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Probabilistic forecasts in the form of ensemble of scenarios are required for complex decision making processes. Ensemble forecasting systems provide such products but the spatio-temporal structures of the forecast uncertainty is lost when…

Applications · Statistics 2016-12-21 Zied Ben Bouallegue , Tobias Heppelmann , Susanne E. Theis , Pierre Pinson

This study aims to improve the spatial representation of uncertainties when regressing surface wind speeds from large-scale atmospheric predictors for sub-seasonal forecasting. Sub-seasonal forecasting often relies on large-scale…

Machine Learning · Computer Science 2025-10-21 Ganglin Tian , Anastase Alexandre Charantonis , Camille Le Coz , Alexis Tantet , Riwal Plougonven

Ensemble learning is traditionally justified as a variance-reduction strategy, explaining its strong performance for unstable predictors such as decision trees. This explanation, however, does not account for ensembles constructed from…

Machine Learning · Statistics 2025-12-30 Ernest Fokoué

State-of-the-art weather forecasts usually rely on ensemble prediction systems, accounting for the different sources of uncertainty. As ensembles are typically uncalibrated, they should get statistically postprocessed. Several multivariate…

Methodology · Statistics 2016-09-21 Roman Schefzik

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

Accumulated precipitation forecasts are of high socioeconomic importance for agriculturally dominated societies in northern tropical Africa. In this study, we analyze the performance of nine operational global ensemble prediction systems…

Applications · Statistics 2017-08-16 Peter Vogel , Peter Knippertz , Andreas H. Fink , Andreas Schlueter , Tilmann Gneiting

Long-range ensemble forecasts are typically verified as anomalies with respect to a lead-time dependent climatological mean to remove the influence of systematic biases. However, common methods for calculating anomalies result in…

Atmospheric and Oceanic Physics · Physics 2025-06-11 Christopher D. Roberts , Martin Leutbecher

Machine learning-based weather forecasting models now surpass state-of-the-art numerical weather prediction systems, but training and operating these models at high spatial resolution remains computationally expensive. We present a modular…

Machine Learning · Computer Science 2026-04-02 Aymeric Delefosse , Anastase Charantonis , Dominique Béréziat

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

Video prediction is a pixel-wise dense prediction task to infer future frames based on past frames. Missing appearance details and motion blur are still two major problems for current predictive models, which lead to image distortion and…

Computer Vision and Pattern Recognition · Computer Science 2020-05-25 Beibei Jin , Yu Hu , Qiankun Tang , Jingyu Niu , Zhiping Shi , Yinhe Han , Xiaowei Li

Weather forecasts are typically given in the form of forecast ensembles obtained from multiple runs of numerical weather prediction models with varying initial conditions and physics parameterizations. Such ensemble predictions tend to be…

Applications · Statistics 2017-01-13 Sebastian Lerch , Sandor Baran

Accurate weather forecasting is essential for socioeconomic activities. While data-driven forecasting demonstrates superior predictive capabilities over traditional Numerical Weather Prediction (NWP) with reduced computational demands, its…

Atmospheric and Oceanic Physics · Physics 2024-12-12 Congyi Nai , Xi Chen , Shangshang Yang , Yuan Liang , Ziniu Xiao , Baoxiang Pan

To address the uncertainty in outputs of numerical weather prediction (NWP) models, ensembles of forecasts are used. To obtain such an ensemble of forecasts the NWP model is run multiple times, each time with different formulations and/or…

Applications · Statistics 2016-05-25 Annette Möller , Jürgen Groß

A new index for high-impact weather forecasting is introduced and assessed in comparison with the well-established extreme forecast index (EFI). Two other ensemble summary statistics are also included in this comparison study: the…

Applications · Statistics 2023-12-05 Zied Ben-Bouallegue

Inspired by the key principle behind the EM algorithm, we propose a general methodology for conducting wavelet estimation with irregularly-spaced data by viewing the data as the observed portion of an augmented regularly-spaced data set. We…

Statistics Theory · Mathematics 2007-06-13 Thomas C. M. Lee , Xiao-Li Meng

Ensemble weather forecasts enable a measure of uncertainty to be attached to each forecast, by computing the ensemble's spread. However, generating an ensemble with a good spread-error relationship is far from trivial, and a wide range of…

Atmospheric and Oceanic Physics · Physics 2021-01-05 Sebastian Scher , Gabriele Messori

Since the start of the operational use of ensemble prediction systems, ensemble-based probabilistic forecasting has become the most advanced approach in weather prediction. However, despite the persistent development of the last three…

Applications · Statistics 2024-11-05 Sándor Baran , Mária Lakatos

This study introduces a framework for the forecasting, reconstruction and feature engineering of multivariate processes along with its renewable energy applications. We integrate derivative-free optimization with an ensemble of…

Machine Learning · Computer Science 2020-03-03 Mohammad Pirhooshyaran , Katya Scheinberg , Lawrence V. Snyder

The computational cost as well as the probabilistic skill of ensemble forecasts depends on the spatial resolution of the numerical weather prediction model and the ensemble size. Periodically, e.g. when more computational resources become…

Applications · Statistics 2020-01-17 Sándor Baran , Martin Leutbecher , Marianna Szabó , Zied Ben Bouallègue

Recently, all major weather centres issue ensemble forecasts which even covering the same domain differ both in the ensemble size and spatial resolution. These two parameters highly determine both the forecast skill of the prediction and…

Applications · Statistics 2023-10-26 Marianna Szabó , Estíbaliz Gascón , Sándor Baran