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Atmospheric near surface wind speed and wind direction play an important role in many applications, ranging from air quality modeling, building design, wind turbine placement to climate change research. It is therefore crucial to accurately…

Applications · Statistics 2024-11-28 Eva Murphy , Whitney Huang , Julie Bessac , Jiali Wang , Rao Kotamarthi

We demonstrate that the forecasting combination puzzle is a consequence of the methodology commonly used to produce forecast combinations. By the combination puzzle, we refer to the empirical finding that predictions formed by combining…

Econometrics · Economics 2023-08-11 David T. Frazier , Ryan Covey , Gael M. Martin , Donald Poskitt

The success of deep learning techniques over the last decades has opened up a new avenue of research for weather forecasting. Here, we take the novel approach of using a neural network to predict full probability density functions at each…

Machine Learning · Statistics 2022-01-05 Mariana Clare , Omar Jamil , Cyril Morcrette

The recent developments in the machine learning domain have enabled the development of complex multivariate probabilistic forecasting models. Therefore, it is pivotal to have a precise evaluation method to gauge the performance and…

Machine Learning · Computer Science 2023-02-01 Alireza Koochali , Peter Schichtel , Andreas Dengel , Sheraz Ahmed

A user-focused verification approach for evaluating probability forecasts of binary outcomes (also known as probabilistic classifiers) is demonstrated that is (i) based on proper scoring rules, (ii) focuses on user decision thresholds, and…

Applications · Statistics 2024-03-25 Nicholas Loveday , Robert Taggart , Mohammadreza Khanarmuei

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

Forecast ensembles are typically employed to account for prediction uncertainties in numerical weather prediction models. However, ensembles often exhibit biases and dispersion errors, thus they require statistical post-processing to…

Applications · Statistics 2017-03-09 Sándor Baran , Annette Möller

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assigns to base models a set of deterministic, constant model weights that (1) do not fully account for variations in base model accuracy…

Machine Learning · Computer Science 2018-12-20 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent A. Coull

Producing high-quality forecasts of key climate variables, such as temperature and precipitation, on subseasonal time scales has long been a gap in operational forecasting. This study explores an application of machine learning (ML) models…

Machine Learning · Computer Science 2024-09-17 Elena Orlova , Haokun Liu , Raphael Rossellini , Benjamin A. Cash , Rebecca Willett

Diffusion probabilistic models (DPMs) have emerged as a promising technique in generative modeling. The success of DPMs relies on two ingredients: time reversal of diffusion processes and score matching. In view of possibly unguaranteed…

Machine Learning · Computer Science 2024-10-15 Wenpin Tang , Hanyang Zhao

We consider the problem of short-term forecasting of surface wind speed probability distribution. Our approach consists in predicting the parameters of a given probability density function by training a neural network model whose loss…

Atmospheric and Oceanic Physics · Physics 2024-02-16 Roberta Baggio , Jean-François Muzy

The forecasting combination puzzle is a well-known phenomenon in forecasting literature, stressing the challenge of outperforming the simple average when aggregating forecasts from diverse methods. This study proposes a Reinforcement…

Econometrics · Economics 2025-08-29 Marcelo C. Medeiros , Jeronymo M. Pinro

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

Each year a growing number of wind farms are being added to power grids to generate electricity. The power curve of a wind turbine, which exhibits the relationship between generated power and wind speed, plays a major role in assessing the…

Neural and Evolutionary Computing · Computer Science 2021-06-10 Farzad Karami , Nasser Kehtarnavaz , Mario Rotea

This study develops a statistical conditional approach to evaluate climate model performance in wind speed and direction and to project their future changes under the representative concentration pathway 8.5 scenario over inland and…

Applications · Statistics 2022-05-09 Qiuyi Wu , Julie Bessac , Whitney Huang , Jiali Wang

High concentration episodes for NO$_2$ are increasingly dealt with by authorities through traffic restrictions which are activated when air quality deteriorates beyond certain thresholds. Foreseeing the probability that pollutant…

Applications · Statistics 2020-03-26 Sebastián Pérez Vasseur , José L. Aznarte

To include parameter uncertainty into probabilistic climate forecasts one must first specify a prior. We advocate the use of objective priors, and, in particular, the Jeffreys' Prior. In previous work we have derived expressions for the…

Atmospheric and Oceanic Physics · Physics 2010-05-14 Stephen Jewson , Dan Rowlands , Myles Allen

Accurate estimation of the Worst-Case Deadline Failure Probability (WCDFP) has attracted growing attention as a means to provide safety assurances in complex systems such as robotic platforms and autonomous vehicles. WCDFP quantifies the…

Operating Systems · Computer Science 2025-12-02 Hiroto Takahashi , Atsushi Yano , Takuya Azumi

Large ensembles of climate projections are essential for characterizing uncertainty in future climate and extreme weather events, yet computational constraints of numerical climate models limit ensemble sizes to a small number of…

Atmospheric and Oceanic Physics · Physics 2025-12-01 Francesco Immorlano , Elijah Tavares , Felix Draxler , Padhraic Smyth , Pierre Gentine , Stephan Mandt

Nowadays, weather prediction is based on numerical weather prediction (NWP) models to produce an ensemble of forecasts. Despite of large improvements over the last few decades, they still tend to exhibit systematic bias and dispersion…

Applications · Statistics 2024-02-02 David Jobst , Annette Möller , Jürgen Groß
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