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arXiv 2411.04491cs.LGcs.AI
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序列到序列扩散桥模型

Series-to-Series Diffusion Bridge Model

School of AIA, Huazhong University of Science and Technology(华中科技大学AIA学院);Department of Computer Science and Engineering, Shanghai Jiao Tong University(上海交通大学计算机科学与工程系);Center for Applied Statistics and School of Statistics, Renmin University of China(中国人民大学应用统计中心及统计学院);School of EIC, Huazhong University of Science and Technology(华中科技大学EIC学院)

Hao Yang, Zhanbo Feng, Feng Zhou, Robert C Qiu, Zenan Ling

AI总结:

本文提出序列到序列扩散桥模型(S²DBM),利用布朗桥过程降低随机性,结合历史数据先验与条件,提升时间序列点预测精度,并在概率预测中与现有扩散模型竞争。

摘要:

扩散模型在时间序列预测中已崭露头角,展现出其建模复杂数据分布的强大能力。然而,其在确定性预测中的有效性常受限于其固有随机性所导致的不稳定性。在本文中,我们重新审视时间序列扩散模型,并提出了一个涵盖大多数现有基于扩散方法的综合框架。在此理论基础之上,我们提出了一种新颖的基于扩散的时间序列预测模型——序列到序列扩散桥模型($\u0053^2\u0044\u0042\u004d$),该模型利用布朗桥过程来减少反向估计中的随机性,并通过整合源自历史时间序列数据的先验信息和条件来提高准确性。实验结果表明,$\u0053^2\u0044\u0042\u004d$在点对点预测中表现出优越性能,并在概率预测中与其他基于扩散的模型有效竞争。

英文摘要:

Diffusion models have risen to prominence in time series forecasting, showcasing their robust capability to model complex data distributions. However, their effectiveness in deterministic predictions is often constrained by instability arising from their inherent stochasticity. In this paper, we revisit time series diffusion models and present a comprehensive framework that encompasses most existing diffusion-based methods. Building on this theoretical foundation, we propose a novel diffusion-based time series forecasting model, the Series-to-Series Diffusion Bridge Model ($\mathrm{S^2DBM}$), which leverages the Brownian Bridge process to reduce randomness in reverse estimations and improves accuracy by incorporating informative priors and conditions derived from historical time series data. Experimental results demonstrate that $\mathrm{S^2DBM}$ delivers superior performance in point-to-point forecasting and competes effectively with other diffusion-based models in probabilistic forecasting.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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