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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…
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…
(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…
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.
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…
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,…
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…
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,…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…