Elucidated Rolling Diffusion Models for Probabilistic Forecasting of Complex Dynamics

Fuente: arXiv
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Main Authors: Cachay, Salva Rühling, Aittala, Miika, Kreis, Karsten, Brenowitz, Noah, Vahdat, Arash, Mardani, Morteza, Yu, Rose
Format: Preprint
Published: 2025
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_version_ 1866917133304201216
author Cachay, Salva Rühling
Aittala, Miika
Kreis, Karsten
Brenowitz, Noah
Vahdat, Arash
Mardani, Morteza
Yu, Rose
author_facet Cachay, Salva Rühling
Aittala, Miika
Kreis, Karsten
Brenowitz, Noah
Vahdat, Arash
Mardani, Morteza
Yu, Rose
contents Diffusion models are a powerful tool for probabilistic forecasting, yet most applications in high-dimensional complex systems predict future states individually. This approach struggles to model complex temporal dependencies and fails to explicitly account for the progressive growth of uncertainty inherent to the systems. While rolling diffusion frameworks, which apply increasing noise to forecasts at longer lead times, have been proposed to address this, their integration with state-of-the-art, high-fidelity diffusion techniques remains a significant challenge. We tackle this problem by introducing Elucidated Rolling Diffusion Models (ERDM), the first framework to successfully unify a rolling forecast structure with the principled, performant design of Elucidated Diffusion Models (EDM). To do this, we adapt the core EDM components-its noise schedule, network preconditioning, and Heun sampler-to the rolling forecast setting. The success of this integration is driven by three key contributions: (i) a novel loss weighting scheme that focuses model capacity on the mid-range forecast horizons where determinism gives way to stochasticity; (ii) an efficient initialization strategy using a pre-trained EDM for the initial window; and (iii) a bespoke hybrid sequence architecture for robust spatiotemporal feature extraction under progressive denoising. On 2D Navier-Stokes simulations and ERA5 global weather forecasting at 1.5-degree resolution, ERDM consistently outperforms key diffusion-based baselines, including conditional autoregressive EDM. ERDM offers a flexible and powerful general framework for tackling diffusion-based dynamics forecasting problems where modeling uncertainty propagation is paramount.
format Preprint
id arxiv_https___arxiv_org_abs_2506_20024
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Elucidated Rolling Diffusion Models for Probabilistic Forecasting of Complex Dynamics
Cachay, Salva Rühling
Aittala, Miika
Kreis, Karsten
Brenowitz, Noah
Vahdat, Arash
Mardani, Morteza
Yu, Rose
Machine Learning
Artificial Intelligence
Atmospheric and Oceanic Physics
Diffusion models are a powerful tool for probabilistic forecasting, yet most applications in high-dimensional complex systems predict future states individually. This approach struggles to model complex temporal dependencies and fails to explicitly account for the progressive growth of uncertainty inherent to the systems. While rolling diffusion frameworks, which apply increasing noise to forecasts at longer lead times, have been proposed to address this, their integration with state-of-the-art, high-fidelity diffusion techniques remains a significant challenge. We tackle this problem by introducing Elucidated Rolling Diffusion Models (ERDM), the first framework to successfully unify a rolling forecast structure with the principled, performant design of Elucidated Diffusion Models (EDM). To do this, we adapt the core EDM components-its noise schedule, network preconditioning, and Heun sampler-to the rolling forecast setting. The success of this integration is driven by three key contributions: (i) a novel loss weighting scheme that focuses model capacity on the mid-range forecast horizons where determinism gives way to stochasticity; (ii) an efficient initialization strategy using a pre-trained EDM for the initial window; and (iii) a bespoke hybrid sequence architecture for robust spatiotemporal feature extraction under progressive denoising. On 2D Navier-Stokes simulations and ERA5 global weather forecasting at 1.5-degree resolution, ERDM consistently outperforms key diffusion-based baselines, including conditional autoregressive EDM. ERDM offers a flexible and powerful general framework for tackling diffusion-based dynamics forecasting problems where modeling uncertainty propagation is paramount.
title Elucidated Rolling Diffusion Models for Probabilistic Forecasting of Complex Dynamics
topic Machine Learning
Artificial Intelligence
Atmospheric and Oceanic Physics
url https://arxiv.org/abs/2506.20024