Generating believable fake time series, such as sensor readings or electricity demand, usually needs many real examples from the same setting. When those examples are scarce or private, it fails.
MarkovTS is trained in advance on many kinds of data, learning a small vocabulary of recurring local shapes in a signal and of which shapes tend to follow which. Given one reference sequence from an unseen setting, it reuses that vocabulary to produce new sequences with the same rhythm but fresh randomness, without retraining.
On 12 unseen datasets, its samples matched the references better than strong alternatives in most comparisons, and adding them as extra training data improved forecasting, classification and anomaly detection.
