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Deep Generative Spatiotemporal Engression for Probabilistic Forecasting

Paper License: MIT

This repository contains the official implementation of the paper "Deep Generative Spatiotemporal Engression for Probabilistic Forecasting of Epidemics" by Rajdeep Pathak and Tanujit Chakraborty.

We introduce Deep Spatiotemporal Engression, a novel method for generating accurate and reliable probabilistic forecasts, specifically designed for low-frequency spatiotemporal datasets. Acting as distributional lenses, these methods generate out-of-sample probabilistic forecasts by sampling from trained models.

Key Contributions:

  • Lightweight Deep Generative Architecture: Replaces heavy conventional models while maintaining high accuracy.
  • Endogenous Uncertainty Quantification: Uncertainty is driven by a pre-additive noise component during model construction.

πŸš€ Models

We propose three spatiotemporal engression models:

  • Graph Convolutional Engression Network (GCEN)
  • Spatio-Temporal Engression Network (STEN)
  • Multivariate Engression Network (MVEN)

🧠 Model Architecture

GCEN Architecture Figure: Architecture of the Graph Convolutional Engression Network (GCEN).

βš™οΈ Installation

You can install the package directly via PyPI or clone the repository to install it from the source.

Option 1: Install via PyPI (Recommended)

pip install stengression

Option 2: Install from Source

If you want to modify the code or run the latest development version, you can clone the repository:

git clone https://github.com/PyCoder913/stengression.git
cd stengression
pip install -r requirements.txt

πŸ“ Citation

If you use this code, models, or find our work helpful in your research, please consider citing our paper:

@article{pathak2026deep,
 title={Deep Generative Spatiotemporal Engression for Probabilistic Forecasting of Epidemics},
 author={Pathak, Rajdeep and Chakraborty, Tanujit},
 journal={Transactions on Machine Learning Research},
 year={2026},
 url={https://openreview.net/pdf?id=7AfAztCd5A}
}

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Spatiotemporal engression for probabilistic forecasting on low-frequency datasets.

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