# Channel-aware Contrastive Conditional Diffusion for Multivariate Probabilistic Time Series Forecasting

arXiv: https://arxiv.org/abs/2410.02168 · HTML: https://mlsanity.com/paper/2410.02168/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Placed in Flow matching, time series and science, one of 14 directions in Diffusion models.
- Builds on 58 of its 71 references that are in the map.
- First posted on arXiv 3 Oct 2024.

## Placed in

- Diffusion models / [Flow matching, time series and science](https://mlsanity.com/diffusion/flow-matching-time-series-and-science/)

## Builds on (most cited first, 30 of 58)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [A Simple Framework for Contrastive Learning of Visual Representations](https://mlsanity.com/paper/2002.05709/) (2020)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Representation Learning with Contrastive Predictive Coding](https://mlsanity.com/paper/1807.03748/) (2018)
- [Scalable Diffusion Models with Transformers](https://mlsanity.com/paper/2212.09748/) (2022)
- [Scaling Rectified Flow Transformers for High-Resolution Image Synthesis](https://mlsanity.com/paper/2403.03206/) (2024)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [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)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [Maximum Likelihood Training of Score-Based Diffusion Models](https://mlsanity.com/paper/2101.09258/) (2021)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [Understanding the Behaviour of Contrastive Loss](https://mlsanity.com/paper/2012.09740/) (2020)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2101.12072/) (2021)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [Unsupervised Scalable Representation Learning for Multivariate Time Series](https://mlsanity.com/paper/1901.10738/) (2019)
- [MotionDiffuser: Controllable Multi-Agent Motion Prediction using Diffusion](https://mlsanity.com/paper/2306.03083/) (2023)
- [Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models](https://mlsanity.com/paper/2208.09399/) (2022)
- [Diffusion-TS: Interpretable Diffusion for General Time Series Generation](https://mlsanity.com/paper/2403.01742/) (2024)
- [High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes](https://mlsanity.com/paper/1910.03002/) (2019)
- [Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flows](https://mlsanity.com/paper/2002.06103/) (2020)
- [CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting](https://mlsanity.com/paper/2202.01575/) (2022)
- [Understanding the Limitations of Variational Mutual Information Estimators](https://mlsanity.com/paper/1910.06222/) (2019)
- [SimMTM: A Simple Pre-Training Framework for Masked Time-Series Modeling](https://mlsanity.com/paper/2302.00861/) (2023)

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

- [Diffusion Models for Time Series Forecasting: A Survey](https://mlsanity.com/paper/2507.14507/) (2025)
- [DynG-Diff: A State-Aware Dynamic Guidance Diffusion Framework for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2609.02068/) (2026)

## Abstract (arXiv)

Forecasting faithful trajectories of multivariate time series from practical scopes is essential for reasonable decision-making. Recent methods majorly tailor generative conditional diffusion models to estimate the target temporal predictive distribution. However, it remains an obstacle to enhance the exploitation efficiency of given implicit temporal predictive information to bolster conditional diffusion learning. To this end, we propose a generic channel-aware Contrastive Conditional Diffusion model entitled CCDM to achieve desirable Multivariate probabilistic forecasting, obviating the need for curated temporal conditioning inductive biases. In detail, we first design a channel-centric conditional denoising network to manage intra-variate variations and cross-variate correlations, which can lead to scalability on diverse prediction horizons and channel numbers. Then, we devise an ad-hoc denoising-based temporal contrastive learning to explicitly amplify the predictive mutual information between past observations and future forecasts. It can coherently complement naive step-wise denoising diffusion training and improve the forecasting accuracy and generality on unknown test time series. Besides, we offer theoretic insights on the benefits of such auxiliary contrastive training refinement from both neural mutual information and temporal distribution generalization aspects. The proposed CCDM can exhibit superior forecasting capability compared to current state-of-the-art diffusion forecasters over a comprehensive benchmark, with best MSE and CRPS outcomes on 66.67% and 83.33% cases. Our code is publicly available at https://github.com/LSY-Cython/CCDM.