Single-Step Operator Learning for Conditioned Time-Series Diffusion Models

Diffusion models have achieved significant success, yet their application to time series data, particularly with regard to efficient sampling, remains an active area of research. We describe an operator-learning approach for conditioned time-series diffusion models that gives efficient single-step generation by leveraging insights from the frequency-domain characteristics of both the time-series data and the diffusion process itself. The forward diffusion process induces a structured, frequency-dependent smoothing of the data's probability density function. However, this frequency smoothing is related (e. g. , via likelihood function) to easily accessible frequency components of time-series data. This suggests that a module operating in the frequency space of the time-series can, potentially, more effectively learn to reverse the frequency-dependent smoothing of the data distribution induced by the diffusion process. We set up an operator learning task, based on frequency-aware building blocks, which satisfies semi-group properties, while exploiting the structure of time-series data. Evaluations on multiple datasets show that our single-step generation proposal achieves forecasting/imputation results comparable (or superior) to many multi-step diffusion schemes while significantly reducing inference costs.

Authors

• Hui Chen
• Vikas Singh

Keywords

No keywords are indexed for this paper.