Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting

28 January 2021

Papers citing "Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting"

45 / 45 papers shown

Title
Sparse-to-Sparse Training of Diffusion Models Inês Cardoso Oliveira Decebal Constantin Mocanu Luis A. Leiva DiffM 127 0 0 30 Apr 2025
On the Generalization Properties of Diffusion Models Puheng Li Zhong Li Huishuai Zhang Jiang Bian 139 34 0 13 Mar 2025
MVG-CRPS: A Robust Loss Function for Multivariate Probabilistic Forecasting Vincent Zhihao Zheng Lijun Sun AI4TS 52 1 0 11 Oct 2024
Elucidating the Design Choice of Probability Paths in Flow Matching for Forecasting Soon Hoe Lim Yijin Wang Annan Yu Emma Hart Michael W. Mahoney Xiaoye S. Li N. Benjamin Erichson AI4TS 80 2 0 04 Oct 2024
Flow Matching with Gaussian Process Priors for Probabilistic Time Series Forecasting Marcel Kollovieh Marten Lienen David Lüdke Leo Schwinn Stephan Günnemann AI4TS BDL DiffM 78 7 0 03 Oct 2024
Data-Driven Stochastic Closure Modeling via Conditional Diffusion Model and Neural Operator Xinghao Dong Chuanqi Chen Jin-Long Wu DiffM AI4CE 70 5 0 06 Aug 2024
ScoreFusion: Fusing Score-based Generative Models via Kullback-Leibler Barycenters Hao Liu Junze Tony Ye Ye Jose H. Blanchet DiffM FedML 78 1 0 28 Jun 2024
Balanced Mixed-Type Tabular Data Synthesis with Diffusion Models Zeyu Yang Peikun Guo Khadija Zanna Akane Sano Xiaoxue Yang Akane Sano DiffM 84 9 0 12 Apr 2024
Diffusion Models with Deterministic Normalizing Flow Priors Mohsen Zand Ali Etemad Michael A. Greenspan DiffM 74 3 0 03 Sep 2023
Graph Anomaly Detection in Time Series: A Survey Thi Kieu Khanh Ho Ali Karami Narges Armanfard AI4TS 98 6 0 31 Jan 2023
How to Train Your Energy-Based Models Yang Song Diederik P. Kingma DiffM 64 256 0 09 Jan 2021
Denoising Diffusion Implicit Models Jiaming Song Chenlin Meng Stefano Ermon VLM DiffM 208 7,294 0 06 Oct 2020
DiffWave: A Versatile Diffusion Model for Audio Synthesis Zhifeng Kong Ming-Yu Liu Jiaji Huang Kexin Zhao Bryan Catanzaro DiffM BDL 110 1,449 0 21 Sep 2020
WaveGrad: Estimating Gradients for Waveform Generation Nanxin Chen Yu Zhang Heiga Zen Ron J. Weiss Mohammad Norouzi William Chan DiffM BDL 62 791 0 02 Sep 2020
Denoising Diffusion Probabilistic Models Jonathan Ho Ajay Jain Pieter Abbeel DiffM 482 17,888 0 19 Jun 2020
Array Programming with NumPy Charles R. Harris K. Millman S. Walt R. Gommers Pauli Virtanen ... Tyler Reddy Warren Weckesser Hameer Abbasi C. Gohlke T. Oliphant 131 14,883 0 18 Jun 2020
Improved Techniques for Training Score-Based Generative Models Yang Song Stefano Ermon DiffM 195 1,145 0 16 Jun 2020
Permutation Invariant Graph Generation via Score-Based Generative Modeling Chenhao Niu Yang Song Jiaming Song Shengjia Zhao Aditya Grover Stefano Ermon DiffM 66 269 0 02 Mar 2020
Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flows Kashif Rasul Abdul-Saboor Sheikh Ingmar Schuster Urs M. Bergmann Roland Vollgraf BDL AI4TS AI4CE 89 185 0 14 Feb 2020
Normalizing Flows for Probabilistic Modeling and Inference George Papamakarios Eric T. Nalisnick Danilo Jimenez Rezende S. Mohamed Balaji Lakshminarayanan TPM AI4CE 181 1,687 0 05 Dec 2019
PyTorch: An Imperative Style, High-Performance Deep Learning Library Adam Paszke Sam Gross Francisco Massa Adam Lerer James Bradbury ... Sasank Chilamkurthy Benoit Steiner Lu Fang Junjie Bai Soumith Chintala ODL 361 42,299 0 03 Dec 2019
High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes David Salinas Michael Bohlke-Schneider Laurent Callot Roberto Medico Jan Gasthaus AI4TS 54 226 0 07 Oct 2019
Generative Modeling by Estimating Gradients of the Data Distribution Yang Song Stefano Ermon SyDa DiffM 213 3,870 0 12 Jul 2019
Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting Shiyang Li Xiaoyong Jin Yao Xuan Xiyou Zhou Wenhu Chen Yu Wang Xifeng Yan AI4TS 76 1,410 0 29 Jun 2019
An Introduction to Variational Autoencoders Diederik P. Kingma Max Welling BDL SSL DRL 74 2,345 0 06 Jun 2019
N-BEATS: Neural basis expansion analysis for interpretable time series forecasting Boris N. Oreshkin Dmitri Carpov Nicolas Chapados Yoshua Bengio AI4TS 97 1,045 0 24 May 2019
Do Deep Generative Models Know What They Don't Know? Eric T. Nalisnick Akihiro Matsukawa Yee Whye Teh Dilan Görür Balaji Lakshminarayanan OOD 53 756 0 22 Oct 2018
A Disentangled Recognition and Nonlinear Dynamics Model for Unsupervised Learning Marco Fraccaro Simon Kamronn Ulrich Paquet Ole Winther BDL 61 283 0 16 Oct 2017
Evaluating probabilistic forecasts with scoringRules Alexander I. Jordan Fabian Kruger Sebastian Lerch AI4TS 135 234 0 14 Sep 2017
Deep and Confident Prediction for Time Series at Uber Lingxue Zhu N. Laptev BDL AI4TS 131 345 0 06 Sep 2017
Attention Is All You Need Ashish Vaswani Noam M. Shazeer Niki Parmar Jakob Uszkoreit Llion Jones Aidan Gomez Lukasz Kaiser Illia Polosukhin 3DV 628 130,942 0 12 Jun 2017
Masked Autoregressive Flow for Density Estimation George Papamakarios Theo Pavlakou Iain Murray 177 1,351 0 19 May 2017
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks David Salinas Valentin Flunkert Jan Gasthaus AI4TS UQCV BDL 81 2,101 0 13 Apr 2017
Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks Guokun Lai Wei-Cheng Chang Yiming Yang Hanxiao Liu BDL AI4TS 104 1,997 0 21 Mar 2017
WaveNet: A Generative Model for Raw Audio Aaron van den Oord Sander Dieleman Heiga Zen Karen Simonyan Oriol Vinyals Alex Graves Nal Kalchbrenner A. Senior Koray Kavukcuoglu DiffM 358 7,381 0 12 Sep 2016
Conditional Image Generation with PixelCNN Decoders Aaron van den Oord Nal Kalchbrenner Oriol Vinyals L. Espeholt Alex Graves Koray Kavukcuoglu VLM 173 2,506 0 16 Jun 2016
Faster Eigenvector Computation via Shift-and-Invert Preconditioning Dan Garber Laurent Dinh Chi Jin Jascha Narain Sohl-Dickstein Samy Bengio Praneeth Netrapalli Aaron Sidford 237 78 0 26 May 2016
Pixel Recurrent Neural Networks Aaron van den Oord Nal Kalchbrenner Koray Kavukcuoglu SSeg GAN 439 2,566 0 25 Jan 2016
A note on the evaluation of generative models Lucas Theis Aaron van den Oord Matthias Bethge EGVM 102 1,145 0 05 Nov 2015
Artificial Neural Networks Applied to Taxi Destination Prediction A. D. Brébisson Étienne Simon Alex Auvolat Pascal Vincent Yoshua Bengio 53 185 0 31 Jul 2015
Deep Unsupervised Learning using Nonequilibrium Thermodynamics Jascha Narain Sohl-Dickstein Eric A. Weiss Niru Maheswaranathan Surya Ganguli SyDa DiffM 252 6,887 0 12 Mar 2015
Adam: A Method for Stochastic Optimization Diederik P. Kingma Jimmy Ba ODL 1.4K 149,842 0 22 Dec 2014
Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling Junyoung Chung Çağlar Gülçehre Kyunghyun Cho Yoshua Bengio 476 12,692 0 11 Dec 2014
Sequence to Sequence Learning with Neural Networks Ilya Sutskever Oriol Vinyals Quoc V. Le AIMat 374 20,528 0 10 Sep 2014
Generating Sequences With Recurrent Neural Networks Alex Graves GAN 135 4,031 0 04 Aug 2013