The Rise of Diffusion Models in Time-Series Forecasting

Understand

This survey delves into the application of diffusion models in time-series forecasting.

• Diffusion models are demonstrating state-of-the-art results in various fields of generative AI.
• The paper includes comprehensive background information on diffusion models, detailing their conditioning methods and reviewing their use in time-series forecasting.
• The analysis covers 11 specific time-series implementations, the intuition and theory behind them, the effectiveness on different datasets, and a comparison among each other.