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This study presents a novel generative modeling approach to rainfall-runoff modeling, focusing on the synthesis of realistic daily catchment runoff time series in response to catchment-averaged climate forcing. Unlike traditional…

Geophysics · Physics 2024-09-11 Yang Yang , Ting Fong May Chui

Time series forecasting uses historical data to predict future trends, leveraging the relationships between past observations and available features. In this paper, we propose RAFT, a retrieval-augmented time series forecasting method to…

Machine Learning · Computer Science 2025-05-08 Sungwon Han , Seungeon Lee , Meeyoung Cha , Sercan O Arik , Jinsung Yoon

Using a time series model to mimic an observed time series has a long history. However, with regard to this objective, conventional estimation methods for discrete-time dynamical models are frequently found to be wanting. In fact, they are…

Statistics Theory · Mathematics 2015-03-19 Yingcun Xia , Howell Tong

Multivariate time series forecasting with hierarchical structure is pervasive in real-world applications, demanding not only predicting each level of the hierarchy, but also reconciling all forecasts to ensure coherency, i.e., the forecasts…

Machine Learning · Computer Science 2025-03-04 Shiyu Wang , Fan Zhou , Yinbo Sun , Lintao Ma , James Zhang , Yangfei Zheng

This paper addresses a common problem with hierarchical time series. Time series analysis demands the series for a model to be the sum of multiple series at corresponding sub-levels. Hierarchical Time Series presents a two-fold problem.…

Applications · Statistics 2022-12-27 Seema Sangari , Xinyan Zhang

Computer simulators are often used as a substitute of complex real-life phenomena which are either expensive or infeasible to experiment with. This paper focuses on how to efficiently solve the inverse problem for an expensive to evaluate…

Methodology · Statistics 2022-11-03 Pritam Ranjan , Joseph Resch , Abhyuday Mandal

Precipitation data collected at sub-hourly resolution represents specific challenges for missing data recovery by being largely stochastic in nature and highly unbalanced in the duration of rain vs non-rain. Here we present a two-step…

The importance of accurate soil moisture data for the development of modern closed-loop irrigation systems cannot be overstated. Due to the diversity of soil, it is difficult to obtain an accurate model for agro-hydrological system. In this…

Applications · Statistics 2023-06-06 Zhuangyu Liu , Jinfeng Liu , Shunyi Zhao , Xiaoli Luan , Fei Liu

The calibration of a reservoir model with observed transient data of fluid pressures and rates is a key task in obtaining a predictive model of the flow and transport behaviour of the earth's subsurface. The model calibration task, commonly…

Machine Learning · Computer Science 2019-06-13 Lukas Mosser , Olivier Dubrule , Martin J. Blunt

In recent years, there has been growing interest in using Precipitable Water Vapor (PWV) derived from Global Positioning System (GPS) signal delays to predict rainfall. However, the occurrence of rainfall is dependent on a myriad of…

Atmospheric and Oceanic Physics · Physics 2020-01-08 Shilpa Manandhar , Soumyabrata Dev , Yee Hui Lee , Yu Song Meng , Stefan Winkler

To track rapid changes within our water sector, Global Water Models (GWMs) need to realistically represent hydrologic systems' response patterns - such as baseflow fraction - but are hindered by their limited ability to learn from data.…

Floods are one of the most common natural disasters, with a disproportionate impact in developing countries that often lack dense streamflow gauge networks. Accurate and timely warnings are critical for mitigating flood risks, but…

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

A novel framework for hierarchical forecast updating is presented, addressing a critical gap in the forecasting literature. By assuming a temporal hierarchy structure, the innovative approach extends hierarchical forecast reconciliation to…

Methodology · Statistics 2024-11-05 Lukas Neubauer , Peter Filzmoser

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Estimating the time lag between two hydrogeologic time series (e.g. precipitation and water levels in an aquifer) is of significance for a hydrogeologist-modeler. In this paper, we present a method to quantify such lags by adapting the…

Applications · Statistics 2017-02-07 Rahul John , Majnu John

Some time series can be hierarchically organized into levels based on certain characteristics, such as geography or other attributes of interest. These series are referred to as hierarchical time series. Typically, forecasts are generated…

Platform businesses operate on a digital core and their decision making requires high-dimensional accurate forecast streams at different levels of cross-sectional (e.g., geographical regions) and temporal aggregation (e.g., minutes to…

Econometrics · Economics 2024-06-03 Jeroen Rombouts , Marie Ternes , Ines Wilms

The accurate prediction of precipitation is important to allow for reliable warnings of flood or drought risk in a changing climate. However, to make trust-worthy predictions of precipitation, at a local scale, is one of the most difficult…

Computation · Statistics 2021-02-26 Sherman Lo , Peter Watson , Peter Dueben , Ritabrata Dutta

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn