https://mlsanity.com/paper/2310.03725/) (2023)
- [Predict, Refine, Synthesize: Self-Guiding Diffusion Models for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2307.11494/) (2023)

## Abstract (arXiv)

Recent work on the sequence universality of State Space Models (SSMs) has introduced efficient, maximally expressive continuous-time approaches for time-series modelling. While these works focus on discriminative settings, we extend this perspective to generative time-series modelling by proving that maximally expressive Structured Linear Controlled Differential Equations (SLiCEs) are universal time-series generators, in the sense that they can approximate the induced path laws of continuous causal pushforwards on compact latent sets in W_∞. Building on these theoretical results, we propose Generative SLiCEs (G-SLiCEs), a maximally expressive continuous-time model for flow matching on path-space. Empirically, we show that expressivity improves performance in probabilistic forecasting and downstream tasks, while retaining the advantages of continuous-time models such as generalising to arbitrary observation grids. This is particularly beneficial for irregular grids, where fixed-grid models often struggle.