English
Related papers

Related papers: Auto-Regressive Moving Diffusion Models for Time S…

200 papers

Training-free conditional diffusion provides a flexible alternative to task-specific conditional model training, but existing samplers often allocate computation inefficiently: independent guided trajectories can vary widely in quality, and…

Machine Learning · Statistics 2026-05-06 Andreas Makris , Paul Fearnhead , Chris Nemeth

Existing models for high-dimensional time series are overwhelmingly developed within the finite-order vector autoregressive (VAR) framework. However, the more flexible vector autoregressive moving averages (VARMA) have been much less…

Methodology · Statistics 2025-05-01 Feiqing Huang , Kexin Lu , Yao Zheng

Scene flow estimation is an essential ingredient for a variety of real-world applications, especially for autonomous agents, such as self-driving cars and robots. While recent scene flow estimation approaches achieve a reasonable accuracy,…

Computer Vision and Pattern Recognition · Computer Science 2024-10-07 Yushan Zhang , Bastian Wandt , Maria Magnusson , Michael Felsberg

Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as…

Machine Learning · Computer Science 2022-04-26 Jimeng Shi , Mahek Jain , Giri Narasimhan

Data-driven and controllable human motion synthesis and prediction are active research areas with various applications in interactive media and social robotics. Challenges remain in these fields for generating diverse motions given past…

Computer Vision and Pattern Recognition · Computer Science 2023-04-11 Wenjie Yin , Ruibo Tu , Hang Yin , Danica Kragic , Hedvig Kjellström , Mårten Björkman

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

Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of…

Machine Learning · Computer Science 2026-05-26 Jinjin Chi , Lei Feng , Lulu Zhang , Yongcheng Jing , Yiming Wang , Ximing Li , Jialie Shen , Leszek Rutkowski , Dacheng Tao

Probabilistic forecasting of time series is an important matter in many applications and research fields. In order to draw conclusions from a probabilistic forecast, we must ensure that the model class used to approximate the true…

Machine Learning · Computer Science 2022-07-12 David Rügamer , Philipp F. M. Baumann , Thomas Kneib , Torsten Hothorn

Diffusive dynamics abound in nature and have been especially studied in physical, biological, and financial systems. These dynamics are characterised by a linear growth of the mean squared displacement (MSD) with time. Often, the conditions…

Statistical Mechanics · Physics 2025-11-14 Alvaro Lanza , Xiang Qu , Stefano Bo

Diffusion models have shown a great ability at bridging the performance gap between predictive and generative approaches for speech enhancement. We have shown that they may even outperform their predictive counterparts for non-additive…

Audio and Speech Processing · Electrical Eng. & Systems 2024-03-13 Jean-Marie Lemercier , Julius Richter , Simon Welker , Timo Gerkmann

We prove that a time series satisfying a (linear) multivariate autoregressive moving average (VARMA) model satisfies the same model assumption in the reversed time direction, too, if all innovations are normally distributed. This…

Statistics Theory · Mathematics 2016-03-03 Stefan Bauer , Bernhard Schölkopf , Jonas Peters

Modelling physical data with linear discrete time series, namely Fractionally Integrated Autoregressive Moving Average (ARFIMA), is a technique which achieved attention in recent years. However, these models are used mainly as a statistical…

Data Analysis, Statistics and Probability · Physics 2017-03-20 Jakub Ślęzak , Aleksander Weron

Spatiotemporal data is very common in many applications, such as manufacturing systems and transportation systems. It is typically difficult to be accurately predicted given intrinsic complex spatial and temporal correlations. Most of the…

Machine Learning · Computer Science 2020-04-24 Ziyue Li , Hao Yan , Chen Zhang , Fugee Tsung

The spatio-temporal autoregressive moving average (STARMA) model is frequently used in several studies of multivariate time series data, where the assumption of stationarity is important, but it is not always guaranteed in practice. One way…

Methodology · Statistics 2023-04-14 Yangyang Chen , Pedro Alberto Morettin , Chang Chiann

Diffusion models have recently shown promise in time series forecasting, particularly for probabilistic predictions. However, they often fail to achieve state-of-the-art point estimation performance compared to regression-based methods.…

Artificial Intelligence · Computer Science 2025-11-25 Hang Ding , Xue Wang , Tian Zhou , Tao Yao

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

Machine Learning · Computer Science 2024-02-06 Hao Cheng , Qingsong Wen , Yang Liu , Liang Sun

Motion planning in dynamic urban environments requires balancing immediate safety with long-term goals. While diffusion models effectively capture multi-modal decision-making, existing approaches treat trajectories as monolithic entities,…

Robotics · Computer Science 2026-03-27 Xiang Li , Bikun Wang , John Zhang , Jianjun Wang

The scope of this paper is generative modeling through diffusion processes. An approach falling within this paradigm is the work of Song et al. (2021), which relies on a time-reversal argument to construct a diffusion process targeting the…

Machine Learning · Computer Science 2023-12-25 Stefano Peluchetti

We introduce TransDiff, the first image generation model that marries Autoregressive (AR) Transformer with diffusion models. In this joint modeling framework, TransDiff encodes labels and images into high-level semantic features and employs…

Computer Vision and Pattern Recognition · Computer Science 2025-08-21 Dingcheng Zhen , Qian Qiao , Xu Zheng , Tan Yu , Kangxi Wu , Ziwei Zhang , Siyuan Liu , Shunshun Yin , Ming Tao

Continuous diffusion models have demonstrated remarkable performance in data generation across various domains, yet their efficiency remains constrained by two critical limitations: (1) the local adjacency structure of the forward Markov…

Machine Learning · Statistics 2025-05-29 Xunpeng Huang , Yingyu Lin , Nikki Lijing Kuang , Hanze Dong , Difan Zou , Yian Ma , Tong Zhang
‹ Prev 1 3 4 5 6 7 10 Next ›