Global Station Weather Forecasting (GSWF) is pivotal for localized and extreme weather prediction over key regions. Despite efforts to exploit look-back windows, existing methods show limited accuracy gains and struggle with extreme events and error accumulation. These limitations stem from overreliance on short-term patterns, which are insufficient to capture chaotic weather dynamics, especially under partial observations. To address this problem, we propose a novel Triaxial State Space Model (TSSM) with a history-enhanced Temporal-VariableHistorical paradigm, which incorporates period-aligned historical weather data to compensate for long-term, large-scale periodic, and full-window weather patterns beyond the temporal lookback window. Specifically, TSSM stacks historical samples into period-aligned batches, where forecasting is causally supported by historical and current observations. Temporal, variable, and historical scanning are designed to capture axial temporal dependencies, variable correlations, and historical evolution. This structure is hierarchically shared to model seasonal to extreme events while alleviating misalignment across historical patterns. TSSM achieves SOTA performance on Weather-5K, the largest station weather dataset to date, with 10% and 61% gains in accuracy and extreme event metrics, and obtains 95% best or second-best results on human-involved datasets. Its advantages are more pronounced in long-horizon and iterative forecasting, reaching a 37.5% gain at 240h and up to 103.5% under a 48h times 5 iterative setting. Moreover, TSSM retains > 90% performance under up to 80% missing observations, compared with < 43% for baselines, demonstrating robustness and practical potential for reliable GSWF in global in-situ observation networks.
Existing machine-learning weather forecasting models rely on predetermined and fixed autoregressive timesteps. The choice of model timestep involves a fundamental trade-off: shorter timesteps (e.g. 1 to 6 hours) finely resolve atmospheric dynamics within the diurnal cycle but increase error accumulation for a given forecast horizon, while longer timesteps (e.g. 24 hours) reduce error accumulation but limit the usability of short-range forecasts where sub-daily predictability is high. In this work, we present GEM-3, a probabilistic global weather model that addresses this trade-off through explicit multi-timestep inference. With a single set of trained weights, the model timestep can be configured at inference time to balance predictability and usability across a broad forecast horizon. Additionally, we find that mixed-timestep training consistently improves rollout stability relative to timestep-specialist models. Under the hood, GEM-3 is a lightweight neighborhood-attention transformer with ~134M parameters on an equirectangular grid with a number of architectural advancements beyond its predecessor GEM-2. The result is a practical forecasting system that couples near-SOTA medium-range probabilistic skill, stable extended-range rollouts, efficient training and inference, and decision-relevant diagnostics.
State-of-the-art AI weather models have shown impressive medium-range forecast skill and computational efficiency, but suffer two key shortcomings: their forecasts have lower spatial and temporal resolution than the best physics-based models and they are exclusively initialized with and trained on analysis data. As a result, they cannot directly make use of observations, and any biases in the analysis are inherited by the forecast. WeatherNext 3 addresses these shortcomings and establishes a new state-of-the-art for probabilistic medium-range forecasting skill. First, WeatherNext 3 generates new forecasts every hour (rather than every 6 hours like traditional global models) by ingesting low-latency geostationary satellite data. Second, WeatherNext 3's temporal and spatial resolution are on par with physics-based global models, with hourly time steps and 0.1 degree resolution for single-level variables, including solar radiation and cloud cover. Third, WeatherNext 3 moves beyond traditional analysis variables by learning to predict satellite-derived precipitation estimates, as well as tropical cyclone and station observations. Modelling sparse station data allows WeatherNext 3 to make 2m temperature and dewpoint predictions at any location and time, conditioned on local geographical features, with substantially lower error than competing global models, even when evaluated against unseen stations. Together, WeatherNext 3's capabilities move operational AI-based weather forecasting beyond emulating the traditionally distinct stages of data assimilation, forecasting and post-processing, which helps to further push the frontier of performance and granularity for global weather prediction.
Long-horizon multivariate time series forecasting (LTSF) remains challenging due to non-stationarity, regime shifts, and error accumulation. The Variability-Aware Recursive Neural Network (VARNN) is designed to track such variability by maintaining a residual-memory state driven by one-step prediction errors. However, its original formulation is limited to one-step sequence regression and does not directly support multi-step forecasting. In this work, we extend VARNN to long-horizon forecasting and introduce StateFlow, a recurrent forecasting framework that uses VARNN as a dual-state recurrent backbone to capture two complementary signals from the lookback sequence: a hidden-state trajectory representing primary temporal dynamics, including trend, seasonality, level changes, and recurring patterns, and a residual-memory trajectory representing structured local prediction deviations, driven from a nonlinear recurrent transformation of errors between one-step base predictions and observed values. A chunk-based decoder separately summarizes these trajectories and maps them to the future horizon for direct multi-step forecasting. We further employ a two-stage optimization strategy that first trains the VARNN encoder through a one-step base prediction objective to optimize the internal representations over the lookback sequence, and then trains a horizon-specific decoder for direct multi-step forecasting. Experiments on standard LTSF benchmarks show that StateFlow achieves competitive performance against strong linear, recurrent, convolutional, and Transformer-based baselines while preserving linear recurrent encoding and a compact model design.