# DiTS: Multimodal Diffusion Transformers Are Time Series Forecasters

arXiv: https://arxiv.org/abs/2602.06597 · HTML: https://mlsanity.com/paper/2602.06597/

## Key facts

- Cited by 1 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 36 of its 46 references that are in the map.
- First posted on arXiv 6 Feb 2026.

## 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 36)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [An Image is Worth 16x16 Words: Transformers for Image Recognition at Scale](https://mlsanity.com/paper/2010.11929/) (2020)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Scalable Diffusion Models with Transformers](https://mlsanity.com/paper/2212.09748/) (2022)
- [Flow Matching for Generative Modeling](https://mlsanity.com/paper/2210.02747/) (2022)
- [Scaling Rectified Flow Transformers for High-Resolution Image Synthesis](https://mlsanity.com/paper/2403.03206/) (2024)
- [Flow Straight and Fast: Learning to Generate and Transfer Data with Rectified Flow](https://mlsanity.com/paper/2209.03003/) (2022)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (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)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [Autoregressive Image Generation without Vector Quantization](https://mlsanity.com/paper/2406.11838/) (2024)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [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)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models](https://mlsanity.com/paper/2208.09399/) (2022)
- [Deep Time Series Models: A Comprehensive Survey and Benchmark](https://mlsanity.com/paper/2407.13278/) (2024)
- [Chronos-2: From Univariate to Universal Forecasting](https://mlsanity.com/paper/2510.15821/) (2025)
- [Sundial: A Family of Highly Capable Time Series Foundation Models](https://mlsanity.com/paper/2502.00816/) (2025)
- [Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flows](https://mlsanity.com/paper/2002.06103/) (2020)
- [TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning](https://mlsanity.com/paper/2505.23719/) (2025)
- [Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark](https://mlsanity.com/paper/2008.08004/) (2020)
- [Timer-XL: Long-Context Transformers for Unified Time Series Forecasting](https://mlsanity.com/paper/2410.04803/) (2024)

## Built on by (most cited first, 1 of 1)

- [Aura: Universal Multi-dimensional Exogenous Integration for Aviation Time Series](https://mlsanity.com/paper/2603.05092/) (2026)

## Abstract (arXiv)

While generative modeling facilitates probabilistic time series forecasting, incorporating heterogeneous exogenous information remains challenging. Diffusion Transformers (DiT) provide a scalable framework for conditional generation, yet their adaptation to forecasting calls for conditioning mechanisms tailored to time series. Endogenous targets and exogenous covariates differ in sources, semantics, and statistical characteristics, while sharing temporal coordinates that support fine-grained conditional guidance. Covariates can describe future variability and temporal dependence beyond the conditional mean targeted by direct regression. Motivated by these considerations, we propose Diffusion Transformers for Time Series (DiTS), a Multimodal Diffusion Transformer for covariate-aware forecasting. DiTS models endogenous targets and exogenous covariates as distinct modalities, jointly conditioning future generation on target history and available covariates. Flow matching makes covariate-dependent distributional information relevant to velocity prediction conditioned on noisy future states. We introduce Time-aligned Modulation, extending AdaLN with the temporal-alignment prior to generate patch-wise modulation parameters from aligned covariates and diffusion time. Across diverse covariate-aware forecasting tasks, DiTS achieves strong performance in both deterministic and probabilistic forecasting, demonstrating the effectiveness of conditional generation for both point and distributional forecasting.