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Many organizations face critical decisions that rely on forecasts of binary events. In these situations, organizations often gather forecasts from multiple experts or models and average those forecasts to produce a single aggregate…

The growing integration of power electronic-based technologies has increased the necessity of power quality (PQ) monitoring in transmission systems. Although large datasets are collected by operators, their use is typically limited to…

Signal Processing · Electrical Eng. & Systems 2026-03-04 Max Domagk , Peter Feistel , Jan Meyer , Marco Lindner , Jako Kilter

Forecast ensembles are typically employed to account for prediction uncertainties in numerical weather prediction models. However, ensembles often exhibit biases and dispersion errors, thus they require statistical post-processing to…

Applications · Statistics 2017-03-09 Sándor Baran , Annette Möller

``Extended Ensemble Monte Carlo''is a generic term that indicates a set of algorithms which are now popular in a variety of fields in physics and statistical information processing. Exchange Monte Carlo (Metropolis-Coupled Chain, Parallel…

Disordered Systems and Neural Networks · Physics 2009-10-31 Yukito Iba

We provide a comprehensive examination of the predictive performance of panel forecasting methods based on individual, pooling, fixed effects, and empirical Bayes estimation, and propose optimal weights for forecast combination schemes. We…

Econometrics · Economics 2026-01-30 M. Hashem Pesaran , Andreas Pick , Allan Timmermann

Ensemble models refer to methods that combine a typically large number of classifiers into a compound prediction. The output of an ensemble method is the result of fitting a base-learning algorithm to a given data set, and obtaining diverse…

Machine Learning · Statistics 2019-06-10 Waldyn Martinez

Climate predictions are only meaningful if the associated uncertainty is reliably estimated. A standard practice for providing climate projections is to use an ensemble of projections. The ensemble mean serves as the projection while the…

Atmospheric and Oceanic Physics · Physics 2019-04-16 Ehud Strobach , Golan Bel

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

Statistical post-processing of global ensemble weather forecasts is revisited by leveraging recent developments in machine learning. Verification of past forecasts is exploited to learn systematic deficiencies of numerical weather…

Atmospheric and Oceanic Physics · Physics 2023-10-23 Zied Ben-Bouallegue , Jonathan A Weyn , Mariana C A Clare , Jesper Dramsch , Peter Dueben , Matthew Chantry

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

Regional high-resolution climate projections are crucial for many applications, such as agriculture, hydrology, and natural hazard risk assessment. Dynamical downscaling, the state-of-the-art method to produce localized future climate…

Atmospheric and Oceanic Physics · Physics 2024-10-03 Ignacio Lopez-Gomez , Zhong Yi Wan , Leonardo Zepeda-Núñez , Tapio Schneider , John Anderson , Fei Sha

Currently all major meteorological centres generate ensemble forecasts using their operational ensemble prediction systems; however, it is a general problem that the spread of the ensemble is too small, resulting in underdispersive…

Applications · Statistics 2020-11-23 Mailiu Díaz , Orietta Nicolis , Julio César Marín , Sándor Baran

Decomposing prediction uncertainty into aleatoric (irreducible) and epistemic (reducible) components is critical for the reliable deployment of machine learning systems. While the mutual information between the response variable and model…

Machine Learning · Statistics 2026-02-10 Anchit Jain , Stephen Bates

Uncertainty in the prediction of future weather is commonly assessed through the use of forecast ensembles that employ a numerical weather prediction model in distinct variants. Statistical postprocessing can correct for biases in the…

Applications · Statistics 2016-06-16 Annette Möller , Thordis L. Thorarinsdottir , Alex Lenkoski , Tilmann Gneiting

Ensemble forecasting of nonlinear systems involves the use of a model to run forward a discrete ensemble (or set) of initial states. Data assimilation techniques tend to focus on estimating the true state of the system, even though model…

Chaotic Dynamics · Physics 2012-07-19 Reason L. Machete , Irene M. Moroz

It has been documented that Spread-Error equality and a flat rank histogram are necessary but insufficient for demonstrating ensemble forecast reliability. Nevertheless, these metrics are heavily relied upon, both in the literature and at…

Atmospheric and Oceanic Physics · Physics 2026-03-30 Arlan Dirkson , Mark Buehner

Power systems face increasing challenges in maintaining resource adequacy due to lower operating margins, rising renewable energy uncertainty, and demand variability. Forecasting the probability distribution of peak demand on shorter…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Buyi Yu , Wenyuan Tang

Reliable forecasts of quasi-stationary, recurrent, and persistent large-scale atmospheric circulation patterns (weather regimes) are crucial for various socio-economic sectors. Despite steady progress, probabilistic weather regime…

Atmospheric and Oceanic Physics · Physics 2024-04-03 Fabian Mockert , Christian M. Grams , Sebastian Lerch , Marisol Osman , Julian Quinting

Motion forecasting has become an increasingly critical component of autonomous robotic systems. Onboard compute budgets typically limit the accuracy of real-time systems. In this work we propose methods of improving motion forecasting…

Robotics · Computer Science 2024-05-15 Scott Ettinger , Kratarth Goel , Avikalp Srivastava , Rami Al-Rfou

Weather forecasting is fundamentally challenged by the chaotic nature of the atmosphere, necessitating probabilistic approaches to quantify uncertainty. While traditional ensemble prediction (EPS) addresses this through computationally…

Machine Learning · Computer Science 2025-11-19 Xinlei Xiong , Wenbo Hu , Shuxun Zhou , Kaifeng Bi , Lingxi Xie , Ying Liu , Richang Hong , Qi Tian
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