Fast and Flexible Probabilistic Forecasting of Dynamical Systems using Flow Matching and Physical Perturbation

TL;DR

This paper presents a novel, efficient framework for probabilistic forecasting of dynamical systems that generates physically consistent initial perturbations and propagates them deterministically, outperforming diffusion-based methods in accuracy and speed.

Contribution

It introduces a flow matching-based approach for physically consistent initial perturbations and uses ODE-based deterministic models for faster ensemble propagation, advancing state-of-the-art in probabilistic forecasting.

Findings

Achieves state-of-the-art CRPS scores on benchmarks.

Provides physically consistent initial perturbations.

Offers faster inference than diffusion models.

Abstract

Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture uncertainty, standard Gaussian or uniform perturbations often yield unphysical initial states in high-dimensional systems. Existing machine learning approaches address this via diffusion models, which rely on inference via computationally expensive stochastic differential equations (SDEs). We introduce a novel framework that decouples perturbation generation from propagation. First, we propose a flow matching-based generative approach to learn physically consistent perturbations of the initial conditions, avoiding artifacts caused by Gaussian noise. Second, we employ deterministic flow matching models with Ordinary Differential Equation (ODE) integrators for efficient ensemble propagation with fewer integration steps. We validate our method on nonlinear dynamical system benchmarks, including the Lotka-Volterra Predator-Prey system, MovingMNIST, and high-dimensional WeatherBench data (5.625$^\circ$). Our approach achieves state-of-the-art probabilistic scoring, as measured by the Continuous Ranked Probability Score (CRPS), and physical consistency, while offering significantly faster inference than diffusion-based baselines.