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Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

A leading goal for climate science and weather risk management is to accurately model both the physics and statistics of extreme events. These two goals are fundamentally at odds: the higher a computational model's resolution, the more…

Atmospheric and Oceanic Physics · Physics 2024-02-06 Justin Finkel , Paul A. O'Gorman

The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying…

Machine Learning · Computer Science 2023-01-31 William Gilpin

Accurate projections of wind energy potential under climate change are critical for effective long-term energy planning. While previous studies have highlighted the value of multi-model ensembles, they often fall short in capturing the full…

Atmospheric and Oceanic Physics · Physics 2025-06-02 Andrea Lira-Loarca , Francesco Ferrari , Andrea Mazzino

The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…

Machine Learning · Statistics 2021-04-06 Vitor Cerqueira , Luis Torgo , Carlos Soares , Albert Bifet

Teleconnections between the tropical and the extratropical climates are often considered as a potential source of long-term predictability at seasonal to decadal time scales in the extratropics. This claim is taken up in the present work by…

Atmospheric and Oceanic Physics · Physics 2023-10-17 Stephane Vannitsem

The cost of the impacts of climate change have already proven to be larger than previously believed. Understanding the costs and benefits of adapting to the changing climate is necessary to make targeted and appropriate investment…

General Economics · Economics 2024-11-27 Anna Josephson , Rodrigo Guerra Su , Greg Collins , Katharine Jacobs

The chaotic nature of fluid flow and the uncertainties in initial conditions limit predictability. Small errors that occur in the initial condition can grow exponentially until they saturate at $\mathcal{O}$(1). Ensemble forecasting…

Numerical Analysis · Mathematics 2024-07-16 Rui Fang

Low-order climate models can play an important role in understanding low-frequency variability in the atmospheric circulation and how forcing consistent with anthropogenic climate change may affect this variability. Here, we study a…

Geophysics · Physics 2025-02-04 Bernardo Maraldi , Henk Dijkstra , Michael Ghil

Global climate models aim to reproduce physical processes on a global scale and predict quantities such as temperature given some forcing inputs. We consider climate ensembles made of collections of such runs with different initial…

Applications · Statistics 2013-12-02 Stefano Castruccio , Michael L. Stein

Driven by the increasing frequency and intensity of natural disasters and chronic climate threats, we investigate the impact of physical climate risk on global equity portfolios. By employing a panel regression analysis on sectoral returns,…

Portfolio Management · Quantitative Finance 2026-04-14 Michele Azzone , Carlo Bechi , Gabriele Sbaiz

Uncertainty in return level estimates for rare events, like the intensity of large rainfall events, makes it difficult to develop strategies to mitigate related hazards, like flooding. Latent spatial extremes models reduce uncertainty by…

Applications · Statistics 2018-12-27 Joshua Hewitt , Miranda J. Fix , Jennifer A. Hoeting , Daniel S. Cooley

Initially this paper reviews the mathematical issues surrounding the hydrostatic (HPE) and non-hydrostatic (NPE) primitive equations that have been used extensively in numerical weather prediction and climate modelling. Cao and Titi (2005,…

Chaotic Dynamics · Physics 2010-05-04 J. D. Gibbon , Darryl D. Holm

In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can…

Applications · Statistics 2024-04-23 C. J. R. Murphy-Barltrop , J. L. Wadsworth

This paper represents the first effort to quantify uncertainty in carbon intensity forecasting for datacenter decarbonization. We identify and analyze two types of uncertainty -- temporal and spatial -- and discuss their system…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-27 Amy Li , Sihang Liu , Yi Ding

Precipitation extremes intensify in most regions in climate-model projections. Changes in vertical velocities contribute to the changes in intensity of precipitation extremes but remain poorly understood. Here, we find that mid-tropospheric…

Atmospheric and Oceanic Physics · Physics 2020-09-16 Ziwei Li , Paul O'Gorman

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…

Machine Learning · Statistics 2019-07-04 Shunya Okuno , Kazuyuki Aihara , Yoshito Hirata

Sites for next-generation telescopes are chosen decades before the first light of a telescope. Site selection is usually based on recent measurements over a period that is too short to account for long-term changes in observing conditions…

Instrumentation and Methods for Astrophysics · Physics 2022-09-28 C. Haslebacher , M. -E. Demory , B. -O. Demory , M. Sarazin , P. L. Vidale

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

Ice storms are extreme weather events that can have devastating implications for the sustainability of natural ecosystems as well as man made infrastructure. Ice storms are caused by a complex mix of atmospheric conditions and are among the…

Atmospheric and Oceanic Physics · Physics 2018-05-15 Ranjini Swaminathan , Mohan Sridharan , Katharine Hayhoe
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