# DiffSTG: Probabilistic Spatio-Temporal Graph Forecasting with Denoising Diffusion Models

arXiv: https://arxiv.org/abs/2301.13629 · HTML: https://mlsanity.com/paper/2301.13629/

## Key facts

- Cited by 81 papers in the map (data through 14 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.

## Placed in

- Diffusion models / [Flow matching, time series and science](https://mlsanity.com/diffusion/flow-matching-time-series-and-science/)

## Builds on (most cited first, 30 of 37)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [U-Net: Convolutional Networks for Biomedical Image Segmentation](https://mlsanity.com/paper/1505.04597/) (2015)
- [High-Resolution Image Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2112.10752/) (2021)
- [Semi-Supervised Classification with Graph Convolutional Networks](https://mlsanity.com/paper/1609.02907/) (2016)
- [Denoising Diffusion Implicit Models](https://mlsanity.com/paper/2010.02502/) (2020)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [WaveNet: A Generative Model for Raw Audio](https://mlsanity.com/paper/1609.03499/) (2016)
- [Graph Neural Networks: A Review of Methods and Applications](https://mlsanity.com/paper/1812.08434/) (2018)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [DiffWave: A Versatile Diffusion Model for Audio Synthesis](https://mlsanity.com/paper/2009.09761/) (2020)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting](https://mlsanity.com/paper/1709.04875/) (2017)
- [Improved Techniques for Training Score-Based Generative Models](https://mlsanity.com/paper/2006.09011/) (2020)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [WaveGrad: Estimating Gradients for Waveform Generation](https://mlsanity.com/paper/2009.00713/) (2020)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [Recurrent Neural Networks for Multivariate Time Series with Missing Values](https://mlsanity.com/paper/1606.01865/) (2016)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2101.12072/) (2021)
- [MCVD: Masked Conditional Video Diffusion for Prediction, Generation, and Interpolation](https://mlsanity.com/paper/2205.09853/) (2022)
- [Glow-TTS: A Generative Flow for Text-to-Speech via Monotonic Alignment Search](https://mlsanity.com/paper/2005.11129/) (2020)
- [Permutation Invariant Graph Generation via Score-Based Generative Modeling](https://mlsanity.com/paper/2003.00638/) (2020)
- [Concrete Dropout](https://mlsanity.com/paper/1705.07832/) (2017)
- [Deep Multi-View Spatial-Temporal Network for Taxi Demand Prediction](https://mlsanity.com/paper/1802.08714/) (2018)
- [DiffSinger: Singing Voice Synthesis via Shallow Diffusion Mechanism](https://mlsanity.com/paper/2105.02446/) (2021)
- [Graph Neural Controlled Differential Equations for Traffic Forecasting](https://mlsanity.com/paper/2112.03558/) (2021)
- [Generative Time Series Forecasting with Diffusion, Denoise, and Disentanglement](https://mlsanity.com/paper/2301.03028/) (2023)

## Built on by (most cited first, 30 of 81)

- [Foundation Models for Time Series Analysis: A Tutorial and Survey](https://mlsanity.com/paper/2403.14735/) (2024)
- [GenCast: Diffusion-based ensemble forecasting for medium-range weather](https://mlsanity.com/paper/2312.15796/) (2023)
- [A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection](https://mlsanity.com/paper/2307.03759/) (2023)
- [Spatio-Temporal Graph Neural Networks for Predictive Learning in Urban Computing: A Survey](https://mlsanity.com/paper/2303.14483/) (2023)
- [Large Models for Time Series and Spatio-Temporal Data: A Survey and Outlook](https://mlsanity.com/paper/2310.10196/) (2023)
- [Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospects](https://mlsanity.com/paper/2306.10125/) (2023)
- [Spatial-Temporal Large Language Model for Traffic Prediction](https://mlsanity.com/paper/2401.10134/) (2024)
- [Diffusion Models for Time Series Applications: A Survey](https://mlsanity.com/paper/2305.00624/) (2023)
- [A Survey on Diffusion Models for Time Series and Spatio-Temporal Data](https://mlsanity.com/paper/2404.18886/) (2024)
- [DiffTraj: Generating GPS Trajectory with Diffusion Probabilistic Model](https://mlsanity.com/paper/2304.11582/) (2023)
- [CARD: Channel Aligned Robust Blend Transformer for Time Series Forecasting](https://mlsanity.com/paper/2305.12095/) (2023)
- [ControlTraj: Controllable Trajectory Generation with Topology-Constrained Diffusion Model](https://mlsanity.com/paper/2404.15380/) (2024)
- [Deciphering Spatio-Temporal Graph Forecasting: A Causal Lens and Treatment](https://mlsanity.com/paper/2309.13378/) (2023)
- [Deep Learning for Cross-Domain Data Fusion in Urban Computing: Taxonomy, Advances, and Outlook](https://mlsanity.com/paper/2402.19348/) (2024)
- [Efficient Large-Scale Traffic Forecasting with Transformers: A Spatial Data Management Perspective](https://mlsanity.com/paper/2412.09972/) (2024)
- [Learning Distributions of Complex Fluid Simulations with Diffusion Graph Networks](https://mlsanity.com/paper/2504.02843/) (2025)
- [Foundation Models for Spatio-Temporal Data Science: A Tutorial and Survey](https://mlsanity.com/paper/2503.13502/) (2025)
- [Towards Unifying Diffusion Models for Probabilistic Spatio-Temporal Graph Learning](https://mlsanity.com/paper/2310.17360/) (2023)
- [T2S: High-resolution Time Series Generation with Text-to-Series Diffusion Models](https://mlsanity.com/paper/2505.02417/) (2025)
- [Graph Neural Processes for Spatio-Temporal Extrapolation](https://mlsanity.com/paper/2305.18719/) (2023)
- [Towards Generative Modeling of Urban Flow through Knowledge-enhanced Denoising Diffusion](https://mlsanity.com/paper/2309.10547/) (2023)
- [Spatio-Temporal Few-Shot Learning via Diffusive Neural Network Generation](https://mlsanity.com/paper/2402.11922/) (2024)
- [Diffusion-Based Environment-Aware Trajectory Prediction](https://mlsanity.com/paper/2403.11643/) (2024)
- [A Survey of Generative Techniques for Spatial-Temporal Data Mining](https://mlsanity.com/paper/2405.09592/) (2024)
- [Data-Driven Stochastic Closure Modeling via Conditional Diffusion Model and Neural Operator](https://mlsanity.com/paper/2408.02965/) (2024)
- [Elucidating the Design Choice of Probability Paths in Flow Matching for Forecasting](https://mlsanity.com/paper/2410.03229/) (2024)
- [Relational Conformal Prediction for Correlated Time Series](https://mlsanity.com/paper/2502.09443/) (2025)
- [Self-Supervised Learning of Time Series Representation via Diffusion Process and Imputation-Interpolation-Forecasting Mask](https://mlsanity.com/paper/2405.05959/) (2024)
- [Diffusion Transformers as Open-World Spatiotemporal Foundation Models](https://mlsanity.com/paper/2411.12164/) (2024)
- [A Universal Model for Human Mobility Prediction](https://mlsanity.com/paper/2412.15294/) (2024)

## 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.
