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Diffusionmodels for time-series applications: a survey
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作者 Lequan LIN Zhengkun LI +2 位作者 Ruikun LI Xuliang LI Junbin GAO 《Frontiers of Information Technology & Electronic Engineering》 SCIE EI CSCD 2024年第1期19-41,共23页
Diffusion models, a family of generative models based on deep learning, have become increasinglyprominent in cutting-edge machine learning research. With distinguished performance in generating samples thatresemble th... Diffusion models, a family of generative models based on deep learning, have become increasinglyprominent in cutting-edge machine learning research. With distinguished performance in generating samples thatresemble the observed data, diffusion models are widely used in image, video, and text synthesis nowadays. Inrecent years, the concept of diffusion has been extended to time-series applications, and many powerful models havebeen developed. Considering the deficiency of a methodical summary and discourse on these models, we providethis survey as an elementary resource for new researchers in this area and to provide inspiration to motivate futureresearch. For better understanding, we include an introduction about the basics of diffusion models. Except forthis, we primarily focus on diffusion-based methods for time-series forecasting, imputation, and generation, andpresent them, separately, in three individual sections. We also compare different methods for the same applicationand highlight their connections if applicable. Finally, we conclude with the common limitation of diffusion-basedmethods and highlight potential future research directions. 展开更多
关键词 diffusion models Time-series forecasting Time-series imputation Denoising diffusion probabilistic models Score-based generative models Stochastic differential equations
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