Diffusion models have recently exhibited impressive performance in time series analysis. In this paper, We focus on accelerating diffusion models for the task of time series forecasting and put forward a multivariate time series probabilistic forecasting model with implicit diffusion and simplified state-space layer (IDSS). Specifically, IDSS leverages a deep neural network known as WaveNet and integrates denoising diffusion implicit models (DDIMs) to enhance the inference speed while maintaining predictive accuracy. Furthermore, it employs a simplified state-space layer (S5) to efficiently capture the long-range dependencies in time series, contributing to faster and more accurate prediction of time series. Experimental results demonstrate that our method can rapidly produce high-quality prediction results with high computational efficiency.

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Multivariate Time Series Forecasting with Implicit Diffusion and Simplified State-Space Layer

  • Xiping Han

摘要

Diffusion models have recently exhibited impressive performance in time series analysis. In this paper, We focus on accelerating diffusion models for the task of time series forecasting and put forward a multivariate time series probabilistic forecasting model with implicit diffusion and simplified state-space layer (IDSS). Specifically, IDSS leverages a deep neural network known as WaveNet and integrates denoising diffusion implicit models (DDIMs) to enhance the inference speed while maintaining predictive accuracy. Furthermore, it employs a simplified state-space layer (S5) to efficiently capture the long-range dependencies in time series, contributing to faster and more accurate prediction of time series. Experimental results demonstrate that our method can rapidly produce high-quality prediction results with high computational efficiency.