DiffSTG: Probabilistic Spatio-Temporal Graph Forecasting with Denoising Diffusion Models
On the map: Diffusion models → Flow matching, time series and science
Abstract (arXiv)
Spatio-temporal graph neural networks (STGNN) have emerged as the dominant model for spatio-temporal graph (STG) forecasting. Despite their success, they fail to model intrinsic uncertainties within STG data, which cripples their practicality in downstream tasks for decision-making. To this end, this paper focuses on probabilistic STG forecasting, which is challenging due to the difficulty in modeling uncertainties and complex ST dependencies. In this study, we present the first attempt to generalize the popular denoising diffusion probabilistic models to STGs, leading to a novel non-autoregressive framework called DiffSTG, along with the first denoising network UGnet for STG in the framework. Our approach combines the spatio-temporal learning capabilities of STGNNs with the uncertainty measurements of diffusion models. Extensive experiments validate that DiffSTG reduces the Continuous Ranked Probability Score (CRPS) by 4%-14%, and Root Mean Squared Error (RMSE) by 2%-7% over existing methods on three real-world datasets.
Key facts. Cited by 81 papers in the map (data through 7 Oct 2026). Placed in Flow matching, time series and science, one of 14 directions in Diffusion models. Builds on 37 of its 56 references that are in the map. First posted on arXiv 31 Jan 2023.
Builds on
37 of 56 references.
Closest ancestors · 4
Same direction, newest first
- 2022Denoising diffusion probabilistic models for probabilistic energy forecasting6 Dec
- 2021CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation7 Jul
- 2021Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting28 Jan
- 2020Permutation Invariant Graph Generation via Score-Based Generative Modeling2 Mar
Other references · 33
- 2017Attention Is All You Needcited by 59,932
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- 2016Semi-Supervised Classification with Graph Convolutional Networkscited by 11,282
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- 2020Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecastingcited by 2,141
- 2016WaveNet: A Generative Model for Raw Audiocited by 1,710
- 2018Graph Neural Networks: A Review of Methods and Applicationscited by 1,571
- 2018An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modelingcited by 1,447
- 2020DiffWave: A Versatile Diffusion Model for Audio Synthesiscited by 1,339
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- 2020Improved Techniques for Training Score-Based Generative Modelscited by 1,036
- 2017DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networkscited by 1,004
- 2019Graph WaveNet for Deep Spatial-Temporal Graph Modelingcited by 820
- 2020WaveGrad: Estimating Gradients for Waveform Generationcited by 620
- 2016Recurrent Neural Networks for Multivariate Time Series with Missing Valuescited by 548
- 2022Transformers in Time Series: A Surveycited by 489
- 2022MCVD: Masked Conditional Video Diffusion for Prediction, Generation, and Interpolationcited by 307
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- 2021Quantifying Uncertainty in Deep Spatiotemporal Forecastingcited by 48
- 2022STDEN: Towards Physics-Guided Neural Networks for Traffic Flow Predictioncited by 45
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- 2023A Transformer-based Diffusion Probabilistic Model for Heart Rate and Blood Pressure Forecasting in Intensive Care Unitcited by 14
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Citing papers per year: 2023: 13; 2024: 28; 2025: 27; 2026: 13.
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