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Related papers: Time Series Diffusion in the Frequency Domain

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Diffusion models are a new class of generative models that have shown outstanding performance in image generation literature. As a consequence, studies have attempted to apply diffusion models to other tasks, such as speech enhancement. A…

Audio and Speech Processing · Electrical Eng. & Systems 2024-10-10 Philippe Gonzalez , Zheng-Hua Tan , Jan Østergaard , Jesper Jensen , Tommy Sonne Alstrøm , Tobias May

Diffusion (score-based) generative models have been widely used for modeling various types of complex data, including images, audios, and point clouds. Recently, the deep connection between forward-backward stochastic differential equations…

Machine Learning · Computer Science 2022-06-22 Weitao Du , Tao Yang , He Zhang , Yuanqi Du

While working within the spatial domain can pose problems associated with ill-conditioned scores caused by power-law decay, recent advances in diffusion-based generative models have shown that transitioning to the wavelet domain offers a…

Artificial Intelligence · Computer Science 2024-11-15 Xiongye Xiao , Shixuan Li , Luzhe Huang , Gengshuo Liu , Trung-Kien Nguyen , Yi Huang , Di Chang , Mykel J. Kochenderfer , Paul Bogdan

Generalizability of deep learning models may be severely affected by the difference in the distributions of the train (source domain) and the test (target domain) sets, e.g., when the sets are produced by different hardware. As a…

Image and Video Processing · Electrical Eng. & Systems 2022-08-02 Ivan Zakazov , Vladimir Shaposhnikov , Iaroslav Bespalov , Dmitry V. Dylov

Diffusion models (DMs) have emerged as powerful tools for modeling complex data distributions and generating realistic new samples. Over the years, advanced architectures and sampling methods have been developed to make these models…

Machine Learning · Computer Science 2025-12-11 Roi Benita , Michael Elad , Joseph Keshet

Frequency-domain analysis has emerged as a powerful paradigm for time series analysis, offering unique advantages over traditional time-domain approaches while introducing new theoretical and practical challenges. This survey provides a…

Computational Engineering, Finance, and Science · Computer Science 2025-10-21 Qianru Zhang , Yuting Sun , Honggang Wen , Peng Yang , Xinzhu Li , Ming Li , Kwok-Yan Lam , Siu-Ming Yiu , Hongzhi Yin

Diffusion models have achieved remarkable success in generating samples from unknown data distributions. Most popular stochastic differential equation-based diffusion models perturb the target distribution by adding Gaussian noise,…

Machine Learning · Statistics 2026-05-20 Wenpin Tang , Nizar Touzi , Zikun Zhang , Xun Yu Zhou

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…

Machine Learning · Computer Science 2023-05-22 Marin Biloš , Kashif Rasul , Anderson Schneider , Yuriy Nevmyvaka , Stephan Günnemann

The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency…

Machine Learning · Computer Science 2025-08-05 Runze Yang , Longbing Cao , Xin You , Kun Fang , Jianxun Li , Jie Yang

As a class of generative artificial intelligence frameworks inspired by statistical physics, diffusion models have shown extraordinary performance in synthesizing complicated data distributions through a denoising process gradually guided…

Machine Learning · Computer Science 2026-04-23 Fangjun Hu , Guangkuo Liu , Yifan F. Zhang , Xun Gao

Score-based diffusion models learn to reverse a stochastic differential equation that maps data to noise. However, for complex tasks, numerical error can compound and result in highly unnatural samples. Previous work mitigates this drift…

Machine Learning · Statistics 2023-06-12 Aaron Lou , Stefano Ermon

Neural time-series analysis has traditionally focused on modeling data in the time domain, often with some approaches incorporating equivalent Fourier domain representations as auxiliary spectral features. In this work, we shift the main…

Machine Learning · Computer Science 2024-10-08 Minjung Kim , Yusuke Hioka , Michael Witbrock

We survey continuous-time generative modeling methods based on transporting a simple reference distribution to a data distribution via stochastic or deterministic dynamics. We present a unified framework in which diffusion models,…

Machine Learning · Computer Science 2026-05-11 Aditya Ranganath , Mukesh Singhal

Forecasting over graph-structured sensor networks demands models that capture both deterministic spatial trends and stochastic variability, while remaining efficient enough for repeated inference as new observations arrive. We propose…

Machine Learning · Computer Science 2026-04-02 Hanlin Dong , Arian Prabowo , Hao Xue , Ao Shuang , Tianyi Zhou , Flora D. Salim

We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central…

Computation · Statistics 2025-08-12 Toan Huynh , Ruth Lopez Fajardo , Guannan Zhang , Lili Ju , Feng Bao

Text-driven video generation has advanced significantly due to developments in diffusion models. Beyond the training and sampling phases, recent studies have investigated noise priors of diffusion models, as improved noise priors yield…

Image and Video Processing · Electrical Eng. & Systems 2025-02-20 Yunlong Yuan , Yuanfan Guo , Chunwei Wang , Wei Zhang , Hang Xu , Li Zhang

Diffusion models have recently brought a powerful revolution in image generation. Despite showing impressive generative capabilities, most of these models rely on the current sample to denoise the next one, possibly resulting in denoising…

Computer Vision and Pattern Recognition · Computer Science 2024-03-27 Yurui Qian , Qi Cai , Yingwei Pan , Yehao Li , Ting Yao , Qibin Sun , Tao Mei

Diffusion and flow-based models have enabled significant progress in generation tasks across various modalities and have recently found applications in predictive learning. However, unlike typical generation tasks that encourage sample…

Computer Vision and Pattern Recognition · Computer Science 2026-03-24 Yu Zhang , Xingzhuo Guo , Haoran Xu , Jialong Wu , Mingsheng Long

Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…

Time Series Forecasting plays a crucial role in various fields such as industrial equipment maintenance, meteorology, energy consumption, traffic flow and financial investment. However, despite their considerable advantages over traditional…

Machine Learning · Computer Science 2024-07-02 Ruiqi Li , Maowei Jiang , Kai Wang , Kaiduo Feng , Quangao Liu , Yue Sun , Xiufang Zhou