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It is often reported in forecast combination literature that a simple average of candidate forecasts is more robust than sophisticated combining methods. This phenomenon is usually referred to as the "forecast combination puzzle". Motivated…

Methodology · Statistics 2015-05-05 Wei Qian , Craig A. Rolling , Gang Cheng , Yuhong Yang

This report first provides a brief overview of a number of supervised learning algorithms for regression tasks. Among those are neural networks, regression trees, and the recently introduced Nexting. Nexting has been presented in the…

Machine Learning · Computer Science 2019-03-19 Michael Koller , Johannes Feldmaier , Klaus Diepold

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that…

Machine Learning · Computer Science 2021-09-22 Rakshitha Godahewa , Kasun Bandara , Geoffrey I. Webb , Slawek Smyl , Christoph Bergmeir

Many processes of scientific and technological interest are characterized by time scales that render their simulation impossible if one uses present day simulation capabilities. To overcome this challenge a variety of enhanced simulation…

Statistical Mechanics · Physics 2019-02-26 Z. Faidon Brotzakis , Dan Mendels , Michele Parrinello

Accurate precipitation forecasting is a vital challenge of societal importance. Though data-driven approaches have emerged as a widely used solution, solely relying on data-driven approaches has limitations in modeling the underlying…

Machine Learning · Computer Science 2024-10-14 Yujin Tang , Jiaming Zhou , Xiang Pan , Zeying Gong , Junwei Liang

Artificial ensemble inflation is a common technique in ensemble data assimilation, whereby the ensemble covariance is periodically increased in order to prevent deviation of the ensemble from the observations and possible ensemble collapse.…

Data Analysis, Statistics and Probability · Physics 2018-10-17 Thomas Bellsky , Lewis Mitchell

Clustering ensemble is one of the most recent advances in unsupervised learning. It aims to combine the clustering results obtained using different algorithms or from different runs of the same clustering algorithm for the same data set,…

Machine Learning · Computer Science 2012-08-22 Ashraf Mohammed Iqbal , Abidalrahman Moh'd , Zahoor Khan

For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…

Applications · Statistics 2023-02-15 Florian Beiser , Håvard Heitlo Holm , Jo Eidsvik

Multilevel Monte Carlo can efficiently compute statistical estimates of discretized random variables, for a given error tolerance. Traditionally, only a certain statistic is computed from a particular implementation of multilevel Monte…

Methodology · Statistics 2017-08-02 Alastair Gregory , Colin Cotter

We introduce an ensemble learning post-processing methodology for probabilistic hydrological modelling. This methodology generates numerous point predictions by applying a single hydrological model, yet with different parameter values drawn…

Methodology · Statistics 2020-01-07 Georgia Papacharalampous , Demetris Koutsoyiannis , Alberto Montanari

Current postprocessing techniques often require separate models for each lead time and disregard possible inter-ensemble relationships by either correcting each member separately or by employing distributional approaches. In this work, we…

Climate models have become an important tool in the study of climate and climate change, and ensemble experiments consisting of multiple climate-model runs are used in studying and quantifying the uncertainty in climate-model output.…

Applications · Statistics 2011-04-15 Stephan R. Sain , Reinhard Furrer , Noel Cressie

For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…

Applications · Statistics 2022-08-08 Taylor R. Brown

Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as…

Atmospheric and Oceanic Physics · Physics 2020-11-16 Christian L. E. Franzke , Terence J. O'Kane , Judith Berner , Paul D. Williams , Valerio Lucarini

Daily streamflow forecasting through data-driven approaches is traditionally performed using a single machine learning algorithm. Existing applications are mostly restricted to examination of few case studies, not allowing accurate…

Machine Learning · Statistics 2021-03-24 Hristos Tyralis , Georgia Papacharalampous , Andreas Langousis

The future energy system will largely depend on volatile renewable energy sources and temperature-dependent loads, which makes the weather a central influencing factor. This article presents a novel approach for simulating weather scenarios…

Systems and Control · Electrical Eng. & Systems 2024-05-31 Jan Peper , David Kröger , Jonathan Kipp , Florian Ziel , Christian Rehtanz

This paper addresses the critical challenge of improving predictions of climate extreme events, specifically heat waves, using machine learning methods. Our work is framed as a classification problem in which we try to predict whether…

Machine Learning · Computer Science 2025-11-17 Julien Collard , Pierre Gentine , Tian Zheng

This chapter proposes and provides an in-depth discussion of a scalable solution for running ensemble simulation for solar energy production. Generating a forecast ensemble is computationally expensive. But with the help of Analog Ensemble,…

Computational Engineering, Finance, and Science · Computer Science 2022-01-19 Weiming Hu , Guido Cervone , Matteo Turilli , Andre Merzky , Shantenu Jha

Weather forecasting remains a crucial yet challenging domain, where recently developed models based on deep learning (DL) have approached the performance of traditional numerical weather prediction (NWP) models. However, these DL models,…

Atmospheric and Oceanic Physics · Physics 2024-02-13 Zhanxiang Hua , Yutong He , Chengqian Ma , Alexandra Anderson-Frey

Space weather indices are used commonly to drive forecasts of thermosphere density, which directly affects objects in low-Earth orbit (LEO) through atmospheric drag. One of the most commonly used space weather proxies, $F_{10.7 cm}$,…

Space Physics · Physics 2023-06-06 Joshua D. Daniell , Piyush M. Mehta