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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

Continuous-time long-term event prediction plays an important role in many application scenarios. Most existing works rely on autoregressive frameworks to predict event sequences, which suffer from error accumulation, thus compromising…

Machine Learning · Computer Science 2023-11-03 Wang-Tao Zhou , Zhao Kang , Ling Tian

Many real-world time series exhibit strong periodic structures arising from physical laws, human routines, or seasonal cycles. However, modern deep forecasting models often fail to capture these recurring patterns due to spectral bias and a…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Lijun Sun

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

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

Financial time series often exhibit low signal-to-noise ratio, posing significant challenges for accurate data interpretation and prediction and ultimately decision making. Generative models have gained attention as powerful tools for…

Machine Learning · Computer Science 2024-09-05 Zhuohan Wang , Carmine Ventre

We propose self-diffusion, a novel framework for solving inverse problems without relying on pretrained generative models. Traditional diffusion-based approaches require training a model on a clean dataset to learn to reverse the forward…

Machine Learning · Computer Science 2025-12-09 Guanxiong Luo , Shoujin Huang , Yanlong Yang

We introduce a novel deep learning approach that harnesses the power of generative artificial intelligence to enhance the accuracy of contextual forecasting in sewerage systems. By developing a diffusion-based model that processes…

Machine Learning · Computer Science 2025-06-11 Nicholas A. Pearson , Francesca Cairoli , Luca Bortolussi , Davide Russo , Francesca Zanello

A diffusion probabilistic model (DPM), which constructs a forward diffusion process by gradually adding noise to data points and learns the reverse denoising process to generate new samples, has been shown to handle complex data…

Computer Vision and Pattern Recognition · Computer Science 2023-10-16 Zhengxiong Luo , Dayou Chen , Yingya Zhang , Yan Huang , Liang Wang , Yujun Shen , Deli Zhao , Jingren Zhou , Tieniu Tan

Recently, denoising diffusion models have led to significant breakthroughs in the generation of images, audio and text. However, it is still an open question on how to adapt their strong modeling ability to model time series. In this paper,…

Machine Learning · Computer Science 2023-06-09 Lifeng Shen , James Kwok

Discrete diffusion models are a powerful class of generative models with strong performance across many domains. For efficiency, however, discrete diffusion typically parameterizes the generative (reverse) process with factorized…

Machine Learning · Statistics 2026-05-19 Grigory Bartosh , Teodora Pandeva , Sushrut Karmalkar , Javier Zazo

Denoising diffusion models are a powerful type of generative models used to capture complex distributions of real-world signals. However, their applicability is limited to scenarios where training samples are readily available, which is not…

Computer Vision and Pattern Recognition · Computer Science 2023-11-20 Ayush Tewari , Tianwei Yin , George Cazenavette , Semon Rezchikov , Joshua B. Tenenbaum , Frédo Durand , William T. Freeman , Vincent Sitzmann

This survey delves into the application of diffusion models in time-series forecasting. Diffusion models are demonstrating state-of-the-art results in various fields of generative AI. The paper includes comprehensive background information…

Machine Learning · Computer Science 2024-01-18 Caspar Meijer , Lydia Y. Chen

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

Machine Learning · Computer Science 2024-12-18 Yining Pang , Chenghan Li

Diffusion models have recently achieved great success in the synthesis of high-quality images and videos. However, the existing denoising techniques in diffusion models are commonly based on step-by-step noise predictions, which suffers…

Computer Vision and Pattern Recognition · Computer Science 2024-10-15 Hancheng Ye , Jiakang Yuan , Renqiu Xia , Xiangchao Yan , Tao Chen , Junchi Yan , Botian Shi , Bo Zhang

Diffusion models are powerful tools for sampling from high-dimensional distributions by progressively transforming pure noise into structured data through a denoising process. When equipped with a guidance mechanism, these models can also…

Machine Learning · Computer Science 2026-05-04 Saeed Mohseni-Sehdeh , Walid Saad , Kei Sakaguchi , Tao Yu

In recent years, some researchers have applied diffusion models to multivariate time series anomaly detection. The partial diffusion strategy, which depends on the diffusion steps, is commonly used for anomaly detection in these models.…

Machine Learning · Computer Science 2025-01-06 Guangqiang Wu , Fu Zhang

We propose the Fourier Adaptive Lite Diffusion Architecture (FALDA), a novel probabilistic framework for time series forecasting. First, we introduce the Diffusion Model for Residual Regression (DMRR) framework, which unifies…

Machine Learning · Computer Science 2025-05-19 Xinyan Wang , Rui Dai , Kaikui Liu , Xiangxiang Chu

In this work, we propose \texttt{TimeGrad}, an autoregressive model for multivariate probabilistic time series forecasting which samples from the data distribution at each time step by estimating its gradient. To this end, we use diffusion…

Machine Learning · Computer Science 2021-07-09 Kashif Rasul , Calvin Seward , Ingmar Schuster , Roland Vollgraf

Modeling long-range dependencies in time series generation poses a fundamental trade-off between representational capacity and computational efficiency. Traditional temporal diffusion models suffer from local entanglement and the…

Machine Learning · Computer Science 2026-02-23 Rongyao Cai , Yuxi Wan , Kexin Zhang , Ming Jin , Zhiqiang Ge , Qingsong Wen , Yong Liu