{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/non-stationary-diffusion-for-probabilistic","title":"Non-stationary Diffusion For Probabilistic Time Series Forecasting","arxiv_id":"2505.04278","date":"2025-05-07","proceeding":null,"authors":["Weiwei Ye","Zhuopeng Xu","Ning Gui"],"abstract":"Due to the dynamics of underlying physics and external influences, the uncertainty of time series often varies over time. However, existing Denoising Diffusion Probabilistic Models (DDPMs) often fail to capture this non-stationary nature, constrained by their constant variance assumption from the additive noise model (ANM). In this paper, we innovatively utilize the Location-Scale Noise Model (LSNM) to relax the fixed uncertainty assumption of ANM. A diffusion-based probabilistic forecasting framework, termed Non-stationary Diffusion (NsDiff), is designed based on LSNM that is capable of modeling the changing pattern of uncertainty. Specifically, NsDiff combines a denoising diffusion-based conditional generative model with a pre-trained conditional mean and variance estimator, enabling adaptive endpoint distribution modeling. Furthermore, we propose an uncertainty-aware noise schedule, which dynamically adjusts the noise levels to accurately reflect the data uncertainty at each step and integrates the time-varying variances into the diffusion process. Extensive experiments conducted on nine real-world and synthetic datasets demonstrate the superior performance of NsDiff compared to existing approaches. Code is available at https://github.com/wwy155/NsDiff.","url_abs":"https://arxiv.org/abs/2505.04278v2","url_pdf":"https://arxiv.org/pdf/2505.04278v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"non-stationary-diffusion-for-probabilistic","repo_url":"https://github.com/wwy155/nsdiff","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"pytorch","reach":{"status":"ok"}}],"tasks":[{"task_slug":"denoising","task_name":"Denoising"},{"task_slug":"probabilistic-time-series-forecasting","task_name":"Probabilistic Time Series Forecasting"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series-forecasting","task_name":"Time Series Forecasting"}],"methods":[{"method_slug":"diffusion","method_name":"Diffusion"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2505.04278","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2505.04278"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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