DiffSTG: Probabilistic Spatio-Temporal Graph Forecasting with Denoising Diffusion Models

Author:

Wen Haomin1ORCID,Lin Youfang2ORCID,Xia Yutong3ORCID,Wan Huaiyu1ORCID,Wen Qingsong4ORCID,Zimmermann Roger3ORCID,Liang Yuxuan5ORCID

Affiliation:

1. Beijing Jiaotong University - China;, Beijing, China

2. Beijing Jiaotong University - Beijing - China, Beijing, China

3. School of Computing - National University of Singapore - Singapore, Singapore, Singapore

4. DAMO Academy - Alibaba Group, Hangzhou, China

5. Hong Kong University of Science and Technology (Guangzhou), Guangzhou, China

Funder

Guangzhou Municiple Science and Technology Project

Publisher

ACM

Reference54 articles.

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2. Ping Chang , Huayu Li , Stuart F Quan , Janet Roveda , and Ao Li . 2023 . TDSTF: Transformer-based Diffusion probabilistic model for Sparse Time series Forecasting. arXiv preprint arXiv:2301.06625 (2023). Ping Chang, Huayu Li, Stuart F Quan, Janet Roveda, and Ao Li. 2023. TDSTF: Transformer-based Diffusion probabilistic model for Sparse Time series Forecasting. arXiv preprint arXiv:2301.06625 (2023).

3. Zhengping Che , Sanjay Purushotham , Kyunghyun Cho , David Sontag , and Yan Liu . 2018. Recurrent neural networks for multivariate time series with missing values. Scientific reports 8, 1 ( 2018 ), 6085. Zhengping Che, Sanjay Purushotham, Kyunghyun Cho, David Sontag, and Yan Liu. 2018. Recurrent neural networks for multivariate time series with missing values. Scientific reports 8, 1 (2018), 6085.

4. Nanxin Chen , Yu Zhang , Heiga Zen , Ron J Weiss , Mohammad Norouzi , and William Chan . 2020 . WaveGrad: Estimating Gradients for Waveform Generation. In International Conference on Learning Representations. Nanxin Chen, Yu Zhang, Heiga Zen, Ron J Weiss, Mohammad Norouzi, and William Chan. 2020. WaveGrad: Estimating Gradients for Waveform Generation. In International Conference on Learning Representations.

5. Weiqi Chen Wenwei Wang Bingqing Peng Qingsong Wen Tian Zhou and Liang Sun. 2022. Learning to rotate: Quaternion transformer for complicated periodical time series forecasting. In KDD. 146--156. Weiqi Chen Wenwei Wang Bingqing Peng Qingsong Wen Tian Zhou and Liang Sun. 2022. Learning to rotate: Quaternion transformer for complicated periodical time series forecasting. In KDD. 146--156.

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