arXiv AI By Kiran Madhusudhanan, Christian Kl\"otergens, Lars Schmidt-Thieme, Vijaya Krishna Yalavarthi

Two-stage Odd Residual Flows for Mean-Preserving Probabilistic Time Series Forecasting

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arXiv:2608. 11114v1 Announce Type: cross Abstract: Probabilistic forecasting plays an essential role in risk-sensitive decision-making, particularly in long-horizon settings.

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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