PIER: Physics-Informed Environmental Retrieval for Time-Series Modeling

Time series forecasting has seen signicant advancements with the emergence of new deep learning models. However, forecasting time series in applications involving physical processes remains a major challenge. Despite the apparition of Physics Informed Neural Networks (PINN), recent models do not estimate unobservable intermediate physical variables, which are important for domain experts to understand the target behavior. To this end, we propose a Physics Informed Recurrent Neural Network (PIRNN) which predicts, along the target, unobservable variables on both historic data and forecast target. This approach enhances the model robustness and results interpretation using domain knowledge. Our method is easily adaptable to any physical model using several equations, each having its own set of unobservable variables, to describe it-self. As a case study, we incorporate physical equations used for groundwater levels predictions by the physical model called Gardenia. This model uses transfers equations between reservoirs, optimized with data assimilation, to simulate the evolution of groundwater levels. Evaluation includes several well known neural network models and the Gardenia model compared on twelve real world datasets. In addition, we study the impact of each component through an ablation study. Our model outperforms other models on ve out of the twelve datasets and our ablation study underlines the importance of having a physical background in our time series forecasting task. Finally, the coherence of the physical variables predicted by our neural network is assessed by a domain expert.

Multivariate forecasting in physical systems requires models that predict coupled temporal variables while preserving meaningful state evolution. Deep forecasters can fit temporal correlations, and physics-informed models can regularize predictions with scientific constraints, but these directions are often connected only at the decoded-output level. As a result, the hidden predictive state that generates future trajectories may remain statistically useful but physically unstructured. We introduce Phys-JEPA, a physics-informed joint-embedding predictive architecture for multivariate time-series forecasting. Phys-JEPA learns a latent world model in which predictive states are decomposed into physical and residual components, and physical consistency is imposed directly on latent states and latent transitions rather than only on decoded forecasts. This formulation uses known physical variables to organize the representation space while retaining residual capacity for unresolved dynamics. On Jena Climate 2009--2016, Phys-JEPA reduces aggregate MSE from 0.12482 to 0.12273 and temperature MSE from 0.01892 to 0.01831 at H=24. On Traffic, full Phys-JEPA improves aggregate MSE over the supervised baseline across all tested horizons, reducing H=192 MSE from 0.800784 to 0.773873. On Electricity, the best variant depends on horizon: static latent consistency is strongest at H=24 and H=48, while full Phys-JEPA gives the best aggregate and target-variable MSE at H=192. These initial results suggest that moving physics-informed learning from output space to latent predictive state space is a promising direction for interpretable temporal world models.

Inferring the evolution of high-dimensional and multi-modal (e.g., spatio-temporal) physical fields from irregular sparse measurements in real time is a fundamental challenge in science and engineering. Existing approaches, including diffusion-based generative models and functional tensor methods, typically operate in offline settings, depend on full temporal observations, or incur substantial inference cost. We propose StreamPhy, an end-to-end framework that enables efficient and accurate streaming inference of full-field physical dynamics from incoming irregular sparse measurements. The framework integrates a data-adaptive observation encoder that is robust to arbitrary observation patterns, a structured state-space model that supports memory-efficient online updates across irregular time intervals, and an expressive Functional Tensor Feature-wise Linear Modulation (FT-FiLM) decoder for continuous-field generation. We prove that FT-FiLM is more expressive than the functional Tucker model, admitting a richer function class for handling complex dynamics. Experiments on three representative physical systems under challenging sampling patterns show that StreamPhy consistently outperforms state-of-the-art baselines, with at least 48% improvement in accuracy and up to 20--100X faster inference than diffusion-based methods.