# Fine-grained Forecasting Models Via Gaussian Process Blurring Effect

arXiv: https://arxiv.org/abs/2312.14280 · HTML: https://mlsanity.com/paper/2312.14280/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 18 of its 30 references that are in the map.
- First posted on arXiv 21 Dec 2023.

## Builds on (most cited first, 18 of 18)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Improved Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2102.09672/) (2021)
- [Optuna: A Next-generation Hyperparameter Optimization Framework](https://mlsanity.com/paper/1907.10902/) (2019)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Argoverse: 3D Tracking and Forecasting with Rich Maps](https://mlsanity.com/paper/1911.02620/) (2019)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2101.12072/) (2021)
- [Scalable Variational Gaussian Process Classification](https://mlsanity.com/paper/1411.2005/) (2014)
- [Sharp Nearby, Fuzzy Far Away: How Neural Language Models Use Context](https://mlsanity.com/paper/1805.04623/) (2018)
- [Generative Time Series Forecasting with Diffusion, Denoise, and Disentanglement](https://mlsanity.com/paper/2301.03028/) (2023)
- [On Analyzing Generative and Denoising Capabilities of Diffusion-based Deep Generative Models](https://mlsanity.com/paper/2206.00070/) (2022)
- [Deep Factors with Gaussian Processes for Forecasting](https://mlsanity.com/paper/1812.00098/) (2018)
- [Attentive Neural Processes and Batch Bayesian Optimization for Scalable Calibration of Physics-Informed Digital Twins](https://mlsanity.com/paper/2106.15502/) (2021)

## Built on by (most cited first, 2 of 2)

- [Time Series Forecasting Using a Hybrid Deep Learning Method: A Bi-LSTM Embedding Denoising Auto Encoder Transformer](https://mlsanity.com/paper/2509.17165/) (2025)
- [Crash Severity Prediction Using Deep Learning Approaches: A Hybrid CNN-RNN Framework](https://mlsanity.com/paper/2510.04316/) (2025)

## Abstract (arXiv)

Time series forecasting is a challenging task due to the existence of complex and dynamic temporal dependencies. This can lead to incorrect predictions by even the best forecasting models. Using more training data is one way to improve the accuracy, but this source is often limited. In contrast, we are building on successful denoising approaches for image generation by advocating for an end-to-end forecasting and denoising paradigm. We propose an end-to-end forecast-blur-denoise forecasting framework by encouraging a division of labors between the forecasting and the denoising models. The initial forecasting model is directed to focus on accurately predicting the coarse-grained behavior, while the denoiser model focuses on capturing the fine-grained behavior that is locally blurred by integrating a Gaussian Process model. All three parts are interacting for the best end-to-end performance. Our extensive experiments demonstrate that our proposed approach is able to improve the forecasting accuracy of several state-of-the-art forecasting models as well as several other denoising approaches.