MR-ImagenTime: Multi-Resolution Time Series Generation through Dual Image Representations
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Abstract (arXiv)
Time series forecasting is vital across many domains, yet existing models struggle with fixed-length inputs and inadequate multi-scale modeling. We propose MR-CDM, a framework combining hierarchical multi-resolution trend decomposition, an adaptive embedding mechanism for variable-length inputs, and a multi-scale conditional diffusion process. Evaluations on four real-world datasets demonstrate that MR-CDM significantly outperforms state-of-the-art baselines (e.g., CSDI, Informer), reducing MAE and RMSE by approximately 6-10 to a certain degree.
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References · 10
- 2017Attention Is All You Needcited by 60,361
- 2020Denoising Diffusion Probabilistic Modelscited by 21,076
- 2016WaveNet: A Generative Model for Raw Audiocited by 1,722
- 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,676
- 2017DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networkscited by 1,013
- 2021CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputationcited by 582
- 2021Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecastingcited by 337
- 2022Diffusion-based Time Series Imputation and Forecasting with Structured State Space Modelscited by 198
- 2018Trellis Networks for Sequence Modelingcited by 52
- 2024Utilizing Image Transforms and Diffusion Models for Generative Modeling of Short and Long Time Seriescited by 43
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