发现扩散模型反向采样后期会引入误差,提出自动停止策略提升预测准确率。
When Denoising Hurts: Rethinking the Terminal Step of Diffusion Time Series Forecasters -- Extended Version

- 基于噪声水平动态判断扩散过程最优终止点,避免过度去噪。
- 在8个真实数据集上实现更优预测精度,推理速度更快。
- 适合追求高精度时序预测且关注推理效率的研究者。
扩散模型为时间序列预测中的不确定性建模提供了自然途径,但其迭代采样过程常被视为持续优化的良方。本文研究发现,时间序列的普遍结构通常在较高噪声水平下已基本恢复,而继续低噪声精修反而可能引入统计偏差,降低最终预测质量。分析表明,这一现象解释了为何先前方法倾向于采用较窄的扩散架构与调度设计。基于此,我们提出无需标签的全局停止准则,自动识别最优终止时刻,显著加快推理并提升预测准确性。此外,由于早期停止发生在高噪声区域,我们设计了一种伯努利时间步采样器,集中训练于此区域,同时保持对完整扩散过程的覆盖。在8个真实世界数据集上的大量实验验证了该方法的优越性。
原文摘要 · Abstract (English)
Diffusion models offer a natural way to model uncertainty in time series forecasting, yet their iterative sampling process is often treated as a uniformly beneficial refinement procedure. Our study challenges this view by examining how forecast quality evolves throughout reverse diffusion. We find that general temporal structure is often recovered at relatively high noise levels, whereas continued low-noise refinement can introduce statistical drift and degrade the final forecast. Our analysis further suggests that this behavior explains why prior methods often favor relatively narrow diffusion architecture and schedule design. Building on this observation, we propose a label-free global stopping criterion that detects the optimal termination point, eventually speeding up inference and improving predictive accuracy. Additionally, since early stopping terminates inference in high-noise regions, we propose a Bernoulli timestep sampler that concentrates training on this region while preserving coverage of the full diffusion process. Extensive experiments conducted across eight real-world datasets demonstrate the superior performance of our method compared to existing approaches.
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