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Continuous Ensemble Weather Forecasting with Diffusion models

ICLR 2025 · Time series › Causal and generative time series · approach: Diffusion models for time series · 1 citations (OpenAlex)

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Proposes Continuous Ensemble Forecasting, a lead-time-conditioned diffusion model that samples temporally consistent ensemble weather trajectories in parallel, combined with autoregressive rollouts (ARCI) for hourly-resolution 10-day forecasts.

Problem

Diffusion-based probabilistic weather forecasting is computationally expensive and accumulates error over many autoregressive rollout steps, limiting temporal resolution and parallelism.

Approach

Condition a diffusion denoiser on lead time and sample each ensemble member's trajectory by reusing (fixed or Ornstein-Uhlenbeck-correlated) driving noise across lead times, so all lead times are generated in one parallel single-step pass; combine with 24h autoregressive steps and continuous interpolation (ARCI).

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use ARCI-24/6h instead of AR-6hGlobal weather forecasting · z500, 5 daysRMSE: 602.3 -> 560.9Helped
Use ARCI-24/6h instead of AR-6hGlobal weather forecasting · z500, 5 daysCRPS: 287.8 -> 256.7Helped
Use ARCI-24/6h instead of AR-24hGlobal weather forecasting · z500, 5 daysRMSE: 544.2 -> 560.9Hurt
Use ARCI-24/6h instead of AR-24hGlobal weather forecasting · z500, 5 daysCRPS: 242.7 -> 256.7Hurt
Use ARCI-24/6h instead of AR-6hGlobal weather forecasting · t850, 5 daysRMSE: 2.72 -> 2.6Helped
Use ARCI-24/6h instead of AR-6hGlobal weather forecasting · t850, 5 daysCRPS: 1.34 -> 1.27Helped
Use ARCI-24/6h instead of AR-24hGlobal weather forecasting · t850, 5 daysRMSE: 2.55 -> 2.6Hurt
Use ARCI-24/6h instead of AR-24hGlobal weather forecasting · t850, 5 daysCRPS: 1.24 -> 1.27Hurt
Use ARCI-24/6h instead of AR-6hGlobal weather forecasting · z500, 10 daysRMSE: 811.8 -> 765.6Helped
Use ARCI-24/6h instead of AR-6hGlobal weather forecasting · z500, 10 daysCRPS: 391.9 -> 355.2Helped
Use ARCI-24/6h instead of AR-24hGlobal weather forecasting · z500, 10 daysRMSE: 750.6 -> 765.6Hurt
Use ARCI-24/6h instead of AR-24hGlobal weather forecasting · z500, 10 daysCRPS: 335.2 -> 355.2Hurt

Surprising findings

Limitations

Experimental setup

Datasets: ERA5 (WeatherBench 5.625 deg)

Benchmarks: WeatherBench ERA5 5.625 deg 2018 test

Metrics: RMSE CRPS SSR temporal difference

Baselines: Deterministic U-Net AR-6h AR-24h CI-6h Graph-EFM DYffusion AR-1h

Builds on: GenCast EDM (elucidating diffusion models) DYffusion Graph-EFM probability flow ODE

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