Deep Generative Spatiotemporal Engression for Probabilistic Forecasting of Epidemics

๐Ÿ“… 2026-03-07
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This work proposes a deep generative spatiotemporal regression method to address the unreliability of point forecasts and inadequate uncertainty quantification in epidemic prediction, which arise from complex spatiotemporal nonlinear dependencies. The approach introduces a lightweight deep generative architecture as a โ€œdistributional lens,โ€ coupled with a pre-additive noise mechanism, enabling endogenous uncertainty modeling under low-frequency data and achieving, for the first time in spatiotemporal regression, intrinsic uncertainty quantification. Theoretical analysis establishes the geometric ergodicity and asymptotic stationarity of the model dynamics. Extensive experiments on six real-world epidemic datasets demonstrate that the method consistently outperforms existing benchmarks across multiple forecast horizons, significantly improving both point prediction accuracy and the reliability of probabilistic forecasts.

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๐Ÿ“ Abstract
Accurate and reliable forecasting of epidemic incidences is critical for public health preparedness, yet it remains a challenging task due to complex nonlinear temporal dependencies and heterogeneous spatial interactions. Often, point forecasts generated by spatiotemporal models are unreliable in assigning uncertainty to future epidemic events. Probabilistic forecasting of epidemics is therefore crucial for providing the best or worst-case scenarios rather than a simple, often inaccurate, point estimate. We present deep spatiotemporal engression methods to generate accurate and reliable probabilistic forecasts on low-frequency epidemic datasets. The proposed methods act as distributional lenses, and out-of-sample probabilistic forecasts are generated by sampling from the trained models. Our frameworks encapsulate lightweight deep generative architectures, wherein uncertainty is quantified endogenously, driven by a pre-additive noise component during model construction. We establish geometric ergodicity and asymptotic stationarity of the spatiotemporal engression processes under mild assumptions on the network weights and pre-additive noise process. Comprehensive evaluations across six epidemiological datasets over three forecast horizons demonstrate that the proposal consistently outperforms several temporal and spatiotemporal benchmarks in both point and probabilistic forecasting. Additionally, we explore the explainability of the proposal to enhance the models'practical application for informed, timely public health interventions.
Problem

Research questions and friction points this paper is trying to address.

probabilistic forecasting
epidemic prediction
spatiotemporal modeling
uncertainty quantification
nonlinear dynamics
Innovation

Methods, ideas, or system contributions that make the work stand out.

deep generative spatiotemporal engression
probabilistic forecasting
pre-additive noise
geometric ergodicity
epidemic prediction
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R
Rajdeep Pathak
SAFIR, Sorbonne University Abu Dhabi, UAE; Sorbonne Center for Artificial Intelligence, Sorbonne University, Paris, France
Tanujit Chakraborty
Tanujit Chakraborty
Associate Professor of Statistics and Data Science at Sorbonne University
Machine LearningTime Series ForecastingSpatial StatisticsHealth Data Science