Spatio‐Temporal Fusion Conditional Diffusion Network for Multivariate Time Series Prediction

ABSTRACT Multivariate time series forecasting is crucial in intelligent systems and widely applied to tasks like traffic flow prediction. Existing spatio‐temporal forecasting models struggle to capture interactions between temporal dynamics and spatial dependencies, limiting their representation of complex spatio‐temporal patterns. To address this, we propose a multivariate time series forecasting method based on a spatio‐temporal fusion conditional diffusion model. A spatio‐temporal fusion cond