arXiv Machine Learning

Seq-Flow: Efficient Probabilistic Forecasting with Self-Rollout Error Control

Seq-Flow is a conditional flow model that updates a distribution over future trajectories by transporting samples from a previous forecast distribution to an updated one using an ODE. It leverages self‑rollout training, where a moving‑average copy of the model generates forecasts that initialize subsequent flows, thereby controlling error propagation across recursive updates. Experiments on particle‑accelerator beam spill forecasting show a 65% reduction in CRPS under a few‑NFE sampling budget, and the model remains accurate over more than 400 consecutive updates while staying competitive on fluid‑dynamics tasks.

arXiv Machine Learning
Jul 2

TRIE: An Evaluation Framework for Stochastic PDE Surrogates

arXiv:2607. 00196v1 Announce Type: new Abstract: Many scientific systems exhibit uncertainty from stochastic forcing, unresolved degrees of freedom, or imperfect observations, making reliable surrogate forecasting fundamentally distributional rather than pointwise.

By Bharat Srikishan, Javier E. Santos, Nikhil Muralidhar, Charles D. Young
arXiv Machine Learning
Aug 19

Continuous Evolution Pool: Taming Recurring Concept Drift in Online Time Series Forecasting

The paper introduces the Continuous Evolution Pool (CEP), a replay‑free framework for online time series forecasting that tackles recurring concept drift. CEP maintains a dynamic pool of specialized forecasters, using lightweight statistical genes to identify concepts, spawn new models when distribution shifts occur, and prune obsolete ones under memory limits. Experiments on real‑world datasets show CEP reduces forecasting error by up to 24% compared to state‑of‑the‑art baselines, especially in scenarios with pronounced recurring drift.

By Tianxiang Zhan, Ming Jin, Yuanpeng He, Yuxuan Liang, Shirui Pan
arXiv Machine Learning
Sep 24

Rolling Conformal Prediction in Sequential Model Training

Rolling Conformal Prediction (rolling‑CP) is a distribution‑free predictive inference method designed for sequential model training. It calibrates each incoming observation against the current predictor and incorporates it into future training, eliminating the need for data splitting. For exchangeable data, rolling‑CP guarantees marginal coverage with a universal factor‑two bound, and for i.i.d. streams it provides high‑probability training‑conditional validity over time, improving to the target level under stability conditions.

By Chen Cheng, Ruiting Liang, Rina Foygel Barber
arXiv Machine Learning
Oct 2

Proper Scoring Rule-based Diffusion for Probabilistic Weather Forecasting

The paper introduces a new diffusion-based approach for probabilistic weather forecasting that incorporates auxiliary conditional denoising tasks. By predicting future states from both clean and corrupted contexts, the model reduces ambiguity and learns conditional distributions across noise levels using a proper scoring rule. Experiments demonstrate improved one‑step forecasting, especially at longer horizons, and better calibration in high‑dimensional global weather scenarios.

By Joonhyeong Park, Giung Nam, Hyungi Lee, Kyunghyun Cho, Byoungwoo Park, Juho Lee
arXiv Machine Learning
Sep 22

Monotone-Constrained Diffusion Models for Long-Horizon Production Forecasting

The paper introduces Physics‑SIMS‑TS, a conditional diffusion model designed for long‑horizon oil and gas production forecasting. It enforces monotone decline through negative guidance, decline‑curve constraints, and isotonic projection during sampling, and incorporates spatial training augmentation and an ensembled stochastic sampler to produce calibrated predictive distributions. Evaluated on over 35,000 wells across three jurisdictions, Physics‑SIMS‑TS achieves the highest accuracy among diffusion forecasters and matches transformer ensembles, with only a 0.5% increase in mean squared error for monotonicity.

By Temesgen Mikael Abraha, Yves Lucet