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Ensemble prediction systems are an invaluable tool for weather forecasting. Practically, ensemble predictions are obtained by running several perturbations of the deterministic control forecast. However, ensemble prediction is associated…

Machine Learning · Computer Science 2023-02-22 Rüdiger Brecht , Alex Bihlo

Ensemble data from Earth system models has to be calibrated and post-processed. I propose a novel member-by-member post-processing approach with neural networks. I bridge ideas from ensemble data assimilation with self-attention, resulting…

Machine Learning · Computer Science 2021-07-13 Tobias Sebastian Finn

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

Statistical postprocessing is used to translate ensembles of raw numerical weather forecasts into reliable probabilistic forecast distributions. In this study, we examine the use of permutation-invariant neural networks for this task. In…

Machine Learning · Statistics 2024-01-22 Kevin Höhlein , Benedikt Schulz , Rüdiger Westermann , Sebastian Lerch

Contemporary weather forecasts are typically based on ensemble prediction systems, which consist of multiple runs of numerical weather prediction models that vary with respect to in the initial conditions and/or the the parameterization of…

Methodology · Statistics 2016-05-04 Roman Schefzik

Premium automotive manufacturers face increasingly complex forecasting challenges due to high product variety, sparse variant-level data, and volatile market dynamics. This study addresses monthly automobile demand forecasting across a…

Machine Learning · Computer Science 2025-11-24 Tom Nahrendorf , Stefan Minner , Helfried Binder , Richard Zinck

This paper introduces a generalised version of importance subsampling for time series reduction/aggregation in optimisation-based power system planning models. Recent studies indicate that reliably determining optimal electricity…

Applications · Statistics 2020-08-26 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

Probabilistic electricity price forecasting (PEPF) is vital for short-term electricity markets, yet the multivariate nature of day-ahead prices - spanning 24 consecutive hours - remains underexplored. At the same time, real-time…

Machine Learning · Statistics 2026-04-27 Simon Hirsch

We explore the application of kernel-based multi-task learning techniques to forecast the demand of electricity in multiple nodes of a distribution network. We show that recently developed output kernel learning techniques are particularly…

Machine Learning · Computer Science 2015-12-29 Jean-Baptiste Fiot , Francesco Dinuzzo

This work proposes a unified framework for portfolio allocation, covering both asset selection and optimization, based on a multiple-hypothesis predict-then-optimize approach. The portfolio is modeled as a structured ensemble, where each…

Portfolio Management · Quantitative Finance 2025-11-19 Alejandro Rodriguez Dominguez , Muhammad Shahzad , Xia Hong

Precipitation forecasts are less accurate compared to other meteorological fields because several key processes affecting precipitation distribution and intensity occur below the resolved scale of global weather prediction models. This…

Atmospheric and Oceanic Physics · Physics 2023-04-21 Rüdiger Brecht , Alex Bihlo

Ensemble forecasting is, so far, the most successful approach to produce relevant forecasts with an estimation of their uncertainty. The main limitations of ensemble forecasting are the high computational cost and the difficulty to capture…

Machine Learning · Computer Science 2022-12-21 Maximiliano A. Sacco , Juan J. Ruiz , Manuel Pulido , Pierre Tandeo

Weather forecasting has seen a shift in methods from numerical simulations to data-driven systems. While initial research in the area focused on deterministic forecasting, recent works have used diffusion models to produce skillful ensemble…

Machine Learning · Computer Science 2025-04-15 Martin Andrae , Tomas Landelius , Joel Oskarsson , Fredrik Lindsten

In this paper we examine the effect of applying ensemble learning to the performance of collaborative filtering methods. We present several systematic approaches for generating an ensemble of collaborative filtering models based on a single…

Information Retrieval · Computer Science 2012-11-14 Ariel Bar , Lior Rokach , Guy Shani , Bracha Shapira , Alon Schclar

Ensemble methods for supervised machine learning have become popular due to their ability to accurately predict class labels with groups of simple, lightweight "base learners." While ensembles offer computationally efficient models that…

Machine Learning · Statistics 2011-09-01 Orianna DeMasi , Juan Meza , David H. Bailey

Ensembles are widely used in machine learning and, usually, provide state-of-the-art performance in many prediction tasks. From the very beginning, the diversity of an ensemble has been identified as a key factor for the superior…

Machine Learning · Computer Science 2022-02-17 Luis A. Ortega , Rafael Cabañas , Andrés R. Masegosa

Ensemble methods are known for enhancing the accuracy and robustness of machine learning models by combining multiple base learners. However, standard approaches like greedy or random ensembling often fall short, as they assume a constant…

Machine Learning · Computer Science 2025-06-24 Sebastian Pineda Arango , Maciej Janowski , Lennart Purucker , Arber Zela , Frank Hutter , Josif Grabocka

Recent advancements in the fields of artificial intelligence and machine learning methods resulted in a significant increase of their popularity in the literature, including electricity price forecasting. Said methods cover a very broad…

Applications · Statistics 2020-08-19 Grzegorz Marcjasz , Jesus Lago , Rafał Weron

As field-programmable gate arrays become prevalent in critical application domains, their power consumption is of high concern. In this paper, we present and evaluate a power monitoring scheme capable of accurately estimating the runtime…

Hardware Architecture · Computer Science 2020-09-04 Zhe Lin , Sharad Sinha , Wei Zhang

The motivation of this work is to improve the performance of standard stacking approaches or ensembles, which are composed of simple, heterogeneous base models, through the integration of the generation and selection stages for regression…

Machine Learning · Statistics 2014-03-31 Roberto Aldave , Jean-Pierre Dussault
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