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Influenced mixed moving average fields are a versatile modeling class for spatio-temporal data. However, their predictive distribution is not generally known. Under this modeling assumption, we define a novel spatio-temporal embedding and a…

Machine Learning · Statistics 2024-08-05 Imma Valentina Curato , Orkun Furat , Lorenzo Proietti , Bennet Stroeh

A space-time model for wind fields is proposed. It aims at simulating realistic wind conditions with a focus on reproducing the space-time motions of the meteorological systems. A Gaussian linear state-space model is used where the latent…

Methodology · Statistics 2013-12-20 Julie Bessac , Pierre Ailliot , Valerie Monbet

Conditional forecasts, i.e. projections of a set of variables of interest on the future paths of some other variables, are used routinely by empirical macroeconomists in a number of applied settings. In spite of this, the existing…

Econometrics · Economics 2024-07-03 Joshua C. C. Chan , Davide Pettenuzzo , Aubrey Poon , Dan Zhu

We consider monotonic, multiple regression for a set of contiguous regions (lattice data). The regression functions permissibly vary between regions and exhibit geographical structure. We develop new Bayesian non-parametric methodology…

Methodology · Statistics 2019-04-16 Christian Rohrbeck , Deborah Costain , Arnoldo Frigessi

Sensitivity forecasts inform the design of experiments and the direction of theoretical efforts. To arrive at representative results, Bayesian forecasts should marginalize their conclusions over uncertain parameters and noise realizations…

Instrumentation and Methods for Astrophysics · Physics 2024-05-24 T. Gessey-Jones , W. J. Handley

Decisions in agriculture are frequently based on weather. With an increase in the availability and affordability of off-the-shelf weather stations, farmers able to acquire localised weather information. However, with uncertainty in the…

Multimodel ensembling has been widely used to improve climate model predictions, and the improvement strongly depends on the ensembling scheme. In this work, we propose a Bayesian neural network (BNN) ensembling method, which combines…

Atmospheric and Oceanic Physics · Physics 2022-08-10 Ming Fan , Dan Lu , Deeksha Rastogi , Eric M. Pierce

An important task for any large-scale organization is to prepare forecasts of key performance metrics. Often these organizations are structured in a hierarchical manner and for operational reasons, projections of these metrics may have been…

Applications · Statistics 2017-11-15 Julie Novak , Scott McGarvie , Beatriz Etchegaray Garcia

A Bayesian approach is developed to analyze change points in multivariate time series and space-time data. The methodology is used to assess the impact of extended inundation on the ecosystem of the Gulf Plains bioregion in northern…

Methodology · Statistics 2013-06-21 Chris Strickland , Robert Burdett , Robert Denham , Robert Kohn , Kerrie Mengersen

Nowadays, with the unprecedented penetration of renewable distributed energy resources (DERs), the necessity of an efficient energy forecasting model is more demanding than before. Generally, forecasting models are trained using observed…

Machine Learning · Statistics 2017-07-18 Hossein Sangrody , Morteza Sarailoo , Ning Zhou , Ahmad Shokrollahi , Elham Foruzan

Currently, the technique of numerical model-based atmospheric environment forecasting has becoming mature, yet traditional numerical prediction methods struggle to balance computational costs and forecast accuracy, facing developmental…

Atmospheric and Oceanic Physics · Physics 2025-04-29 Shengxuan Ji , Yawei Qu , Cheng Yuan , Tijian Wang , Bing Liu , Lili Zhu , Huihui Zheng , Zhenfeng Qiu , Pulong Chen

We attempt to forecast the Sun's sunspot butterfly diagram in both space (i.e. in latitude) and time, instead of the usual one-dimensional time series forecasts prevalent in the scientific literature. We use a prediction method based on the…

Solar and Stellar Astrophysics · Physics 2017-09-11 Eurico Covas

With the proliferation of modern high-resolution measuring instruments mounted on satellites, planes, ground-based vehicles and monitoring stations, a need has arisen for statistical methods suitable for the analysis of large spatial…

Methodology · Statistics 2015-11-26 Matthias Katzfuss

In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…

Methodology · Statistics 2012-05-10 Abhra Sarkar , Anindya Bhadra , Bani K. Mallick

High dimensional space-time data pose known computational challenges when fitting spatio-temporal models. Such data show dependence across several dimensions of space as well as in time, and can easily involve hundreds of thousands of…

Methodology · Statistics 2025-06-02 Staci Hepler , Rob Erhardt

Nonstationarity is a major challenge in analyzing spatial data. For example, daily precipitation measurements may have increased variability and decreased spatial smoothness in areas with high mean rainfall. Common nonstationary covariance…

Methodology · Statistics 2019-05-31 Geoffrey Colin Lee Peterson , Joseph Guinness , Adam Terando , Brian J. Reich

To gain finer regional forecasts, many works have explored the regional integration from the global atmosphere, e.g., by solving boundary equations in physics-based methods or cropping regions from global forecasts in data-driven methods.…

Machine Learning · Computer Science 2026-04-21 Hao Chen , Tao Han , Jie Zhang , Song Guo , Lei Bai

Numerical weather forecasts can exhibit systematic errors due to simplifying model assumptions and computational approximations. Statistical postprocessing is a statistical approach to correcting such biases. A statistical postprocessing…

Methodology · Statistics 2022-09-02 Stefan Siegert , Ben Hooper , Joshua Lovegrove , Tyler Thomson , Birgir Hrafnkelsson

Weather forecasting is a long-standing computational challenge with direct societal and economic impacts. This task involves a large amount of continuous data collection and exhibits rich spatiotemporal dependencies over long periods,…

Machine Learning · Computer Science 2023-12-18 Xin Man , Chenghong Zhang , Jin Feng , Changyu Li , Jie Shao

In many systems, the true data-generating process is unknown, requiring forecasters to rely on observed time series. This study proposes a pre-modeling diagnostic framework for horizon-specific forecastability assessment that evaluates…

Applications · Statistics 2026-03-26 Peter Maurice Catt