Thibaut Durand

ReDiTT: Retrieval Augmented Conditional Diffusion Transformers for Asynchronous Time Series

Saiyue Lyu, Zhitian Zhang, Ruizhi Deng, Thibaut Durand

We present a diffusion based model for asynchronous time series prediction, where the goal is to predict the next inter event time and event type. To address the inherent uncertainty of future events, we introduce ReDiTT, a retrieval augmented conditional diffusion transformer th…Read more