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A new forecasting method based on the concept of the profile predictive the likelihood function is proposed for discrete-valued processes. In particular, generalized autoregressive and moving average (GARMA) models for Poisson distributed…
Hierarchical time series forecasting plays a crucial role in decision-making in various domains while presenting significant challenges for modelling as they involve multiple levels of aggregation, constraints, and availability of…
In contrast to the situation in a laboratory, the study of the solar atmosphere has to be pursued without direct access to the physical conditions of interest. Information is therefore incomplete and uncertain and inference methods need to…
Accurate forecasts of the US renewable-generation mix are critical for planning transmission upgrades, sizing storage, and setting balancing-market rules. We present a Bayesian Dirichlet ARMA (BDARMA) model for monthly shares of hydro,…
Conformal prediction has emerged as a popular technique for facilitating valid predictive inference across a spectrum of machine learning models, under minimal assumption of exchangeability. Recently, Hoff (2023) showed that full conformal…
Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…
One of the important and widely used classes of models for non-Gaussian time series is the generalized autoregressive model average models (GARMA), which specifies an ARMA structure for the conditional mean process of the underlying time…
The ambient solar wind plays a significant role in propagating interplanetary coronal mass ejections and is an important driver of space weather geomagnetic storms. A computationally efficient and widely used method to predict the ambient…
In this work, we propose a novel framework for density forecast combination by constructing time-varying weights based on time series features, which is called Feature-based Bayesian Forecasting Model Averaging (FEBAMA). Our framework…
The non-stationarity characteristic of the solar power renders traditional point forecasting methods to be less useful due to large prediction errors. This results in increased uncertainties in the grid operation, thereby negatively…
Due to the increasing integration of solar power into the electrical grid, forecasting short-term solar irradiance has become key for many applications, e.g.~operational planning, power purchases, reserve activation, etc. In this context,…
Two-dimensional (2-D) autoregressive moving average (ARMA) models are commonly applied to describe real-world image data, usually assuming Gaussian or symmetric noise. However, real-world data often present non-Gaussian signals, with…
The collective risk model (CRM) for frequency and severity is an important tool for retail insurance ratemaking, macro-level catastrophic risk forecasting, as well as operational risk in banking regulation. This model, which is initially…
Ensembles of geophysical models improve projection accuracy and express uncertainties. We develop a novel data-driven ensembling strategy for combining geophysical models using Bayesian Neural Networks, which infers spatiotemporally varying…
Improving irradiance forecasting is critical to further increase the share of solar in the energy mix. On a short time scale, fish-eye cameras on the ground are used to capture cloud displacements causing the local variability of the…
We propose a new model-based computer-aided diagnosis (CAD) system for tumor detection and classification (cancerous v.s. benign) in breast images. Specifically, we show that (x-ray, ultrasound and MRI) images can be accurately modeled by…
The assessment of the high-resolution ensemble weather prediction system COSMO-DE-EPS is achieved with the perspective of using it for renewable energy applications. The performance of the ensemble forecast is explored focusing on global…
It is assumed that the solar cell efficiency of PV device is closely related to the solar irradiance, considered the solar parameter Global Solar Irradiance (G) and the meteorological parameters like daily data of Earth Skin Temperature…
Time series forecasting has attracted significant attention, leading to the de-velopment of a wide range of approaches, from traditional statistical meth-ods to advanced deep learning models. Among them, the Auto-Regressive Integrated…
Weather forecasting is mostly based on the outputs of deterministic numerical weather forecasting models. Multiple runs of these models with different initial conditions result in forecast ensembles which is are used for estimating the…