为时间序列扩散模型设计自适应噪声调度,提升生成效果。
ANT: Adaptive Noise Schedule for Time Series Diffusion Models
- 根据时间序列非平稳性统计自动确定噪声调度。
- 在多个任务上实现领先性能,尤其在预测与生成中。
- 无需调参,离线计算即可部署,适合实际应用。
生成式人工智能中的扩散模型近期已拓展至时间序列(TS)领域,在多种任务上表现出色。然而,现有时间序列扩散模型多沿用其他领域的框架,未考虑时间序列数据特性,导致性能不佳。本文提出针对时间序列扩散模型的自适应噪声调度(ANT),根据数据统计特征自动确定合适的噪声调度以反映非平稳性。核心思想是:1)线性降低时间序列的非平稳性,使每个扩散步骤意义均衡;2)最终步骤将数据完全扰动为随机噪声;3)步数足够多。该方法实用性强,仅需少量额外开销计算数据统计,可在训练前离线完成。在来自不同领域的多个数据集上,我们验证了该方法在时间序列预测、精炼和生成任务中的有效性。代码已开源:https://github.com/seunghan96/ANT。
原文摘要 · Abstract (English)
Advances in diffusion models for generative artificial intelligence have recently propagated to the time series (TS) domain, demonstrating state-of-the-art performance on various tasks. However, prior works on TS diffusion models often borrow the framework of existing works proposed in other domains without considering the characteristics of TS data, leading to suboptimal performance. In this work, we propose Adaptive Noise schedule for Time series diffusion models (ANT), which automatically predetermines proper noise schedules for given TS datasets based on their statistics representing non-stationarity. Our intuition is that an optimal noise schedule should satisfy the following desiderata: 1) It linearly reduces the non-stationarity of TS data so that all diffusion steps are equally meaningful, 2) the data is corrupted to the random noise at the final step, and 3) the number of steps is sufficiently large. The proposed method is practical for use in that it eliminates the necessity of finding the optimal noise schedule with a small additional cost to compute the statistics for given datasets, which can be done offline before training. We validate the effectiveness of our method across various tasks, including TS forecasting, refinement, and generation, on datasets from diverse domains. Code is available at this repository: https://github.com/seunghan96/ANT.
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