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Time series generation focuses on modeling the underlying data distribution and resampling to produce authentic time series data. Key components, such as trend and seasonality, drive temporal fluctuations, yet many existing approaches fail…

Machine Learning · Computer Science 2025-11-04 Zixuan Ma , Chenfeng Huang

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Methodology · Statistics 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

We present a class of diffusion-based algorithms to draw samples from high-dimensional probability distributions given their unnormalized densities. Ideally, our methods can transport samples from a Gaussian distribution to a specified…

Machine Learning · Computer Science 2025-02-04 Anand Jerry George , Nicolas Macris

Multiscale spatial structure complicates temporal prediction because small-scale spatial fluctuations influence large-scale evolution, yet resolving all scales is often intractable. Standard diffusion models do not address this problem…

Fluid Dynamics · Physics 2026-04-02 Yuki Yasuda , Tobias Bischoff

We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central…

Computation · Statistics 2025-08-12 Toan Huynh , Ruth Lopez Fajardo , Guannan Zhang , Lili Ju , Feng Bao

The scope of this paper is generative modeling through diffusion processes. An approach falling within this paradigm is the work of Song et al. (2021), which relies on a time-reversal argument to construct a diffusion process targeting the…

Machine Learning · Computer Science 2023-12-25 Stefano Peluchetti

Predictive queries over spatiotemporal (ST) stream data pose significant data processing and analysis challenges. ST data streams involve a set of time series whose data distributions may vary in space and time, exhibiting multiple distinct…

Machine Learning · Statistics 2024-10-03 Anderson Chaves , Eduardo Ogasawara , Patrick Valduriez , Fabio Porto

In recent years traditional numerical methods for accurate weather prediction have been increasingly challenged by deep learning methods. Numerous historical datasets used for short and medium-range weather forecasts are typically organized…

Machine Learning · Computer Science 2023-09-06 Andrea Asperti , Fabio Merizzi , Alberto Paparella , Giorgio Pedrazzi , Matteo Angelinelli , Stefano Colamonaco

Modeling complex spatiotemporal dependencies in correlated traffic series is essential for traffic prediction. While recent works have shown improved prediction performance by using neural networks to extract spatiotemporal correlations,…

Machine Learning · Computer Science 2023-09-08 Junpeng Lin , Ziyue Li , Zhishuai Li , Lei Bai , Rui Zhao , Chen Zhang

Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…

Machine Learning · Computer Science 2025-02-03 Macheng Shen , Chen Cheng

Pervasive integration of GPS-enabled devices and data acquisition technologies has led to an exponential increase in GPS trajectory data, fostering advancements in spatial-temporal data mining research. Nonetheless, GPS trajectories contain…

Machine Learning · Computer Science 2023-10-25 Yuanshao Zhu , Yongchao Ye , Shiyao Zhang , Xiangyu Zhao , James J. Q. Yu

Designing biological sequences is an important challenge that requires satisfying complex constraints and thus is a natural problem to address with deep generative modeling. Diffusion generative models have achieved considerable success in…

Machine Learning · Computer Science 2023-06-19 Pavel Avdeyev , Chenlai Shi , Yuhao Tan , Kseniia Dudnyk , Jian Zhou

Stochastic forecasting is critical for efficient decision-making in uncertain systems, such as energy markets and finance, where estimating the full distribution of future scenarios is essential. We propose Diffusion Scenario Tree (DST), a…

Machine Learning · Computer Science 2026-02-16 Stelios Zarifis , Ioannis Kordonis , Petros Maragos

Predicting future frames of a video is challenging because it is difficult to learn the uncertainty of the underlying factors influencing their contents. In this paper, we propose a novel video prediction model, which has…

Computer Vision and Pattern Recognition · Computer Science 2024-02-20 Xi Ye , Guillaume-Alexandre Bilodeau

In the field of inverse estimation for systems modeled by partial differential equations (PDEs), challenges arise when estimating high- (or even infinite-) dimensional parameters. Typically, the ill-posed nature of such problems…

Computational Engineering, Finance, and Science · Computer Science 2024-08-30 Yankun Hong , Harshit Bansal , Karen Veroy

We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…

Methodology · Statistics 2024-10-29 Martin Outzen Berild , Geir-Arne Fuglstad

Graph structures offer a versatile framework for representing diverse patterns in nature and complex systems, applicable across domains like molecular chemistry, social networks, and transportation systems. While diffusion models have…

Machine Learning · Computer Science 2024-06-10 Adrien Carrel

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

Computer Vision and Pattern Recognition · Computer Science 2026-01-28 Roberto Miele , Niklas Linde

We present a supervised learning framework of training generative models for density estimation. Generative models, including generative adversarial networks, normalizing flows, variational auto-encoders, are usually considered as…

Machine Learning · Computer Science 2023-10-24 Yanfang Liu , Minglei Yang , Zezhong Zhang , Feng Bao , Yanzhao Cao , Guannan Zhang

Dynamic contingency screening is a challenging task in dynamic security assessment, when traditional numerical approaches are computationally intensive and often not able to repeatedly solve full AC power flow for all possible contingencies…

Systems and Control · Electrical Eng. & Systems 2026-04-29 Quan Tran , Suresh S. Muknahallipatna , Dongliang Duan , Nga Nguyen