Auto-Regressive Moving Diffusion Models for Time Series Forecasting

This is the official repo for "Auto-Regressive Moving Diffusion Models for Time Series Forecasting".

Requirements

Install Python >= 3.10.
Required dependencies can be installed by:
```
pip install -r requirements.txt
```

Dataset Preparation

The datasets (ETT, Solar Energy and Exchange) can be obtain from (https://github.com/thuml/iTransformer ), and the dataset Stock can be obtained from (https://github.com/Y-debug-sys/Diffusion-TS ). Please put them to the folder ./Data/datasets in our repository.

Training & Sampling

For training & Sampling, you can run:

python main.py

Note: We provide the corresponding .yaml files under the folder ./Config where all possible options can be altered. You may need to change some hyper-parameters in the model for different forecasting scenarios.