Wen-Chao Chen

Dynamic Decomposition Diffusion Model for Probabilistic Multivariate Time Series Forecasting

Accurate probabilistic forecasting of multivariate time series (MTS) is crucial for many real-world applications but remains challenging due to the inherent complexity and non-stationarity of these signals. To address these challenges, we propose the Dynamic Decomposition Diffusion Model (D3M), which integrates advance...