Transformer-based Diffusion models for Hydrological Time Series Probabilistic Imputation and Forecasting

The modeling of hydrometeorological time series with limited observations is a key challenge in the monitoring of hydro-systems and water resources, as well as for flood or drought risk assessment.

Due to the high variability of the underlying processes and the sparsity of available measurements, traditional statistical approaches often struggle to accurately represent their dynamics.

In this context, recent advances in deep learning offer a promising direction for improving the representation and generation of complex temporal processes sampled at several observation sites.

This study investigates the application of transformer-based diffusion models to the simulation and reconstruction of hydrological time series.

The proposed framework is applied to the joint modeling of water quantity and quality at six sites spread across three adjacent headwater catchments located in North-East France on a limestone plateau covered by forests and field crops.

The model is calibrated and validated using available observational data, which has been quality controlled and corrected for sensor drift and malfunction through collaborative efforts by LNE metrology expertise and Andra monthly quality control over more than 15 years.

Its performance is compared with several established baseline approaches commonly used for time series modeling.

Quantitative evaluation metrics are employed to assess the ability of the proposed method to reproduce key temporal characteristics of the observed signals in two settings: the imputation of incomplete time series and the forecasting of upcoming hydrological conditions.

Results support the effectiveness of the transformer-based approach and highlight its capacity to capture and simulate the complex patterns present in hydrological data.

In particular, the results indicate that diffusion models can efficiently sample realistic time series distributions under observation settings with variable missing data for both forecasting and imputation.