arXiv:2607. 22599v1 Announce Type: new Abstract: Diffusion models have become a widely used framework for probabilistic time series forecasting, modeling the distribution of future values given an observed history.
By Chen Su, Yuanhe Tian, Yan Song
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
arXiv:2609.38632v1 Announce Type: new
Abstract: Recent probabilistic weather forecasters train stochastic predictors with the continuous ranked probability score (CRPS) to generate each ensemble memb...
By Joonhyeong Park, Giung Nam, Hyungi Lee, Kyunghyun Cho, Byoungwoo Park, Juho Lee
arXiv:2605. 19805v2 Announce Type: replace-cross Abstract: Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often require sequential solvers prone to drift.
By Zinuo You, Jin Zheng, John Cartlidge
Probabilistic multivariate time series (MTS) forecasting is crucial for modeling complex dynamical systems. However, existing diffusion-based methods rely on task-specific conditional paradigms that l...
arXiv:2608. 11114v1 Announce Type: cross Abstract: Probabilistic forecasting plays an essential role in risk-sensitive decision-making, particularly in long-horizon settings.
By Kiran Madhusudhanan, Christian Kl\"otergens, Lars Schmidt-Thieme, Vijaya Krishna Yalavarthi