Differencing the Diffusion Trajectory toward Uncertain Components for Time Series Forecasting

תקציר מקורי באנגליתarXiv:2607.22599v1 Announce Type: new Abstract: Diffusion models have become a widely used framework for probabilistic time series forecasting, modeling the distribution of future values given an observed history. In time series forecasting, however, the future continues the observed history, creating an asymmetry the standard diffusion process leaves unaddressed, with slowly-varying content largely determined by the observed continuity while higher-frequency dynamics carry most of the residual uncertainty. Existing diffusion-based forecasters decouple this asymmetry through an external rule before generation, leaving the corruption trajectory blind to which parts of the target the history can already anchor. We propose DiffDiff, a diffusion framework that embeds this predictability asymme