Recent diffusion models for time series forecasting.

Recent diffusion models for time series forecasting.

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A time series is a sequence of time-ordered data, and it is generally used to describe how a phenomenon evolves over time. Time series forecasting, estimating future values of time series, allows the implementation of decision-making strategies. Deep learning, the currently leading field of machine learning, applied to time series forecasting can c...

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... λ 1 , λ 2 , λ 3 are the regularisation parameters of divergence between target distribution and distribution of prediction window, denoising score matching objective, and total correlation among latent variables, respectively. Diffusion models for time series forecasting are summarised in Table 11. ...

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