HALO: Enhancing Time Series Generation via Hyperspherical Latents and Masked AutoregRessive Modeling

Chunyi Hou, Xiangfei Qiu, Hanyin Cheng, Yutong Li, Bin Yang

Most existing time series generators rely on a two-stage modeling paradigm: the first stage learns discrete latent representations of time series; the second stage performs autoregressive modeling on these discrete latents through next token prediction. However, this paradigm suffers from two stage-specific limitations: the first stage can lead to information loss when discretizing continuous time series, while the second stage is prone to error accumulation during autoregressive generation. To address these limitations, our core idea is to perform generative modeling in a continuous latent space with a more efficient autoregressive framework. We propose HALO, which enhances time series generation via Hyperspherical Latents and Masked Autoregressive modeling to achieve this goal by tackling two key bottlenecks: (1) variance and scale heterogeneity of continuous latent representations; (2) the difficulty of balancing generation efficiency with temporal correlation modeling. HALO first introduces a hyperspherical VAE that constrains continuous latents to a fixed-radius hyperspherical shell, effectively stabilizing the numerical fluctuations of continuous latent representations.…