# SCENARIODIFF: A Scenario-level Guidance Framework for Multimodal Time Series Forecasting--Extended Version

arXiv: https://arxiv.org/abs/2608.17164 · HTML: https://mlsanity.com/paper/2608.17164/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 38 of its 44 references that are in the map.
- First posted on arXiv 17 Aug 2026.

## Builds on (most cited first, 30 of 38)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Denoising Diffusion Implicit Models](https://mlsanity.com/paper/2010.02502/) (2020)
- [Sentence-BERT: Sentence Embeddings using Siamese BERT-Networks](https://mlsanity.com/paper/1908.10084/) (2019)
- [Diffusion Models Beat GANs on Image Synthesis](https://mlsanity.com/paper/2105.05233/) (2021)
- [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)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [Blended Diffusion for Text-driven Editing of Natural Images](https://mlsanity.com/paper/2111.14818/) (2021)
- [Time-LLM: Time Series Forecasting by Reprogramming Large Language Models](https://mlsanity.com/paper/2310.01728/) (2023)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [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)
- [TSMixer: An All-MLP Architecture for Time Series Forecasting](https://mlsanity.com/paper/2303.06053/) (2023)
- [Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models](https://mlsanity.com/paper/2208.09399/) (2022)
- [Sundial: A Family of Highly Capable Time Series Foundation Models](https://mlsanity.com/paper/2502.00816/) (2025)
- [Are Language Models Actually Useful for Time Series Forecasting?](https://mlsanity.com/paper/2406.16964/) (2024)
- [FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting](https://mlsanity.com/paper/2205.08897/) (2022)
- [CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning](https://mlsanity.com/paper/2403.07300/) (2024)
- [ChatTime: A Unified Multimodal Time Series Foundation Model Bridging Numerical and Textual Data](https://mlsanity.com/paper/2412.11376/) (2024)
- [Non-autoregressive Conditional Diffusion Models for Time Series Prediction](https://mlsanity.com/paper/2306.05043/) (2023)
- [Time-MMD: Multi-Domain Multimodal Dataset for Time Series Analysis](https://mlsanity.com/paper/2406.08627/) (2024)
- [Language in the Flow of Time: Time-Series-Paired Texts Weaved into a Unified Temporal Narrative](https://mlsanity.com/paper/2502.08942/) (2025)
- [Retrieval-Augmented Diffusion Models for Time Series Forecasting](https://mlsanity.com/paper/2410.18712/) (2024)
- [TimeCAP: Learning to Contextualize, Augment, and Predict Time Series Events with Large Language Model Agents](https://mlsanity.com/paper/2502.11418/) (2025)
- [Aurora: Towards Universal Generative Multimodal Time Series Forecasting](https://mlsanity.com/paper/2509.22295/) (2025)
- [Non-stationary Diffusion For Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2505.04278/) (2025)

## Abstract (arXiv)

Textual context such as news, reports, and logs can provide valuable signals for time series forecasting, especially when future dynamics are driven by external events that are not yet visible in historical values. Existing multimodal forecasting methods often either ask large language models (LLMs) to predict numerical values directly or fuse text and time series implicitly, making contextual influence difficult to interpret and control. We propose SCENARIODIFF, a hierarchical contextual reasoning framework for multimodal time series forecasting under noisy and weakly aligned documents. SCENARIODIFF organizes contextual information into three levels: a Historical Context Agent extracts stepwise evidence from raw documents, a Scenario Agent produces a qualitative scenario description for the forecast horizon, and an Anchor Guidance Agent generates sparse anchor points for event-relevant future regions. These structured signals condition a Multimodal Diffusion Transformer, while Anchor Blended Sampling locally refines generated trajectories without retraining. Experiments on the Time-MMD benchmark show that SCENARIODIFF is especially effective in event-driven domains, demonstrating the value of explicit hierarchical scenario guidance for multimodal time series forecasting. Our full implementation is available at https://anonymous.4open.science/r/ScenarioDiff_ICDM-2C4C