# Energy Time-Series Imputation with Differentially Private Diffusion Models via Clipping-Aware Objective Conditioning

arXiv: https://arxiv.org/abs/2610.00209 · HTML: https://mlsanity.com/paper/2610.00209/

## 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 11 of its 21 references that are in the map.
- First posted on arXiv 21 Sep 2026.

## 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, 11 of 11)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Improved Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2102.09672/) (2021)
- [Deep Learning with Differential Privacy](https://mlsanity.com/paper/1607.00133/) (2016)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [Efficient Diffusion Training via Min-SNR Weighting Strategy](https://mlsanity.com/paper/2303.09556/) (2023)
- [Differentially Private Diffusion Models](https://mlsanity.com/paper/2210.09929/) (2022)
- [TimeDiT: General-purpose Diffusion Transformers for Time Series Foundation Model](https://mlsanity.com/paper/2409.02322/) (2024)
- [Differentially Private Fine-Tuning of Diffusion Models](https://mlsanity.com/paper/2406.01355/) (2024)

## Abstract (arXiv)

Reliable recovery of missing measurements is important for monitoring and analysis in energy time-series systems, where fine-grained measurements may contain sensitive temporal information. Diffusion models trained with differentially private stochastic gradient descent (DP-SGD) provide a promising framework for privacy-sensitive energy time-series imputation. Under cosine diffusion schedules, late timesteps correspond to low signal-to-noise ratio (SNR) conditions, where standard varepsilon-prediction can induce large pre-clipping gradients. Such gradients are more likely to be clipped, reducing the retained optimization signal. The artificial intelligence (AI) contribution lies in formulating this objective--clipping interaction as an objective optimization problem under fixed-threshold DP-SGD and developing timestep-aware objective conditioning for diffusion-based energy time-series imputation. The method adopts v-prediction to mitigate late-timestep gradient amplification, uses static loss weighting as a uniform-scaling control, and introduces diffusion-schedule-aware dynamic weighting for stronger attenuation before clipping. For the engineering application, we evaluate the method on five real-world energy time-series datasets across random point missingness, contiguous block missingness, persistent outages, and multiple missing-data severities. Under matched DP-SGD settings, the proposed method consistently improves imputation utility over the varepsilon-prediction baseline. Gradient diagnostics reveal lower upper-tail pre-clipping gradient norms, reduced clipping fractions, and stronger attenuation at late low-SNR timesteps, supporting the effectiveness of clipping-aware objective conditioning for energy time-series imputation.