Diffusion Model时间序列相关的文章

Forecasting and Prediction

  • Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting, in ICML 2021. [paper]
  • ScoreGrad: Multivariate Probabilistic Time Series Forecasting with Continuous Energy-based Generative Models, in arXiv 2021. [paper]
  • Generative Time Series Forecasting with Diffusion, Denoise, and Disentanglement, in NeurIPS 2022. [paper]
  • Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction, in CIKM 2023. [paper]
  • Modeling Temporal Data as Continuous Functions with Process Diffusion, in ICML 2023. [paper]
  • Non-autoregressive Conditional Diffusion Models for Time Series Prediction, in ICML 2023. [paper]
  • DiffECG: A Generalized Probabilistic Diffusion Model for ECG Signals Synthesis, in arXiv 2023. [paper]
  • Predict, Refine, Synthesize: Self-Guiding Diffusion Models for Probabilistic Time Series Forecasting, in arXiv 2023. [paper]
  • Data Augmentation for Seizure Prediction with Generative Diffusion Model, in arXiv 2023. [paper]
  • DiffLoad: Uncertainty Quantification in Load Forecasting with Diffusion Model, in arXiv 2023. [paper]
  • Denoising Diffusion Probabilistic Models for Probabilistic Energy Forecasting, in arXiv 2023. [paper]
  • TDSTF: Transformer-based Diffusion probabilistic model for Sparse Time series Forecasting, in arXiv 2023. [paper]
  • Graph Convolution Recurrent Denoising Diffusion Model for Multivariate Probabilistic Temporal Forecasting, Working Paper 2023. [link]

Generation

  • WaveGrad: Estimating Gradients for Waveform Generation, in ICLR 2021. [paper]
  • Diffusing Gaussian Mixtures for Generating Categorical Data, in AAAI 2023. [paper]
  • Diffusion Generative Models in Infinite Dimensions, in AISTATS 2023. [paper]
  • Conditioning Score-Based Generative Models by Neuro-Symbolic Constraints, in arXiv 2023. [paper]
  • TransFusion: Generating Long, High Fidelity Time Series using Diffusion Models with Transformers, in arXiv 2023. [paper]
  • On the Constrained Time-Series Generation Problem, in arXiv 2023. [paper]
  • DiffECG: A Generalized Probabilistic Diffusion Model for ECG Signals Synthesis, in arXiv 2023. [paper]
  • Customized Load Profiles Synthesis for Electricity Customers Based on Conditional Diffusion Models, in arXiv 2023. [paper]
  • Synthetic Health-related Longitudinal Data with Mixed-type Variables Generated using Diffusion Models, in arXiv 2023. [paper]
  • EHRDiff: Exploring Realistic EHR Synthesis with Diffusion Models, in arXiv 2023. [paper]
  • Synthesizing Mixed-type Electronic Health Records using Diffusion Models, in arXiv 2023. [paper]
  • MedDiff: Generating Electronic Health Records using Accelerated Denoising Diffusion Model, in arXiv 2023. [paper]

Imputation

  • CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation, in NeurIPS 2021. [paper]
  • Modeling Temporal Data as Continuous Functions with Process Diffusion, in ICML 2023. [paper]
  • An Observed Value Consistent Diffusion Model for Imputing Missing Values in Multivariate Time Series, in KDD 2023. [paper]
  • Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models, in Transactions on Machine Learning Research (TMLR) 2023. [paper]
  • Sasdim: Self-adaptive Noise Scaling Diffusion Model for Spatial Time Series Imputation, in arXiv 2023. [paper]

Anomaly Detection

  • Imputation-based Time-Series Anomaly Detection with Conditional Weight-Incremental Diffusion Models, in KDD 2023. [paper]
  • ImDiffusion: Imputed Diffusion Models for Multivariate Time Series Anomaly Detection, in arXiv 2023. [paper]

Classification and Regression

  • CARD: Classification and Regression Diffusion Models, in NeurIPS 2022. [paper]

Causal Inference

  • Diffusion Model in Causal Inference with Unmeasured Confounders, in arXiv 2023. [paper]

Diffusion Model for SpatioTemporal Data

  • Spatio-temporal Diffusion Point Processes, in KDD 2023. [paper]
  • DYffusion: A Dynamics-informed Diffusion Model for Spatiotemporal Forecasting, in NeurIPS 2023. [paper]
  • Extraction and Recovery of Spatio-Temporal Structure in Latent Dynamics Alignment with Diffusion Model, in NeurIPS 2023. [paper]
  • DiffSTG: Probabilistic Spatio-Temporal Graph with Denoising Diffusion Models, in SIGSPATIAL 2023. [paper]
  • PriSTI: A Conditional Diffusion Framework for Spatiotemporal Imputation, in ICDE 2023. [paper]
  • Dynamic Causal Explanation Based Diffusion-Variational Graph Neural Network for Spatio-temporal Forecasting, in arXiv 2023. [paper]
  • Sasdim: Self-adaptive Noise Scaling Diffusion Model for Spatial Time Series Imputation, in arXiv 2023. [paper]
  • Imputation as Inpainting: Diffusion Models for Spatiotemporal Data Imputation, in OpenReview 2023. [paper]

Diffusion Model for Tabular Data

  • Diffusion Models for Missing Value Imputation in Tabular Data, in NeurIPS TRL Workshop 2022. [paper]
  • MissDiff: Training Diffusion Models on Tabular Data with Missing Values, in ICML Workshop 2023. [paper]
  • CoDi: Co-evolving Contrastive Diffusion Models for Mixed-type Tabular Synthesis, in ICML 2023. [paper]
  • TabDDPM: Modelling Tabular Data with Diffusion Models, in ICML 2023. [paper]
  • Conditioning Score-Based Generative Models by Neuro-Symbolic Constraints, in arXiv 2023. [paper]
  • On Diffusion Modeling for Anomaly Detection, in arXiv 2023. [paper]
  • Generating Tabular Datasets under Differential Privacy, in arXiv 2023. [paper]
  • TabADM: Unsupervised Tabular Anomaly Detection with Diffusion Models, in arXiv 2023. [paper]
  • FinDiff: Diffusion Models for Financial Tabular Data Generation, in arXiv 2023. [paper]

Energy and Electricity

  • DiffCharge: Generating EV Charging Scenarios via a Denoising Diffusion Model, in arXiv 2023. [paper]
  • Customized Load Profiles Synthesis for Electricity Customers Based on Conditional Diffusion Models, in arXiv 2023. [paper]
  • DiffLoad: Uncertainty Quantification in Load Forecasting with Diffusion Model, in arXiv 2023. [paper]
  • Denoising Diffusion Probabilistic Models for Probabilistic Energy Forecasting, in arXiv 2023. [paper]

Math and Physics

  • A Physics-informed Diffusion Model for High-fidelity Flow Field Reconstruction, in Journal of Computational Physics 2023. [paper]
  • DiTTO: Diffusion-inspired Temporal Transformer Operator, in arXiv 2023. [paper]
  • Infinite-dimensional Diffusion Models for Function Spaces, in arXiv 2023. [paper]
  • Generative Diffusion Learning for Parametric Partial Differential Equations, in arXiv 2023. [paper]

Finance

  • Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction, in CIKM 2023. [paper]
  • FinDiff: Diffusion Models for Financial Tabular Data Generation, in arXiv 2023. [paper]

AIOps

  • Maat: Performance Metric Anomaly Anticipation for Cloud Services with Conditional Diffusion, in IEEE/ACM International Conference on Automated Software Engineering 2023. [paper]
  • NetDiffus: Network Traffic Generation by Diffusion Models through Time-Series Imaging, in arXiv 2023. [paper]

Human

  • Unsupervised Statistical Feature-Guided Diffusion Model for Sensor-based Human Activity Recognition, in arXiv 2023. [paper]

Environment

  • Deep Diffusion Models for Seismic Processing, in Computers & Geosciences 2023. [paper]

博士,担任《Mechanical System and Signal Processing》审稿专家,担任
《中国电机工程学报》优秀审稿专家,《控制与决策》,《系统工程与电子技术》等EI期刊审稿专家,担任《计算机科学》,《电子器件》 , 《现代制造过程》 ,《船舶工程》 ,《轴承》 ,《工矿自动化》 ,《重庆理工大学学报》 ,《噪声与振动控制》 ,《机械传动》 ,《机械强度》 ,《机械科学与技术》 ,《机床与液压》,《声学技术》,《应用声学》,《石油机械》,《西安工业大学学报》等中文核心审稿专家。
擅长领域:现代信号处理,机器学习,深度学习,数字孪生,时间序列分析,设备缺陷检测、设备异常检测、设备智能故障诊断与健康管理PHM等。

 

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### 回答1: Diffusion Probabilistic Model是一种基于随机漫步的时间序列生成方法。以下是使用Python实现Diffusion Probabilistic Model的代码示例: ```python import numpy as np import matplotlib.pyplot as plt # 模拟参数 T = 1000 alpha = 0.05 sigma = 0.1 # 生成模拟数据 x = np.zeros(T) x[0] = np.random.normal(0, 1) for t in range(1, T): x[t] = x[t-1] + alpha * np.random.normal(0, 1) + sigma * np.random.normal(0, 1) # 绘制时间序列 plt.plot(x) plt.title("Diffusion Probabilistic Model") plt.xlabel("Time") plt.ylabel("Value") plt.show() ``` 上述代码首先定义了模拟参数T、alpha和sigma。其中T为生成时间序列的长度,alpha为漂移系数,sigma为扩散系数。然后使用numpy库生成了长度为T的空序列x,并将第一个值初始化为标准正态分布的随机数。 接下来使用for循环迭代生成剩余的T-1个数据。每次生成的新值x[t],都是由前一个值x[t-1]加上随机漂移和随机扩散得到的。 最后使用matplotlib库绘制生成的时间序列。运行代码后,即可得到Diffusion Probabilistic Model生成的时间序列的可视化图形。 ### 回答2: diffusion probabilistic model是一种基于随机扩散过程的时间序列模型。它可以用于模拟具有随机波动的数据。下面是一个使用Python生成时间序列diffusion probabilistic model的代码示例: ```python import numpy as np import matplotlib.pyplot as plt def diffusion_probabilistic_model(num_steps, initial_value, diffusion_coefficient): # 创建一个空数组来存储时间序列 time_series = np.zeros(num_steps) time_series[0] = initial_value # 根据扩散过程生成时间序列 for t in range(1, num_steps): delta = np.random.normal(0, 1) * np.sqrt(diffusion_coefficient) time_series[t] = time_series[t-1] + delta return time_series # 输入参数 num_steps = 100 # 时间步数 initial_value = 0 # 初始值 diffusion_coefficient = 0.1 # 扩散系数 # 生成时间序列 time_series = diffusion_probabilistic_model(num_steps, initial_value, diffusion_coefficient) # 绘制时间序列图 plt.plot(time_series) plt.xlabel('Time') plt.ylabel('Value') plt.title('Diffusion Probabilistic Model') plt.show() ``` 在上面的代码中,我们定义了一个名为`diffusion_probabilistic_model`的函数,该函数接受三个参数:时间步数`num_steps`、初始值`initial_value`和扩散系数`diffusion_coefficient`。函数内部通过随机生成服从正态分布的增量来模拟时间序列的扩散过程。 然后,我们定义了输入参数的值,并调用`diffusion_probabilistic_model`函数生成时间序列。最后,使用Matplotlib库绘制了生成的时间序列图。

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