Diffusion Models for Time Series Forecasting: A Survey

Fuente: arXiv
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Main Authors: Su, Chen, Cai, Zhengzhou, Tian, Yuanhe, Chang, Zhuochao, Zheng, Zihong, Song, Yan
Format: Preprint
Published: 2025
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author Su, Chen
Cai, Zhengzhou
Tian, Yuanhe
Chang, Zhuochao
Zheng, Zihong
Song, Yan
author_facet Su, Chen
Cai, Zhengzhou
Tian, Yuanhe
Chang, Zhuochao
Zheng, Zihong
Song, Yan
contents Diffusion models, initially developed for image synthesis, demonstrate remarkable generative capabilities. Recently, their application has expanded to time series forecasting (TSF), yielding promising results. Existing surveys on time series primarily focus on the application of diffusion models to time series tasks or merely provide model-by-model introductions of diffusion-based TSF models, without establishing a systematic taxonomy for existing diffusion-based TSF models. In this survey, we firstly introduce several standard diffusion models and their prevalent variants, explaining their adaptation to TSF tasks. Then, we provide a comprehensive review of diffusion models for TSF, paying special attention to the sources of conditional information and the mechanisms for integrating this conditioning within the models. In analyzing existing approaches using diffusion models for TSF, we provide a systematic categorization and a comprehensive summary of them in this survey. Furthermore, we examine several foundational diffusion models applied to TSF, alongside commonly used datasets and evaluation metrics. Finally, we discuss the progress and limitations of these approaches, as well as potential future research directions for diffusion-based TSF. Overall, this survey offers a comprehensive overview of recent progress and future prospects for diffusion models in TSF, serving as a valuable reference for researchers in the field.
format Preprint
id arxiv_https___arxiv_org_abs_2507_14507
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Diffusion Models for Time Series Forecasting: A Survey
Su, Chen
Cai, Zhengzhou
Tian, Yuanhe
Chang, Zhuochao
Zheng, Zihong
Song, Yan
Machine Learning
Artificial Intelligence
Diffusion models, initially developed for image synthesis, demonstrate remarkable generative capabilities. Recently, their application has expanded to time series forecasting (TSF), yielding promising results. Existing surveys on time series primarily focus on the application of diffusion models to time series tasks or merely provide model-by-model introductions of diffusion-based TSF models, without establishing a systematic taxonomy for existing diffusion-based TSF models. In this survey, we firstly introduce several standard diffusion models and their prevalent variants, explaining their adaptation to TSF tasks. Then, we provide a comprehensive review of diffusion models for TSF, paying special attention to the sources of conditional information and the mechanisms for integrating this conditioning within the models. In analyzing existing approaches using diffusion models for TSF, we provide a systematic categorization and a comprehensive summary of them in this survey. Furthermore, we examine several foundational diffusion models applied to TSF, alongside commonly used datasets and evaluation metrics. Finally, we discuss the progress and limitations of these approaches, as well as potential future research directions for diffusion-based TSF. Overall, this survey offers a comprehensive overview of recent progress and future prospects for diffusion models in TSF, serving as a valuable reference for researchers in the field.
title Diffusion Models for Time Series Forecasting: A Survey
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2507.14507