arXiv Machine Learning
Sep 3

DynG-Diff: A State-Aware Dynamic Guidance Diffusion Framework for Probabilistic Time Series Forecasting

DynG-Diff is a new diffusion-based framework for probabilistic multivariate time‑series forecasting that addresses the challenge of information heterogeneity across variables. It uses a two‑stage training strategy with an unconditional diffusion backbone and introduces a lightweight state‑aware policy network that dynamically adjusts guidance strength based on real‑time variable reliability. The dynamic guidance is mathematically framed as local precision, allowing the model to focus on high‑confidence variables and suppress anomalous noise, leading to competitive performance and robustness on real‑world benchmarks.

By Zhente Zhang, Zhengwei Ni, Wei Fan