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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…

机器学习 · 计算机科学 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…

统计方法学 · 统计学 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…

机器学习 · 计算机科学 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…

流体动力学 · 物理学 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…

统计计算 · 统计学 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…

机器学习 · 计算机科学 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…

机器学习 · 统计学 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…

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,…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 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…

计算机视觉与模式识别 · 计算机科学 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…

计算工程、金融与科学 · 计算机科学 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…

统计方法学 · 统计学 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…

机器学习 · 计算机科学 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…

计算机视觉与模式识别 · 计算机科学 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…

机器学习 · 计算机科学 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…

系统与控制 · 电气工程与系统科学 2026-04-29 Quan Tran , Suresh S. Muknahallipatna , Dongliang Duan , Nga Nguyen