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About this paper

Maria Marchenko, Martin Andrae, Fredrik Lindsten, Christian A. Naesseth

SDECast models weather as a continuous-time stochastic process, using drift for systematic change and diffusion for variation across forecast paths. It adapts simulation-free SDE Matching to anchor learned states to physical observations. On hourly ERA5, its 24-hour t850 RMSE is 1.44 K, below AR-1h at 1.69 K, but above ARCI-24-1h at 1.26 K and comparable to DYffusion at 1.43 K.

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