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Weather forecasting has seen a shift in methods from numerical simulations to data-driven systems. While initial research in the area focused on deterministic forecasting, recent works have used diffusion models to produce skillful ensemble…

Machine Learning · Computer Science 2025-04-15 Martin Andrae , Tomas Landelius , Joel Oskarsson , Fredrik Lindsten

The paper introduces a new regression model designed for situations where both the response and covariates are non-stationary extremes. This method is specifically designed for situations where both the response variable and covariates are…

Methodology · Statistics 2025-06-26 Amina El Bernoussi , Mohamed El Arrouchi

The importance of renewable power production is a set goal in terms of the energy turnaround. Developing short-term wind speed forecasting improvements might increase the profitability of wind power. This article compares two novel…

Applications · Statistics 2015-09-11 Daniel Ambach

To obtain a probabilistic model for a dependent variable based on some set of explanatory variables, a distributional approach is often adopted where the parameters of the distribution are linked to regressors. In many classical models this…

Methodology · Statistics 2020-01-14 Lisa Schlosser , Torsten Hothorn , Reto Stauffer , Achim Zeileis

The generation of multi-step density forecasts for non-Gaussian data mostly relies on Monte Carlo simulations which are computationally intensive. Using aggregated wind power in Ireland, we study two approaches of multi-step density…

Applications · Statistics 2011-01-11 Ada Lau , Patrick McSharry

The generalized exponential distribution is a well-known probability model in lifetime data analysis and several other research areas, including precipitation modeling. Despite having broad applications for independently and identically…

Applications · Statistics 2025-11-10 Arijit Dey , Arnab Hazra

Renewable sources of energy such as wind power have become a sustainable alternative to fossil fuel-based energy. However, the uncertainty and fluctuation of the wind speed derived from its intermittent nature bring a great threat to the…

Applications · Statistics 2019-07-02 Daniela Castro-Camilo , Raphaël Huser , Håvard Rue

Prediction of various weather quantities is mostly based on deterministic numerical weather forecasting models. Multiple runs of these models with different initial conditions result ensembles of forecasts which are applied for estimating…

Applications · Statistics 2014-04-09 Sándor Baran , Dóra Nemoda , András Horányi

A bivariate ensemble model output statistics (EMOS) technique for the postprocessing of ensemble forecasts of two-dimensional wind vectors is proposed, where the postprocessed probabilistic forecast takes the form of a bivariate normal…

Applications · Statistics 2015-06-03 Nina Schuhen , Thordis L. Thorarinsdottir , Tilmann Gneiting

Climate change is increasing the occurrence of extreme precipitation events, threatening infrastructure, agriculture, and public safety. Ensemble prediction systems provide probabilistic forecasts but exhibit biases and difficulties in…

Machine Learning · Computer Science 2025-04-09 Christopher Bülte , Sohir Maskey , Philipp Scholl , Jonas von Berg , Gitta Kutyniok

Spread regression is an extension of linear regression that allows for the inclusion of a predictor that contains information about the variance. It can be used to take the information from a weather forecast ensemble and produce a…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Stephen Jewson

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

Aiming to estimate extreme precipitation forecast quantiles, we propose a nonparametric regression model that features a constant extreme value index. Using local linear quantile regression and an extrapolation technique from extreme value…

Methodology · Statistics 2019-03-06 Jasper Velthoen , Juan-Juan Cai , Geurt Jongbloed , Maurice Schmeits

Wind has the potential to make a significant contribution to future energy resources. Locating the sources of this renewable energy on a global scale is however extremely challenging, given the difficulty to store very large data sets…

Applications · Statistics 2017-10-03 Jaehong Jeong , Stefano Castruccio , Paola Crippa , Marc G. Genton

An influential step in weather forecasting was the introduction of ensemble forecasts in operational use due to their capability to account for the uncertainties in the future state of the atmosphere. However, ensemble weather forecasts are…

Applications · Statistics 2023-05-25 Mária Lakatos , Sebastian Lerch , Stephan Hemri , Sándor Baran

Although by now the ensemble-based probabilistic forecasting is the most advanced approach to weather prediction, ensemble forecasts still might suffer from lack of calibration and/or display systematic bias, thus require some…

Applications · Statistics 2024-09-18 Ágnes Baran , Sándor Baran

Reliable forecasts of quasi-stationary, recurrent, and persistent large-scale atmospheric circulation patterns (weather regimes) are crucial for various socio-economic sectors. Despite steady progress, probabilistic weather regime…

Atmospheric and Oceanic Physics · Physics 2024-04-03 Fabian Mockert , Christian M. Grams , Sebastian Lerch , Marisol Osman , Julian Quinting

Meteorological ensembles are a collection of scenarios for future weather delivered by a meteorological center. Such ensembles form the main source of valuable information for probabilistic forecasting which aims at producing a predictive…

Applications · Statistics 2019-03-07 Marie Courbariaux , Pierre Barbillon , Luc Perreault , Éric Parent

This paper presents an initial exploration of high frequency records of extreme wind speed in two steps. The first consists in finding the suitable extreme distribution for $120$ measuring stations in Switzerland, by comparing three known…

Data Analysis, Statistics and Probability · Physics 2016-09-19 Mohamed Laib , Mikhail Kanevski

Recently all major weather prediction centres provide forecast ensembles of different weather quantities which are obtained from multiple runs of numerical weather prediction models with various initial conditions and model…

Methodology · Statistics 2016-07-20 Sándor Baran , Dóra Nemoda