The invention discloses a high-dimensional
time series data classification method and device based on multi-scale
diffusion denoising. According to the method, a multi-scale condition guidance strategy is introduced to guide the denoising process of
time sequence labels, and condition priori of different scales is used in the
diffusion process to adjust each step. The method comprises the following steps of: encoding
time sequence data from two angles of variable and time, extracting features, obtaining multi-scale feature representation of a
time sequence, mining a dependency relationship of the sequence on a time dimension and a variable dimension by using a double attention mechanism, and generating condition priori on different scales; a standard denoising
diffusion probability model is used for training a process, a fusion vector in a
potential space is obtained by using a multi-scale
encoder, then the fusion vector and a
time step are embedded, and a full connection layer is used for predicting
noise. According to the method, the result accuracy of the high-dimensional multivariable
time series in the classification task and the robustness of
processing irregular
time series data containing missing values are improved.