Neural Temporal Point Processes (TPPs) have emerged as the primary framework for predicting sequences of events that occur at irregular time intervals, but their sequential nature can hamper performance for long-horizon forecasts. To address this, we introduce a novel approach that incorporates a diffusion generative model. The model facilitates sequence-to-sequence prediction, allowing multi-step predictions based on historical event sequences. In contrast to previous approaches, our model directly learns the joint probability distribution of types and inter-arrival times for multiple events. This allows us to fully leverage the high dimensional modeling capability of modern generative models. Our model is composed of two diffusion processes, one for the time intervals and one for the event types. These processes interact through their respective denoising functions, which can take as input intermediate representations from both processes, allowing the model to learn complex interactions. We demonstrate that our proposal outperforms state-of-the-art baselines for long-horizon forecasting of TPP.

我们提出了一种使用扩散生成模型的新方法，该模型能够预测基于历史事件序列的多步预测，并学习多个事件类型的类型和时间间隔的联合概率分布，以实现对长时间跨度的预测。

事件序列预测的交互扩散过程