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Accurate and reliable probabilistic forecasts of hydrological quantities like runoff or water level are beneficial to various areas of society. Probabilistic state-of-the-art hydrological ensemble prediction models are usually driven with…

Applications · Statistics 2020-01-17 Sándor Baran , Stephan Hemri , Mehrez El Ayari

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

The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy…

We develop a spatio-temporal model to forecast sensor output at five locations in North East England. The signal is described using coupled dynamic linear models, with spatial effects specified by a Gaussian process. Data streams are…

Applications · Statistics 2018-06-15 Yingying Lai , Andrew Golightly , Richard Boys

This study investigates how conditional normalizing flows can be applied to remote sensing data products in climate science for spatio-temporal prediction. The method is chosen due to its desired properties such as exact likelihood…

Machine Learning · Computer Science 2024-06-03 Christina Winkler , David Rolnick

Spatio-temporal data and processes are prevalent across a wide variety of scientific disciplines. These processes are often characterized by nonlinear time dynamics that include interactions across multiple scales of spatial and temporal…

Machine Learning · Statistics 2017-08-18 Patrick L. McDermott , Christopher K. Wikle

Many applications require the ability to judge uncertainty of time-series forecasts. Uncertainty is often specified as point-wise error bars around a mean or median forecast. Due to temporal dependencies, such a method obscures some…

Machine Learning · Statistics 2012-11-14 Sriharsha Veeramachaneni

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Machine Learning · Statistics 2020-12-23 Federico Amato , Fabian Guignard , Sylvain Robert , Mikhail Kanevski

We present a framework for modeling multi-scale processes, and study its performance in the context of streamflow forecasting in hydrology. Specifically, we propose a novel hierarchical recurrent neural architecture that factorizes the…

We address the problem of predicting spatio-temporal processes with temporal patterns that vary across spatial regions, when data is obtained as a stream. That is, when the training dataset is augmented sequentially. Specifically, we…

Machine Learning · Statistics 2018-06-25 Muhammad Osama , Dave Zachariah , Thomas B. Schön

Spatial-temporal forecasting plays an important role in many real-world applications, such as traffic forecasting, air pollutant forecasting, crowd-flow forecasting, and so on. State-of-the-art spatial-temporal forecasting models take…

Machine Learning · Computer Science 2024-01-22 Xinyu Su , Jianzhong Qi , Egemen Tanin , Yanchuan Chang , Majid Sarvi

In economics we often face a system, which intrinsically imposes a structure of hierarchy of its components, i.e., in modelling trade accounts related to foreign exchange or in optimization of regional air protection policy. A problem of…

Econometrics · Economics 2018-04-04 Daniel Kosiorowski , Dominik Mielczarek , Jerzy. P. Rydlewski

Process analytics is an umbrella of data-driven techniques which includes making predictions for individual process instances or overall process models. At the instance level, various novel techniques have been recently devised, tackling…

Machine Learning · Computer Science 2021-07-29 Johannes De Smedt , Anton Yeshchenko , Artem Polyvyanyy , Jochen De Weerdt , Jan Mendling

Streamflow, as a natural phenomenon, is continuous in time and so are the meteorological variables which influence its variability. In practice, it can be of interest to forecast the whole flow curve instead of points (daily or hourly). To…

Applications · Statistics 2016-10-20 Pierre Masselot , Sophie Dabo-Niang , Fateh Chebana , Taha B. M. J. Ouarda

We propose a novel approach to the problem of clustering hierarchically aggregated time-series data, which has remained an understudied problem though it has several commercial applications. We first group time series at each aggregated…

Machine Learning · Computer Science 2022-05-30 Xing Han , Tongzheng Ren , Jing Hu , Joydeep Ghosh , Nhat Ho

Bayesian methods are increasingly being applied to parameterize mechanistic process models used in environmental prediction and forecasting. In particular, models describing ecosystem dynamics with multiple states that are linear and…

Applications · Statistics 2021-10-19 John W. Smith , Leah R. Johnson , Robert Q. Thomas

One of the challenges in model-based control of stochastic dynamical systems is that the state transition dynamics are involved, and it is not easy or efficient to make good-quality predictions of the states. Moreover, there are not many…

Machine Learning · Computer Science 2018-08-02 Behnoosh Parsa , Keshav Rajasekaran , Franziska Meier , Ashis G. Banerjee

AI-based methods have revolutionized atmospheric forecasting, with recent successes in medium-range forecasting spurring the development of climate foundation models. Accurate modeling of complex atmospheric dynamics at high spatial…

Machine Learning · Computer Science 2025-07-09 Deifilia Kieckhefen , Markus Götz , Lars H. Heyen , Achim Streit , Charlotte Debus

A functional time series approach is proposed for investigating spatial correlation in daily maximum temperature forecast errors for 111 cities spread across the U.S. The modelling of spatial correlation is most fruitful for longer forecast…

Methodology · Statistics 2021-11-23 Phillip A. Jang , David S. Matteson

A deterministic multiscale toy model is studied in which a chaotic fast subsystem triggers rare transitions between slow regimes, akin to weather or climate regimes. Using homogenization techniques, a reduced stochastic parametrization…

Data Analysis, Statistics and Probability · Physics 2012-04-11 Lewis Mitchell , Georg A. Gottwald
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