Uniform Inductive Spatio-Temporal Kriging

Residual error propagation remains a fundamental problem in recurrent models, where small prediction inaccuracies compound over time and degrade long-horizon performance. Accurately modeling the correlation structure of such residuals is critical for reliable uncertainty quantification in probabilistic multivariate timeseries forecasting. While recent time-series deep models efficiently parametrize time-varying contemporaneous correlations, they often assume temporal independence of errors and neglect spatial correlation across the observed network. In this paper, we introduce Teger, a structured uncertainty module that overcomes the spa- tial and temporal limitations of error-correlated autoregressive forecasting. Teger proposes a spatial curvature-aware graph rewiring mechanism explicitly strengthening information-bottleneck edges identified by discrete Forman curvature. The component is integrated into a low-rank-plus-diagonal covariance head, preserving tractable inference via the Woodbury identity. Teger is backbone-agnostic, requiring only the latent state produced by any autoregressive encoder. We provide theoretical evidence of Teger, and experimentally evaluate it on LSTM, Transformer, and xLSTM backbones across four real-world spatio-temporal datasets, showing consistent improvement in Continuous Ranked Probability Score (CRPS). We further provide a formal theoretical analysis connecting curvature-aware rewiring to (i) oversquashing alleviation, (ii) improved spectral connectivity, (iii) reduced effective resistance, and (iv) improved covariance calibration bounds

Spatiotemporal prediction aims to learn discriminative representations from correlated temporal signals over spatial structures for accurate future inference. A central challenge is spatial indistinguishability: different nodes may share similar historical patterns yet evolve toward divergent futures, severely degrading forecasting performance in real-world sensor networks. Existing embedding-based and graph neural network (GNN)-based approaches can partially detect such ambiguous nodes but rely on historical similarity, struggling to capture future behavioral divergence. We propose STOT (SpatioTemporal Optimal Transport), a self-supervised framework that resolves spatiotemporal ambiguity via structured masking guided by optimal transport. Our key idea treats indistinguishability as a disambiguation problem: future states are inferred by exploiting concurrent spatial correlations and their time-varying similarity. We design a similarity-aware metric for dynamic inter-node relationships and an optimal transport-based masking strategy to emphasize ambiguous positions during pre-training. A batch consistency constraint preserves semantic coherence, while a random-walk masking mechanism promotes structured context exploration. Experiments on six real-world datasets show that STOT performs competitively with state-of-the-art baselines on the evaluated benchmarks and improved interpretability through transport-plan visualizations.

Real-world spatio-temporal forecasting must handle irregular time points, spatially sparse observations, and the need for uncertainty quantification. This setting is often further compounded by nonlocal interactions (long-range spatial coupling). Modeling continuous-space, continuous-time nonlocal dynamics naturally leads to infinite-dimensional integro-differential equations (IDEs), making principled Bayesian inference intractable. We propose the NonLocal Bayesian Spatio-Temporal model (NLBST), a hierarchical Bayesian framework for continuous spatio-temporal fields that learns explicit nonlocal coupling while retaining tractable inference. NLBST represents the latent field via a coordinate-based spatial basis expansion and models the coefficient process with a continuous-time ODE whose learnable linear operator corresponds to a Galerkin reduction of a nonlocal IDE; a Neural ODE residual captures additional nonlinear dynamics. A linear-Gaussian observation model enables Kalman-style sequential updates under missing and irregular observations, while the spatial basis representation enables inductive prediction at unmeasured locations without retraining. Global parameters are learned via variational inference, and uncertainty is handled through a Bayesian hierarchy. Experiments on synthetic and real-world datasets demonstrate strong forecasting and spatial generalization with well-calibrated uncertainty, yielding substantial gains over baselines in strongly nonlocal and partially observed regimes.