M$^2$Weather: A Benchmark for Joint Multi-Station and Multi-Variable Weather Forecasting

Multi-station multivariate weather forecasting aims to forecast future weather variables at multiple weather stations from historical surface observations. Existing station forecasting models learn statistical dependencies among discrete stations, but lack explicit physical evolution. Meanwhile, PDE-based weather models provide interpretable physical dynamics, yet require continuous fields and upper-air variables unavailable in surface station data. To bridge this gap, we propose StationPDE, a station-oriented surface PDE learning model. StationPDE constructs a terrain-aware continuous surface field from discrete station observations and decomposes its physical evolution into surface wind transport and upper-air inference. Surface wind transport explicitly evolves observable weather variables, while upper-air inference uses learnable horizontal diffusion to approximate the missing influence of unavailable upper-air variables. A parallel data-driven diffusion branch captures complementary motion patterns, and an adaptive router integrates the two forecasts for station-level multivariate forecasting. Experiments on Weather2K and MeteoNet show that StationPDE consistently outperforms state-of-the-art baselines, reducing MSE by about $9.6\%$ on average compared with the strongest baseline.

Station-based weather forecasting supports daily life and economic activity, yet accurate forecasts require modeling complex spatial dependencies among stations. Recent clustering-based selective modeling offers a promising alternative to dense inter-station interactions. However, a grouping shared across an observation window may obscure local changes in station relationships, while intra-cluster interactions alone may miss important global context. The theoretical advantages of selective interactions over dense connectivity also remain insufficiently understood. We therefore propose STCFormer, an adaptive spatio-temporal Transformer that dynamically groups stations according to their local evolution within each temporal patch. Its Cluster-Guided Attention Block combines fine-grained local attention within clusters and global attention over regional state summaries, allowing each station to access information beyond its own cluster. We further show that a derived Lipschitz upper bound for cluster-conditioned local attention is no larger than its fully connected counterpart, explaining a potential robustness benefit and motivating the design of InfoLoss. Experiments on three real-world weather datasets spanning eight temperature and wind forecasting tasks show that STCFormer achieves the lowest 24-hour mean squared error on all eight tasks and ranks first or second in 47 of 48 comparisons across metrics and forecasting horizons. Ablations and case studies further confirm the benefits of locally adaptive grouping and complementary local-global interactions. Our code can be obtained at https://github.com/hnu-vis/STCFormer.

Weather reanalysis products rely on computationally intensive numerical weather predictions followed by data assimilation that corrects the forecast toward observations. Deep generative models offer a cheaper alternative that shifts much of this cost from inference to offline training. However, existing generative approaches have been evaluated on synthetic observations or under different datasets and evaluation schemes, making it unclear which design choices actually improve real-world data assimilation. We present the first controlled benchmark of generative weather data assimilation on real weather station observations. Using 11,849 NOAA MADIS stations across the contiguous United States and four weather variables, we evaluate methods while holding the dataset, observation operator, and deep learning architecture fixed. The benchmark compares the major design choices, including diffusion versus flow matching, pixel versus latent-space formulations, and multiple inference-time conditioning strategies, against a classical 3D-Var baseline. The benchmark reveals three clear conclusions. First, learned generative priors outperform the Gaussian prior of 3D-Var (35.7% vs. 33.3% RMSE reduction over ERA5) despite using no ERA5 background field at inference. Second, full-gradient guidance consistently outperforms stop-gradient and initial-noise optimization. Third, other choices provide little measurable benefit: diffusion and flow matching perform nearly identically under matched conditions, and latent-space variable mixing does not help. We further evaluate both dense and sparse station settings and find advantages from generative AI and full-gradient guidance more pronounced under sparsity. Together, these results identify which components of generative weather data assimilation improve performance on real station observations and establish a standardized benchmark for future work.