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The reliable estimation of forecast uncertainties is crucial for risk-sensitive optimal decision making. In this paper, we propose implicit generative ensemble post-processing, a novel framework for multivariate probabilistic electricity…

Applications · Statistics 2020-11-16 Tim Janke , Florian Steinke

Despite the widespread utilization of Gaussian process models for versatile nonparametric modeling, they exhibit limitations in effectively capturing abrupt changes in function smoothness and accommodating relationships with heteroscedastic…

Machine Learning · Statistics 2023-09-01 Taehee Lee , Jun S. Liu

In the last decades wind power became the second largest energy source in the EU covering 16% of its electricity demand. However, due to its volatility, accurate short range wind power predictions are required for successful integration of…

Applications · Statistics 2022-06-22 Sándor Baran , Ágnes Baran

Traditionally, weather predictions are performed with the help of large complex models of physics, which utilize different atmospheric conditions over a long period of time. These conditions are often unstable because of perturbations of…

Machine Learning · Computer Science 2020-08-26 A H M Jakaria , Md Mosharaf Hossain , Mohammad Ashiqur Rahman

Accurate weather forecasting is critical for science and society. Yet, existing methods have not managed to simultaneously have the properties of high accuracy, low uncertainty, and high computational efficiency. On one hand, to quantify…

Machine Learning · Computer Science 2025-05-06 Jimeng Shi , Bowen Jin , Jiawei Han , Sundararaman Gopalakrishnan , Giri Narasimhan

A specific implementation of Bayesian model averaging has recently been suggested as a method for the calibration of ensemble temperature forecasts. We point out the similarities between this new approach and an earlier method known as…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Stephen Jewson

Understanding extreme events and their probability is key for the study of climate change impacts, risk assessment, adaptation, and the protection of living beings. Forecasting the occurrence probability of extreme heatwaves is a primary…

Atmospheric and Oceanic Physics · Physics 2023-02-21 George Miloshevich , Bastien Cozian , Patrice Abry , Pierre Borgnat , Freddy Bouchet

Reliable probabilistic production forecasts are required to better manage the uncertainty that the rapid build-out of wind power capacity adds to future energy systems. In this article, we consider sequential methods to correct errors in…

We present the first application of spectral nudging in a probabilistic ensemble forecasting framework, combining the physics-based ECMWF Integrated Forecasting System ensemble (IFS-ENS) with forecasts from the probabilistic machine-learned…

Atmospheric and Oceanic Physics · Physics 2026-03-09 Inna Polichtchouk , Simon Lang , Sarah-Jane Lock , Michael Maier-Gerber , Peter Dueben

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

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

Recent advancements in evaluating matrix-exponential functions have opened the doors to the practical use of exponential time-integration methods in numerical weather prediction (NWP). The success of exponential methods in shallow water…

Fluid Dynamics · Physics 2023-09-19 Greg Rainwater , Kevin C. Viner , P. Alex Reinecke

In recent years, machine learning has established itself as a powerful tool for high-resolution weather forecasting. While most current machine learning models focus on deterministic forecasts, accurately capturing the uncertainty in the…

Machine Learning · Computer Science 2024-10-29 Joel Oskarsson , Tomas Landelius , Marc Peter Deisenroth , Fredrik Lindsten

Accurate and reliable probabilistic forecasts of hydrological quantities like runoff or water level are beneficial to various areas of society. Probabilistic state-of-the-art hydrological ensemble prediction models are usually driven with…

Applications · Statistics 2020-01-17 Sándor Baran , Stephan Hemri , Mehrez El Ayari

Numerical weather prediction (NWP) and machine learning (ML) methods are popular for solar forecasting. However, NWP models have multiple possible physical parameterizations, which requires site-specific NWP optimization. This is further…

Machine Learning · Computer Science 2021-12-10 Nigel Yuan Yun Ng , Harish Gopalan , Venugopalan S. G. Raghavan , Chin Chun Ooi

Since the weather is chaotic, forecasts aim to predict the distribution of future states rather than make a single prediction. Recently, multiple data driven weather models have emerged claiming breakthroughs in skill. However, these have…

Accurate marine wind forecasts are essential for safe navigation, ship routing, and energy operations, yet they remain challenging because observations over the ocean are sparse, heterogeneous, and temporally variable. We reformulate wind…

Machine Learning · Computer Science 2025-12-04 Matteo Peduto , Qidong Yang , Jonathan Giezendanner , Devis Tuia , Sherrie Wang

This study suggests a stochastic model for time series of daily-zonal (circumpolar) mean stratospheric temperature at a given pressure level. It can be seen as an extension of previous studies which have developed stochastic models for…

We propose a method for post-processing an ensemble of multivariate forecasts in order to obtain a joint predictive distribution of weather. Our method utilizes existing univariate post-processing techniques, in this case ensemble Bayesian…

Applications · Statistics 2015-10-28 Annette Möller , Alex Lenkoski , Thordis L. Thorarinsdottir

Seamless forecasts are based on a combination of different sources to produce the best possible forecasts. Statistical multimodel postprocessing helps to combine various sources to achieve these seamless forecasts. However, when one of the…

Methodology · Statistics 2024-10-17 Markus Dabernig , Aitor Atencia