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DEF: Diffusion-augmented Ensemble Forecasting

Published: June 8, 2025 | arXiv ID: 2506.07324v1

By: David Millard , Arielle Carr , Stéphane Gaudreault and more

Potential Business Impact:

Makes weather forecasts more accurate for longer.

Business Areas:
Prediction Markets Financial Services

We present DEF (\textbf{\ul{D}}iffusion-augmented \textbf{\ul{E}}nsemble \textbf{\ul{F}}orecasting), a novel approach for generating initial condition perturbations. Modern approaches to initial condition perturbations are primarily designed for numerical weather prediction (NWP) solvers, limiting their applicability in the rapidly growing field of machine learning for weather prediction. Consequently, stochastic models in this domain are often developed on a case-by-case basis. We demonstrate that a simple conditional diffusion model can (1) generate meaningful structured perturbations, (2) be applied iteratively, and (3) utilize a guidance term to intuitivey control the level of perturbation. This method enables the transformation of any deterministic neural forecasting system into a stochastic one. With our stochastic extended systems, we show that the model accumulates less error over long-term forecasts while producing meaningful forecast distributions. We validate our approach on the 5.625$^\circ$ ERA5 reanalysis dataset, which comprises atmospheric and surface variables over a discretized global grid, spanning from the 1960s to the present. On this dataset, our method demonstrates improved predictive performance along with reasonable spread estimates.

Country of Origin
🇺🇸 United States

Page Count
26 pages

Category
Computer Science:
Machine Learning (CS)