The Rise of Diffusion Models in Time-Series Forecasting

Fuente: arXiv
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Auteurs principaux: Meijer, Caspar, Chen, Lydia Y.
Format: Preprint
Publié: 2024
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author Meijer, Caspar
Chen, Lydia Y.
author_facet Meijer, Caspar
Chen, Lydia Y.
contents 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 on diffusion models, detailing their conditioning methods and reviewing their use in time-series forecasting. The analysis covers 11 specific time-series implementations, the intuition and theory behind them, the effectiveness on different datasets, and a comparison among each other. Key contributions of this work are the thorough exploration of diffusion models' applications in time-series forecasting and a chronologically ordered overview of these models. Additionally, the paper offers an insightful discussion on the current state-of-the-art in this domain and outlines potential future research directions. This serves as a valuable resource for researchers in AI and time-series analysis, offering a clear view of the latest advancements and future potential of diffusion models.
format Preprint
id arxiv_https___arxiv_org_abs_2401_03006
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle The Rise of Diffusion Models in Time-Series Forecasting
Meijer, Caspar
Chen, Lydia Y.
Machine Learning
Artificial Intelligence
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 on diffusion models, detailing their conditioning methods and reviewing their use in time-series forecasting. The analysis covers 11 specific time-series implementations, the intuition and theory behind them, the effectiveness on different datasets, and a comparison among each other. Key contributions of this work are the thorough exploration of diffusion models' applications in time-series forecasting and a chronologically ordered overview of these models. Additionally, the paper offers an insightful discussion on the current state-of-the-art in this domain and outlines potential future research directions. This serves as a valuable resource for researchers in AI and time-series analysis, offering a clear view of the latest advancements and future potential of diffusion models.
title The Rise of Diffusion Models in Time-Series Forecasting
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2401.03006