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Providing forecasts for ultra-long time series plays a vital role in various activities, such as investment decisions, industrial production arrangements, and farm management. This paper develops a novel distributed forecasting framework to…

应用统计 · 统计学 2024-04-23 Xiaoqian Wang , Yanfei Kang , Rob J Hyndman , Feng Li

Celestial objects exhibit a wide range of variability in brightness at different wavebands. Surprisingly, the most common methods for characterizing time series in statistics -- parametric autoregressive modeling -- is rarely used to…

天体物理仪器与方法 · 物理学 2019-01-24 Eric D. Feigelson , G. Jogesh Babu , Gabriel A. Caceres

Generating high-quality synthetic time series is a fundamental yet challenging task across domains such as forecasting and anomaly detection, where real data can be scarce, noisy, or costly to collect. Unlike static data generation,…

机器学习 · 计算机科学 2025-09-25 MohammadReza EskandariNasab , Shah Muhammad Hamdi , Soukaina Filali Boubrahimi

We propose in this paper an analytically new construct of a diffusion model whose drift and diffusion parameters yield an exponentially time-decaying Signal to Noise Ratio in the forward process. In reverse, the construct cleverly carries…

图像与视频处理 · 电气工程与系统科学 2024-08-16 Tanmay Asthana , Yufang Bao , Hamid Krim

Autoregressive models (ARMs) are hindered by slow sequential inference. While masked diffusion models (MDMs) offer a parallel alternative, they suffer from critical drawbacks: high computational overhead from precluding Key-Value (KV)…

计算与语言 · 计算机科学 2026-03-06 Jia-Nan Li , Jian Guan , Wei Wu , Chongxuan Li

Diffusion models have emerged as powerful generative frameworks by progressively adding noise to data through a forward process and then reversing this process to generate realistic samples. While these models have achieved strong…

机器学习 · 计算机科学 2025-03-04 Xingzhuo Guo , Yu Zhang , Baixu Chen , Haoran Xu , Jianmin Wang , Mingsheng Long

Due to the dynamics of underlying physics and external influences, the uncertainty of time series often varies over time. However, existing Denoising Diffusion Probabilistic Models (DDPMs) often fail to capture this non-stationary nature,…

机器学习 · 计算机科学 2026-04-14 Weiwei Ye , Zhuopeng Xu , Ning Gui

Employing a forward diffusion chain to gradually map the data to a noise distribution, diffusion-based generative models learn how to generate the data by inferring a reverse diffusion chain. However, this approach is slow and costly…

机器学习 · 统计学 2023-09-08 Huangjie Zheng , Pengcheng He , Weizhu Chen , Mingyuan Zhou

In this work, we propose Causal Autoregressive Diffusion (CARD), a novel framework that unifies the training efficiency of ARMs with the high-throughput inference of diffusion models. CARD reformulates the diffusion process within a…

计算与语言 · 计算机科学 2026-01-30 Junhao Ruan , Bei Li , Yongjing Yin , Pengcheng Huang , Xin Chen , Jingang Wang , Xunliang Cai , Tong Xiao , JingBo Zhu

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…

机器学习 · 计算机科学 2025-05-19 Xinyan Wang , Rui Dai , Kaikui Liu , Xiangxiang Chu

Accurate forecasting of sequential data streams is a cornerstone of modern Web services, supporting applications such as traffic management, user behavior modeling, and online anomaly prevention. However, in many Web environments, new…

机器学习 · 计算机科学 2026-02-02 Shichao Ma , Zhengyang Zhou , Qihe Huang , Binwu Wang , Yang Wang

Long-term time series forecasting (LTSF) is important for various domains but is confronted by challenges in handling the complex temporal-contextual relationships. As multivariate input models underperforming some recent univariate…

机器学习 · 统计学 2026-02-06 Jiecheng Lu , Xu Han , Shihao Yang

Recently, diffusion probabilistic models have attracted attention in generative time series forecasting due to their remarkable capacity to generate high-fidelity samples. However, the effective utilization of their strong modeling ability…

机器学习 · 计算机科学 2024-03-19 Xinyao Fan , Yueying Wu , Chang Xu , Yuhao Huang , Weiqing Liu , Jiang Bian

Recent advancements in generative modeling, particularly diffusion models, have opened new directions for time series modeling, achieving state-of-the-art performance in forecasting and synthesis. However, the reliance of diffusion-based…

机器学习 · 计算机科学 2025-05-13 Marcel Kollovieh , Marten Lienen , David Lüdke , Leo Schwinn , Stephan Günnemann

We introduce deep switching auto-regressive factorization (DSARF), a deep generative model for spatio-temporal data with the capability to unravel recurring patterns in the data and perform robust short- and long-term predictions. Similar…

机器学习 · 计算机科学 2020-09-14 Amirreza Farnoosh , Bahar Azari , Sarah Ostadabbas

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…

机器学习 · 计算机科学 2023-11-03 Wang-Tao Zhou , Zhao Kang , Ling Tian

Human motion generation is a challenging task due to its high dimensionality and the difficulty of generating fine-grained motions. Diffusion methods have been proposed due to their high sample quality and expressiveness. Early approaches…

计算机视觉与模式识别 · 计算机科学 2026-03-10 Mirgahney Mohamed , Harry Jake Cunningham , Marc P. Deisenroth , Lourdes Agapito

Recent advances in motion diffusion models have substantially improved the realism of human motion synthesis. However, existing approaches either rely on full-sequence diffusion models with bidirectional generation, which limits temporal…

计算机视觉与模式识别 · 计算机科学 2026-02-27 Qing Yu , Akihisa Watanabe , Kent Fujiwara

Using a proper model to characterize a time series is crucial in making accurate predictions. In this work we use time-varying autoregressive process (TVAR) to describe non-stationary time series and model it as a mixture of multiple stable…

机器学习 · 统计学 2016-11-17 Jie Ding , Mohammad Noshad , Vahid Tarokh

In recent years, generative pre-trained paradigms such as Large Language Models (LLMs) and Large Vision Models (LVMs) have achieved revolutionary advancements and widespread real-world applications. Particularly, the emergence of…

计算工程、金融与科学 · 计算机科学 2024-06-05 Jiarui Yang , Tao Dai , Naiqi Li , Junxi Wu , Peiyuan Liu , Jinmin Li , Jigang Bao , Haigang Zhang , Shutao Xia