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Ensemble forecasting is crucial for improving weather predictions, especially for forecasts of extreme events. Constructing an ensemble prediction system (EPS) based on conventional NWP models is highly computationally expensive. ML models…

Machine Learning · Computer Science 2024-08-12 Xiaohui Zhong , Lei Chen , Hao Li , Jun Liu , Xu Fan , Jie Feng , Kan Dai , Jing-Jia Luo , Jie Wu , Bo Lu

Accurate production forecasts are essential to continue facilitating the integration of renewable energy sources into the power grid. This paper illustrates how to obtain probabilistic day-ahead forecasts of wind power generation via…

Machine Learning · Computer Science 2026-02-16 Max Bruninx , Diederik van Binsbergen , Timothy Verstraeten , Ann Nowé , Jan Helsen

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

Accurate prediction of extreme weather events remains a major challenge for artificial intelligence-based weather prediction systems. While deterministic models such as FuXi, GraphCast, and SFNO have achieved competitive forecast skill…

Atmospheric and Oceanic Physics · Physics 2026-05-01 Rodrigo Almeida , Noelia Otero , Miguel-Ángel Fernández-Torres , Jackie Ma

In this paper, we outline the use of Mixture Models in density estimation of large astronomical databases. This method of density estimation has been known in Statistics for some time but has not been implemented because of the large…

Astrophysics · Physics 2007-05-23 A. J. Connolly , C. Genovese , A. W. Moore , R. C. Nichol , J. Schneider , L. Wasserman

We propose a novel adaptive Mixture-of-Experts (MoE) framework for time series forecasting that enhances expert specialization by incorporating expert-specific loss information directly into the training process. Notably, the overall…

Machine Learning · Statistics 2026-05-12 Btissame El Mahtout , Florian Ziel

Accurate precipitation forecasting is indispensable in agriculture, disaster management, and sustainable strategies. However, predicting rainfall has been challenging due to the complexity of climate systems and the heterogeneous nature of…

Artificial Intelligence · Computer Science 2025-09-16 Chen Jiang , Kofi Osei , Sai Deepthi Yeddula , Dongji Feng , Wei-Shinn Ku

This work provides an efficient sampling method for the covariance matrix adaptation evolution strategy (CMA-ES) in large-scale settings. In contract to the Gaussian sampling in CMA-ES, the proposed method generates mutation vectors from a…

Neural and Evolutionary Computing · Computer Science 2022-03-25 Xiaoyu He , Zibin Zheng , Yuren Zhou

Ensemble Kalman methods were initially developed to solve nonlinear data assimilation problems in oceanography, but are now popular in applications far beyond their original use cases. Of particular interest is climate model calibration. As…

Data Analysis, Statistics and Probability · Physics 2025-11-21 Rebecca Gjini , Matthias Morzfeld , Oliver R. A. Dunbar , Tapio Schneider

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

We consider the combination of value-at-risk (VaR) and expected shortfall (ES) forecasts when a large pool of candidate forecasts is available. Given the limited literature in this area, we implement a variety of new combining methods. In…

Risk Management · Quantitative Finance 2026-05-15 James W. Taylor , Chao Wang

The problem of combining individual forecasters to produce a forecaster with improved performance is considered. The connections between probability elicitation and classification are used to pose the combining forecaster problem as that of…

Methodology · Statistics 2017-07-11 Hamed Masnadi-Shirazi

We present a method for calibrating the Ensemble of Exemplar SVMs model. Unlike the standard approach, which calibrates each SVM independently, our method optimizes their joint performance as an ensemble. We formulate joint calibration as a…

Computer Vision and Pattern Recognition · Computer Science 2015-04-27 Davide Modolo , Alexander Vezhnevets , Olga Russakovsky , Vittorio Ferrari

Flash flooding is a significant societal problem, but related precipitation forecasts are often poor. To address this, one can try to use output from convection-parametrising (global) ensembles, post-processed to forecast at point-scale, or…

Atmospheric and Oceanic Physics · Physics 2023-01-12 Estíbaliz Gascón , Andrea Montani , Tim D. Hewson

In recent years, machine learning has established itself as a powerful tool for high-resolution weather forecasting. While most current machine learning models focus on deterministic forecasts, accurately capturing the uncertainty in the…

Machine Learning · Computer Science 2024-10-29 Joel Oskarsson , Tomas Landelius , Marc Peter Deisenroth , Fredrik Lindsten

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

Earth System Models (ESMs) are the state of the art for projecting the effects of climate change. However, longstanding uncertainties in their ability to simulate regional and local precipitation extremes and related processes inhibit…

Applications · Statistics 2017-07-20 Evan Kodra , Singdhansu Chatterjee , Stone Chen , Auroop R. Ganguly

Optimal implementation and monitoring of wind energy generation hinge on reliable power modeling that is vital for understanding turbine control, farm operational optimization, and grid load balance. Based on the idea of similar wind…

Machine Learning · Computer Science 2022-04-05 Hao Chen

Ensemble forecasts of weather and climate are subject to systematic biases in the ensemble mean and variance, leading to inaccurate estimates of the forecast mean and variance. To address these biases, ensemble forecasts are post-processed…

Applications · Statistics 2016-05-25 Stefan Siegert , Philip G. Sansom , Robin Williams

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