Multimodal Conditioned Diffusive Time Series Forecasting

Fuente: arXiv
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Main Authors: Su, Chen, Tian, Yuanhe, Song, Yan
Format: Preprint
Published: 2025
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author Su, Chen
Tian, Yuanhe
Song, Yan
author_facet Su, Chen
Tian, Yuanhe
Song, Yan
contents Diffusion models achieve remarkable success in processing images and text, and have been extended to special domains such as time series forecasting (TSF). Existing diffusion-based approaches for TSF primarily focus on modeling single-modality numerical sequences, overlooking the rich multimodal information in time series data. To effectively leverage such information for prediction, we propose a multimodal conditioned diffusion model for TSF, namely, MCD-TSF, to jointly utilize timestamps and texts as extra guidance for time series modeling, especially for forecasting. Specifically, Timestamps are combined with time series to establish temporal and semantic correlations among different data points when aggregating information along the temporal dimension. Texts serve as supplementary descriptions of time series' history, and adaptively aligned with data points as well as dynamically controlled in a classifier-free manner. Extensive experiments on real-world benchmark datasets across eight domains demonstrate that the proposed MCD-TSF model achieves state-of-the-art performance.
format Preprint
id arxiv_https___arxiv_org_abs_2504_19669
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Multimodal Conditioned Diffusive Time Series Forecasting
Su, Chen
Tian, Yuanhe
Song, Yan
Computation and Language
Diffusion models achieve remarkable success in processing images and text, and have been extended to special domains such as time series forecasting (TSF). Existing diffusion-based approaches for TSF primarily focus on modeling single-modality numerical sequences, overlooking the rich multimodal information in time series data. To effectively leverage such information for prediction, we propose a multimodal conditioned diffusion model for TSF, namely, MCD-TSF, to jointly utilize timestamps and texts as extra guidance for time series modeling, especially for forecasting. Specifically, Timestamps are combined with time series to establish temporal and semantic correlations among different data points when aggregating information along the temporal dimension. Texts serve as supplementary descriptions of time series' history, and adaptively aligned with data points as well as dynamically controlled in a classifier-free manner. Extensive experiments on real-world benchmark datasets across eight domains demonstrate that the proposed MCD-TSF model achieves state-of-the-art performance.
title Multimodal Conditioned Diffusive Time Series Forecasting
topic Computation and Language
url https://arxiv.org/abs/2504.19669