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Statistical post-processing of dynamical forecast ensembles is an essential component of weather forecasting. In this article, we present a post-processing method that generates full predictive probability distributions for precipitation…

Applications · Statistics 2014-04-29 Michael Scheuerer

We investigate the application of artificial neural networks to stabilize proper orthogonal decomposition based reduced order models for quasi-stationary geophysical turbulent flows. An extreme learning machine concept is introduced for…

Fluid Dynamics · Physics 2018-05-09 Omer San , Romit Maulik

Since the start of the operational use of ensemble prediction systems, ensemble-based probabilistic forecasting has become the most advanced approach in weather prediction. However, despite the persistent development of the last three…

Applications · Statistics 2024-11-05 Sándor Baran , Mária Lakatos

The task of simplifying the complex spatio-temporal variables associated with climate modeling is of utmost importance and comes with significant challenges. In this research, our primary objective is to tailor clustering techniques to…

Applications · Statistics 2023-11-21 Alexis Boulin , Elena Di Bernardino , Thomas Laloë , Gwladys Toulemonde

We investigate the changing nature of the frequency, magnitude and spatial extent of extreme temperatures in Ireland from 1931 to 2022. We develop an extreme value model that captures spatial and temporal non-stationarity in extreme daily…

Methodology · Statistics 2023-04-03 Dáire Healy , Jonathan Tawn , Peter Thorne , Andrew Parnell

Accurate precipitation forecasts have a high socio-economic value due to their role in decision-making in various fields such as transport networks and farming. We propose a global statistical postprocessing method for grid-based…

Machine Learning · Statistics 2024-07-03 Romain Pic , Clément Dombry , Philippe Naveau , Maxime Taillardat

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…

Extreme shock models have been introduced in Gut and H\"usler (1999) to study systems that at random times are subject to shock of random magnitude. These systems break down when some shock overcomes a given resistance level. In this paper…

Other Statistics · Statistics 2010-10-19 Pasquale Cirillo , Jürg Hüsler

Advancements in numerical weather prediction models have accelerated, fostering a more comprehensive understanding of physical phenomena pertaining to the dynamics of weather and related computing resources. Despite these advancements,…

Atmospheric and Oceanic Physics · Physics 2021-11-04 Alqamah Sayeed , Yunsoo Choi , Jia Jung , Yannic Lops , Ebrahim Eslami , Ahmed Khan Salman

Max-stable processes are increasingly widely used for modelling complex extreme events, but existing fitting methods are computationally demanding, limiting applications to a few dozen variables. $r$-Pareto processes are mathematically…

Methodology · Statistics 2017-06-14 Raphaël de Fondeville , Anthony C. Davison

This paper presents a novel semiparametric method to study the effects of extreme events on binary outcomes and subsequently forecast future outcomes. Our approach, based on Bayes' theorem and regularly varying (RV) functions, facilitates a…

Econometrics · Economics 2025-02-25 Laura Liu , Yulong Wang

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

Methodology · Statistics 2019-06-27 Casey B. Davis , Christopher M. Hans , Thomas J. Santner

We propose Space-time in situ postprocessing (STIPP), a machine learning model that generates spatio-temporally consistent weather forecasts for a network of station locations. Gridded forecasts from classical numerical weather prediction…

Atmospheric and Oceanic Physics · Physics 2026-01-07 David Landry , Isabelle Gouttevin , Hugo Merizen , Claire Monteleoni , Anastase Charantonis

Although the fundamental probabilistic theory of extremes has been well developed, there are many practical considerations that must be addressed in application. The contribution of this thesis is four-fold. The first concerns the choice of…

Methodology · Statistics 2016-11-28 Brian Bader

We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…

Probability · Mathematics 2017-06-09 Soukaina Douissi , Khalifa Es-Sebaiy , Frederi G. Viens

This paper gives a new representation of Pickands' constants, which arise in the study of extremes for a variety of Gaussian processes. Using this representation, we resolve the long-standing problem of devising a reliable algorithm for…

Probability · Mathematics 2015-03-13 A. B. Dieker , B. Yakir

Contemporary weather forecasts are typically based on ensemble prediction systems, which consist of multiple runs of numerical weather prediction models that vary with respect to in the initial conditions and/or the the parameterization of…

Methodology · Statistics 2016-05-04 Roman Schefzik

Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…

Applications · Statistics 2025-02-05 Yuchen Lu , Ben Seiyon Lee , James Doss-Gollin

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

The climate belongs to the class of non-equilibrium forced and dissipative systems, for which most results of quasi-equilibrium statistical mechanics, including the fluctuation-dissipation theorem, do not apply. We show for the first time…

Statistical Mechanics · Physics 2011-10-11 Valerio Lucarini , Stefania Sarno