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MR-ImagenTime: Multi-Resolution Time Series Generation through Dual Image Representations

Xianyong Xu, Yuanjun Zuo, Zhihong Huang, Yihan Qin, Haoxian Xu, Leilei Du, Haotian Wang

Abstract

Time series forecasting is vital across many domains, yet existing models struggle with fixed-length inputs and inadequate multi-scale modeling. We propose MR-CDM, a framework combining hierarchical multi-resolution trend decomposition, an adaptive embedding mechanism for variable-length inputs, and a multi-scale conditional diffusion process. Evaluations on four real-world datasets demonstrate that MR-CDM significantly outperforms state-of-the-art baselines (e.g., CSDI, Informer), reducing MAE and RMSE by approximately 6-10 to a certain degree.

MR-ImagenTime: Multi-Resolution Time Series Generation through Dual Image Representations

Abstract

Time series forecasting is vital across many domains, yet existing models struggle with fixed-length inputs and inadequate multi-scale modeling. We propose MR-CDM, a framework combining hierarchical multi-resolution trend decomposition, an adaptive embedding mechanism for variable-length inputs, and a multi-scale conditional diffusion process. Evaluations on four real-world datasets demonstrate that MR-CDM significantly outperforms state-of-the-art baselines (e.g., CSDI, Informer), reducing MAE and RMSE by approximately 6-10 to a certain degree.

Paper Structure

This paper contains 35 sections, 5 equations, 6 figures, 10 tables.

Figures (6)

  • Figure 1: Multi-Resolution Time Series Example
  • Figure 2: MR-CDM Model Architecture
  • Figure 3: The Prediction Result Based on Our MR-CDM Model
  • Figure 4: The Prediction Result Based on CSDI Model
  • Figure 5: Multi-Step Prediction Performance Comparison
  • ...and 1 more figures