Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting

Kashif Rasul, Calvin Seward, Ingmar Schuster, Roland Vollgraf. Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting. In Marina Meila, Tong Zhang 0001, editors, Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event. Volume 139 of Proceedings of Machine Learning Research, pages 8857-8868, PMLR, 2021. [doi]

Abstract

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