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We describe here a new algorithm to model the water contents of the atmosphere from GNSS slant wet delays relative to a single receiver. We first make the assumption that the water vapor contents are mainly governed by a scale height…

Atmospheric and Oceanic Physics · Physics 2021-02-04 Jean-Pierre Barriot , Jonathan Serafini , Lydie Sichoix

Traditional geostatistical methods assume independence between observation locations and the spatial process of interest. Violations of this independence assumption are referred to as preferential sampling (PS). Standard methods to address…

Methodology · Statistics 2026-05-26 Thomas W. Hsiao , Lance A. Waller

(Abridged) This thesis presents long-term timing results on 20 millisecond pulsars (MSPs). It has been predicted that such timing may detect gravitational waves (GWs) - a major (but untested) prediction of general relativity. Our results…

Astrophysics of Galaxies · Physics 2009-06-24 Joris P. W. Verbiest

Exponential smoothers are a simple and memory efficient way to compute running averages of time series. Here we define and describe practical properties of exponential smoothers for signals observed at constant and variable intervals.

Machine Learning · Statistics 2015-02-13 Javier R. Movellan

In Smyl et al. [Local and global trend Bayesian exponential smoothing models. International Journal of Forecasting, 2024.], a generalised exponential smoothing model was proposed that is able to capture strong trends and volatility in time…

Machine Learning · Computer Science 2024-07-02 Xueying Long , Daniel F. Schmidt , Christoph Bergmeir , Slawek Smyl

Particle tracking velocimetry (PTV) is widely used to measure time-resolved, three-dimensional velocity and pressure fields in fluid dynamics research. Inaccurate localization and tracking of particles is a key source of error in PTV,…

Fluid Dynamics · Physics 2026-03-31 Ke Zhou , Jiaqi Li , Jiarong Hong , Samuel J. Grauer

Simple exponential smoothing is widely used in forecasting economic time series. This is because it is quick to compute and it generally delivers accurate forecasts. On the other hand, its multivariate version has received little attention…

Computation · Statistics 2021-03-17 Federico Poloni , Giacomo Sbrana

Gaussian Processes (GPs) are a class of kernel methods that have shown to be very useful in geoscience applications. They are widely used because they are simple, flexible and provide very accurate estimates for nonlinear problems,…

Machine Learning · Statistics 2020-12-10 Juan Emmanuel Johnson , Valero Laparra , Gustau Camps-Valls

This paper introduces pixel-wise prediction based visual odometry (PWVO), which is a dense prediction task that evaluates the values of translation and rotation for every pixel in its input observations. PWVO employs uncertainty estimation…

Computer Vision and Pattern Recognition · Computer Science 2022-08-19 Hao-Wei Chen , Ting-Hsuan Liao , Hsuan-Kung Yang , Chun-Yi Lee

We introduce a novel Bayesian framework for estimating time-varying volatility by extending the Random Walk Stochastic Volatility (RWSV) model with Dynamic Shrinkage Processes (DSP) in log-variances. Unlike the classical Stochastic…

Methodology · Statistics 2025-12-25 Jason B. Cho , David S. Matteson

Accurate and reliable prediction of Photovoltaic (PV) power output is critical to electricity grid stability and power dispatching capabilities. However, Photovoltaic (PV) power generation is highly volatile and unstable due to different…

Machine Learning · Computer Science 2022-10-04 Sarah Almaghrabi , Mashud Rana , Margaret Hamilton , Mohammad Saiedur Rahaman

Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…

An exponentially weighted moving model (EWMM) for a vector time series fits a new data model each time period, based on an exponentially fading loss function on past observed data. The well known and widely used exponentially weighted…

Computation · Statistics 2024-04-25 Eric Luxenberg , Stephen Boyd

Accurate high-resolution spatial and temporal wind speed data is critical for estimating the wind energy potential of a location. For real-time wind speed prediction, statistical models typically depend on high-quality (near) real-time data…

Applications · Statistics 2026-02-24 Eamonn Organ , Maeve Upton , Denis Allard , Lionel Benoit , James Sweeney

Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple,…

Machine Learning · Computer Science 2020-05-21 J. Emmanuel Johnson , Valero Laparra , Gustau Camps-Valls

Probabilistic forecasts of wind speed are important for a wide range of applications, ranging from operational decision making in connection with wind power generation to storm warnings, ship routing and aviation. We present a statistical…

Applications · Statistics 2016-08-06 Michael Scheuerer , David Möller

Numerical Weather Prediction (NWP), is widely used in precipitation forecasting, based on complex equations of atmospheric motion requires supercomputers to infer the state of the atmosphere. Due to the complexity of the task and the huge…

Signal Processing · Electrical Eng. & Systems 2020-01-10 Xinyu Xiao , Qiuming Kuang , Shiming Xiang , Junnan Hu , Chunhong Pan

The Thirty Meter Telescope (TMT) and the European Extremely Large Telescope (E-ELT) site testing teams have recently finalized their site testing studies. Since atmospheric water vapor is the dominant source of absorption and increased…

Instrumentation and Methods for Astrophysics · Physics 2011-03-17 Angel C. Otarola , Richard Querel , Florian Kerber

Groundwater level prediction is an applied time series forecasting task with important social impacts to optimize water management as well as preventing some natural disasters: for instance, floods or severe droughts. Machine learning…

Machine Learning · Computer Science 2022-09-29 Michael Franklin Mbouopda , Thomas Guyet , Nicolas Labroche , Abel Henriot

Modeling molecular absorption by Earth's atmosphere is important for a wide range of astronomical observations, including broadband NIR photometry and high-resolution NIR spectroscopy. Using a line-by-line radiative transfer approach, we…

Instrumentation and Methods for Astrophysics · Physics 2015-05-30 Cullen H. Blake , Margaret M. Shaw