Vision-Enhanced Time Series Forecasting via Latent Diffusion Models
About
Diffusion models have recently emerged as powerful frameworks for generating high-quality images. While recent studies have explored their application to time series forecasting, these approaches face significant challenges in cross-modal modeling and transforming visual information effectively to capture temporal patterns. In this paper, we propose LDM4TS, a novel framework that leverages the powerful image reconstruction capabilities of latent diffusion models for vision-enhanced time series forecasting. Instead of introducing external visual data, we are the first to use complementary transformation techniques to convert time series into multi-view visual representations, allowing the model to exploit the rich feature extraction capabilities of the pre-trained vision encoder. Subsequently, these representations are reconstructed using a latent diffusion model with a cross-modal conditioning mechanism as well as a fusion module. Experimental results demonstrate that LDM4TS outperforms various specialized forecasting models for time series forecasting tasks.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Long-term forecasting | ETTh1 | MSE0.443 | 500 | |
| Long-term forecasting | ETTm1 | MSE0.352 | 452 | |
| Long-term forecasting | ETTm2 | MSE0.333 | 391 | |
| Long-term forecasting | ETTh2 | MSE0.387 | 376 | |
| Long-term forecasting | ECL | MSE0.199 | 55 |