Double-Diffusion: Balancing Speed, Accuracy, and Uncertainty in Probabilistic Forecasting for Urban Sensor Networks

Neural Controlled Differential Equations (NCDE) provide a powerful continuous-time framework for forecasting time series, but standard graph-based extensions typically learn spatial structure purely from data, even in settings where a directed graph structure is known a priori. We introduce Informed Neural controlled Differential EQuationS (INDEQS), a graph-based NCDE forecasting method that incorporates prior knowledge of a directed graph at distinct architectural positions. INDEQS separates inner mixing of hidden states across graph nodes from outer mixing between vector field and control, and offers both a lightweight graph-constrained variant and a more expressive variant, learning additional graph connections from data via adaptive graph convolutions. To systematically study when graph informedness is beneficial in forecasting, we devise a continuous advection simulation on directed graphs, yielding synthetic spatio-temporal datasets with known ground-truth flow structure. We then evaluate INDEQS on two real-world tasks: river discharge forecasting on a hydrological network and traffic flow prediction on PeMS08. Across these synthetic and real-world benchmarks, outer informedness consistently improves mean absolute error over an uninformed NCDE with comparable parameter count, particularly on larger graphs, while inner informedness offers a more parameter-efficient alternative when strict adherence to a known adjacency is desired. A comparison of discrete convolutional and continuous-time decoders further shows that continuous decoders yield better accuracy and greater temporal flexibility on real-world tasks. An implementation of INDEQS and the advection simulation is available at https://github.com/Mitchi1/indeqs.

Rapid urbanization demands efficient monitoring of turbulent wind and pollutant dispersion, yet existing reconstruction and sensor placement strategies fail under realistic sparsity constraints. Here, we introduce Diff--SPORT, a diffusion-based framework that combines a generative diffusion prior with maximum a posteriori inference and Shapley-value attribution for high-fidelity flow reconstruction and optimal sensor placement. By training a diffusion prior model once over a domain, Diff--SPORT enables non-linear optimal sensor placement and near-real-time flow reconstruction from sparse measurements orders of magnitude faster than RANS or LES simulations, consistently outperforming state-of-the-art methods. The framework also extends, without algorithmic modification, to experimental passive scalar concentration dataset, a direct proxy for pollutant dispersion, measured in a 1:2400 scale water-flume model of the Beijing Haidian neighbourhood under realistic urban flow conditions. Shapley-guided sensor placement achieves up to 57% lower reconstruction error than randomly placed sensors at extreme sparsity, identifying compact and physically interpretable configurations. These results establish Diff--SPORT as a modular foundation offering a zero-shot alternative to retraining-intensive downstream strategies, supporting scalable urban flow monitoring for air quality management and resilient city design.

Multi-agent trajectory modeling traditionally focuses on forecasting, often neglecting more general tasks like trajectory completion, which is essential for real-world applications such as correcting tracking data. Existing methods also generally predict agents' states without offering any state-wise measure of heteroscedastic uncertainty. Moreover, popular multi-modal sampling methods lack error probability estimates for each generated scene under the same prior observations, which makes it difficult to rank the predictions at inference time. We introduce U2Diffine, a unified diffusion model built to perform trajectory completion while simultaneously offering state-wise heteroscedastic uncertainty estimates. This is achieved by augmenting the standard denoising loss with the negative log-likelihood of the predicted noise, and then propagating the latent space uncertainty to the real state space using a first-order Taylor approximation. We also propose U2Diff, a faster baseline that avoids gradient computation during sampling. This approach significantly increases inference speed, making it as efficient as a standard generative-only diffusion model. For post-processing, we integrate a Rank Neural Network (RankNN) that enables error probability estimation for each generated mode, demonstrating strong correlation with ground truth errors. Our method outperforms state-of-the-art solutions in both trajectory completion and forecasting across four challenging sports datasets (NBA, Basketball-U, Football-U, Soccer-U), underscoring the effectiveness of our uncertainty and error probability estimation.