Generative models for multivariate time series are essential for data augmentation, simulation, and privacy preservation, yet current state-of-the-art diffusion-based approaches are slow and limited to fixed-length windows. We propose FAR-TS, a simple yet effective framework that combines disentangled factorization with an autoregressive Transformer over a discrete, quantized latent space to generate time series. Each time series is decomposed into a data-adaptive basis that captures static cross-channel correlations and temporal coefficients that are vector-quantized into discrete tokens. A LLaMA-style autoregressive Transformer then models these token sequences, enabling fast and controllable generation of sequences with arbitrary length. Owing to its streamlined design, FAR-TS achieves orders-of-magnitude faster generation than Diffusion-TS while preserving cross-channel correlations and an interpretable latent space, enabling high-quality and flexible time series synthesis.<\/p>\n","protected":false},"excerpt":{"rendered":"
Generative models for multivariate time series are essential for data augmentation, simulation, and privacy preservation, yet current state-of-the-art diffusion-based approaches are slow and limited to fixed-length windows. We propose FAR-TS, a simple yet effective framework that combines disentangled factorization with an autoregressive Transformer over a discrete, quantized latent space to generate time series. Each time […]<\/p>\n","protected":false},"featured_media":0,"template":"","meta":{"msr-url-field":"","msr-podcast-episode":"","msrModifiedDate":"","msrModifiedDateEnabled":false,"ep_exclude_from_search":false,"_classifai_error":"","msr-author-ordering":null,"msr_publishername":"","msr_publisher_other":"","msr_booktitle":"","msr_chapter":"","msr_edition":"","msr_editors":"","msr_how_published":"","msr_isbn":"","msr_issue":"","msr_journal":"","msr_number":"","msr_organization":"","msr_pages_string":"","msr_page_range_start":"","msr_page_range_end":"","msr_series":"","msr_volume":"","msr_copyright":"","msr_conference_name":"","msr_doi":"","msr_arxiv_id":"","msr_s2_paper_id":"","msr_mag_id":"","msr_pubmed_id":"","msr_other_authors":"","msr_other_contributors":"","msr_speaker":"","msr_award":"","msr_affiliation":"","msr_institution":"","msr_host":"","msr_version":"","msr_duration":"","msr_original_fields_of_study":"","msr_release_tracker_id":"","msr_s2_match_type":"","msr_citation_count_updated":"","msr_published_date":"2025-11","msr_highlight_text":"","msr_notes":"","msr_longbiography":"","msr_publicationurl":"","msr_external_url":"","msr_secondary_video_url":"","msr_conference_url":"","msr_journal_url":"","msr_s2_pdf_url":"","msr_year":0,"msr_citation_count":0,"msr_influential_citations":0,"msr_reference_count":0,"msr_s2_match_confidence":0,"msr_microsoftintellectualproperty":true,"msr_s2_open_access":false,"msr_s2_author_ids":[],"msr_pub_ids":[],"msr_hide_image_in_river":null,"footnotes":""},"msr-research-highlight":[],"research-area":[13556],"msr-publication-type":[193726],"msr-publisher":[],"msr-focus-area":[],"msr-locale":[268875],"msr-post-option":[269148,269142],"msr-field-of-study":[],"msr-conference":[],"msr-journal":[],"msr-impact-theme":[],"msr-pillar":[],"class_list":["post-1155901","msr-research-item","type-msr-research-item","status-publish","hentry","msr-research-area-artificial-intelligence","msr-locale-en_us","msr-post-option-approved-for-river","msr-post-option-include-in-river"],"msr_publishername":"","msr_edition":"","msr_affiliation":"","msr_published_date":"2025-11","msr_host":"","msr_duration":"","msr_version":"","msr_speaker":"","msr_other_contributors":"","msr_booktitle":"","msr_pages_string":"","msr_chapter":"","msr_isbn":"","msr_journal":"","msr_volume":"","msr_number":"","msr_editors":"","msr_series":"","msr_issue":"","msr_organization":"","msr_how_published":"","msr_notes":"","msr_highlight_text":"","msr_release_tracker_id":"","msr_original_fields_of_study":"","msr_download_urls":"","msr_external_url":"","msr_secondary_video_url":"","msr_longbiography":"","msr_microsoftintellectualproperty":1,"msr_main_download":"","msr_publicationurl":"","msr_doi":"","msr_publication_uploader":[{"type":"url","viewUrl":"false","id":"false","title":"https:\/\/arxiv.org\/abs\/2511.04973v1","label_id":"243109","label":0}],"msr_related_uploader":"","msr_citation_count":0,"msr_citation_count_updated":"","msr_s2_paper_id":"","msr_influential_citations":0,"msr_reference_count":0,"msr_arxiv_id":"","msr_s2_author_ids":[],"msr_s2_open_access":false,"msr_s2_pdf_url":null,"msr_attachments":[],"msr-author-ordering":[{"type":"text","value":"Siyuan Li","user_id":0,"rest_url":false},{"type":"text","value":"Yifan Sun","user_id":0,"rest_url":false},{"type":"text","value":"Lei Cheng","user_id":0,"rest_url":false},{"type":"user_nicename","value":"Lewen Wang","user_id":43931,"rest_url":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=Lewen Wang"},{"type":"text","value":"Yang Liu","user_id":0,"rest_url":false},{"type":"user_nicename","value":"Weiqing Liu","user_id":39300,"rest_url":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=Weiqing Liu"},{"type":"text","value":"Jianlong Li","user_id":0,"rest_url":false},{"type":"user_nicename","value":"Jiang Bian","user_id":38481,"rest_url":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=Jiang Bian"},{"type":"guest","value":"shikai-fang","user_id":1109034,"rest_url":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=shikai-fang"}],"msr_impact_theme":[],"msr_research_lab":[199560],"msr_event":[],"msr_group":[],"msr_project":[],"publication":[],"video":[],"msr-tool":[],"msr_publication_type":"unpublished","related_content":[],"_links":{"self":[{"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item\/1155901","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item"}],"about":[{"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/types\/msr-research-item"}],"version-history":[{"count":1,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item\/1155901\/revisions"}],"predecessor-version":[{"id":1155902,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item\/1155901\/revisions\/1155902"}],"wp:attachment":[{"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/media?parent=1155901"}],"wp:term":[{"taxonomy":"msr-research-highlight","embeddable":true,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-research-highlight?post=1155901"},{"taxonomy":"msr-research-area","embeddable":true,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/research-area?post=1155901"},{"taxonomy":"msr-publication-type","embeddable":true,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-publication-type?post=1155901"},{"taxonomy":"msr-publisher","embeddable":true,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-publisher?post=1155901"},{"taxonomy":"msr-focus-area","embeddable":true,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-focus-area?post=1155901"},{"taxonomy":"msr-locale","embeddable":true,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-locale?post=1155901"},{"taxonomy":"msr-post-option","embeddable":true,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-post-option?post=1155901"},{"taxonomy":"msr-field-of-study","embeddable":true,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-field-of-study?post=1155901"},{"taxonomy":"msr-conference","embeddable":true,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-conference?post=1155901"},{"taxonomy":"msr-journal","embeddable":true,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-journal?post=1155901"},{"taxonomy":"msr-impact-theme","embeddable":true,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-impact-theme?post=1155901"},{"taxonomy":"msr-pillar","embeddable":true,"href":"https:\/\/cm-edgetun.pages.dev\/en-us\/research\/wp-json\/wp\/v2\/msr-pillar?post=1155901"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}