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Forecast combination integrates information from various sources by consolidating multiple forecast results from the target time series. Instead of the need to select a single optimal forecasting model, this paper introduces a deep learning…

Machine Learning · Computer Science 2023-11-27 Yinuo Ren , Feng Li , Yanfei Kang , Jue Wang

Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…

Machine Learning · Computer Science 2024-11-07 Erfan Hajihashemi , Yanning Shen

Predictions of the future state of the Earth's atmosphere suffer from the consequences of chaos: numerical weather forecast models quickly diverge from observations as uncertainty in the initial state is amplified by nonlinearity. One…

Mathematical Physics · Physics 2015-03-19 Ross M. Lieb-Lappen , Christopher M. Danforth

Accurate time series forecasting is critical for a wide range of problems with temporal data. Ensemble modeling is a well-established technique for leveraging multiple predictive models to increase accuracy and robustness, as the…

Machine Learning · Computer Science 2023-04-11 Dimitris Bertsimas , Leonard Boussioux

While numerical weather prediction (NWP) models are essential for forecasting thunderstorms hours in advance, NWP uncertainty, which increases with lead time, limits the predictability of thunderstorm occurrence. This study investigates how…

Atmospheric and Oceanic Physics · Physics 2025-02-20 Kianusch Vahid Yousefnia , Tobias Bölle , Christoph Metzl

Computer-generated forecasts divide the earth's surface into gridboxes, each now ~25% of the size of London, and predict one value per gridbox. If weather varies markedly within a gridbox forecasts for specific sites inevitably fail. A…

Atmospheric and Oceanic Physics · Physics 2022-07-26 Tim D. Hewson , Fatima M. Pillosu

Data-driven weather models have made rapid advances in recent years, reaching and in some metrics surpassing the large-scale forecast skill of operational numerical weather prediction. This progress, however, has been built almost entirely…

Atmospheric and Oceanic Physics · Physics 2026-05-07 Congyi Nai , Baoxiang Pan , Yuan Liang , Xi Chen

Multi-model ensemble analysis integrates information from multiple climate models into a unified projection. However, existing integration approaches based on model averaging can dilute fine-scale spatial information and incur bias from…

Applications · Statistics 2023-04-12 Trevor Harris , Bo Li , Ryan Sriver

Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…

Machine Learning · Computer Science 2025-11-20 Nathanael Bosch , Oleksandr Shchur , Nick Erickson , Michael Bohlke-Schneider , Caner Türkmen

Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…

Machine Learning · Computer Science 2024-02-16 Hannah M. Christensen , Salah Kouhen , Greta Miller , Raghul Parthipan

Six time series related to atmospheric phenomena are used as inputs for experiments offorecasting with singular spectrum analysis (SSA). Existing methods for SSA parametersselection are compared throughout their forecasting accuracy…

Computational Engineering, Finance, and Science · Computer Science 2024-03-26 Teodor Knapik , Adolphe Ratiarison , Hasina Razafindralambo

In the field of numerical weather prediction (NWP), the probabilistic distribution of the future state of the atmosphere is sampled with Monte-Carlo-like simulations, called ensembles. These ensembles have deficiencies (such as conditional…

Applications · Statistics 2020-05-08 Michaël Zamo , Liliane Bel , Olivier Mestre

This paper studies the application of ensembles composed of multi-output models for multi-step ahead forecasting problems. Dynamic ensembles have been commonly used for forecasting. However, these are typically designed for one-step-ahead…

Machine Learning · Statistics 2023-06-27 Vitor Cerqueira , Luis Torgo

Projections of future climate change rely heavily on climate models, and combining climate models through a multi-model ensemble is both more accurate than a single climate model and valuable for uncertainty quantification. However,…

Applications · Statistics 2020-02-27 Huang Huang , Dorit Hammerling , Bo Li , Richard Smith

The importance of accurately quantifying forecast uncertainty has motivated much recent research on probabilistic forecasting. In particular, a variety of deep learning approaches has been proposed, with forecast distributions obtained as…

Machine Learning · Statistics 2024-11-11 Benedikt Schulz , Lutz Köhler , Sebastian Lerch

The goal of this study was to improve the post-processing of precipitation forecasts using convolutional neural networks (CNNs). Instead of post-processing forecasts on a per-pixel basis, as is usually done when employing machine learning…

Machine Learning · Computer Science 2021-05-18 Bob de Ruiter

Forecast reconciliation is a post-forecasting process that involves transforming a set of incoherent forecasts into coherent forecasts which satisfy a given set of linear constraints for a multivariate time series. In this paper we extend…

Methodology · Statistics 2023-12-25 Daniele Girolimetto , George Athanasopoulos , Tommaso Di Fonzo , Rob J Hyndman

The prediction of solar flares is still a significant challenge in space weather research, with no techniques currently capable of producing reliable forecasts performing significantly above climatology. In this paper, we present a flare…

Solar and Stellar Astrophysics · Physics 2022-10-12 Christian Thibeault , Antoine Strugarek , Paul Charbonneau , Benoit Tremblay

The characteristics of influenza seasons varies substantially from year to year, posing challenges for public health preparation and response. Influenza forecasting is used to inform seasonal outbreak response, which can in turn potentially…

Applications · Statistics 2022-03-16 Nutcha Wattanachit , Evan L. Ray , Thomas C. McAndrew , Nicholas G. Reich

Physics parameterizations are often needed for numerical weather prediction (NWP) of precipitation forecast. This is mainly because the resolutions of most computational atmospheric models are not fine enough to explicitly resolve sub-grid…

Geophysics · Physics 2025-06-19 Khanh Hung Mai , Duc Le , Kazuo Saito , Tomizawa Futo , Yohei Sawada