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Predictive distributions need to be aggregated when probabilistic forecasts are merged, or when expert opinions expressed in terms of probability distributions are fused. We take a prediction space approach that applies to discrete, mixed…

Statistics Theory · Mathematics 2011-06-09 Tilmann Gneiting , Roopesh Ranjan

In our contemporary era, meteorological weather forecasts increasingly incorporate ensemble predictions of visibility - a parameter of great importance in aviation, maritime navigation, and air quality assessment, with direct implications…

Applications · Statistics 2025-08-22 Mária Lakatos , Sándor Baran

Multilevel Monte Carlo can efficiently compute statistical estimates of discretized random variables, for a given error tolerance. Traditionally, only a certain statistic is computed from a particular implementation of multilevel Monte…

Methodology · Statistics 2017-08-02 Alastair Gregory , Colin Cotter

Historical observations of severe weather and simulated severe weather environments (i.e., features) from the Global Ensemble Forecast System v12 (GEFSv12) Reforecast Dataset (GEFS/R) are used in conjunction to train and test random forest…

Atmospheric and Oceanic Physics · Physics 2022-12-19 Aaron J. Hill , Russ S. Schumacher , Israel Jirak

Simulation-based inference methods that feature correct conditional coverage of confidence sets based on observations that have been compressed to a scalar test statistic require accurate modeling of either the p-value function or the…

Machine Learning · Statistics 2025-08-18 Ali Al Kadhim , Harrison B. Prosper

The solar wind speed at Earth is one of the most important parameters regarding the effects of space weather on society. Thus far, most approaches for predicting the solar wind speed produce a single-value time series without uncertainty,…

Solar and Stellar Astrophysics · Physics 2026-03-13 Daniel E. da Silva , Yash Parlikar , Shaela I. Jones , Charles N. Arge

Critical decisions frequently rely on high-dimensional output from complex computer simulation models that show intricate cross-variable, spatial and temporal dependence structures, with weather and climate predictions being key examples.…

Methodology · Statistics 2013-12-24 Roman Schefzik , Thordis L. Thorarinsdottir , Tilmann Gneiting

Most of the methods that produce space weather forecasts are based on deterministic models. In order to generate a probabilistic forecast, a model needs to be run several times sampling the input parameter space, in order to generate an…

Space Physics · Physics 2019-05-01 Enrico Camporeale , Xiangning Chu , Oleksiy Agapitov , Jacob Bortnik

Statistical postprocessing techniques are nowadays key components of the forecasting suites in many National Meteorological Services (NMS), with for most of them, the objective of correcting the impact of different types of errors on the…

We present a data-driven approach for probabilistic wind power forecasting based on conditional normalizing flow (CNF). In contrast with the existing, this approach is distribution-free (as for non-parametric and quantile-based approaches)…

Systems and Control · Electrical Eng. & Systems 2022-07-20 Honglin Wen , Pierre Pinson , Jinghuan Ma , Jie Gu , Zhijian Jin

Statistical post-processing of dynamical forecast ensembles is an essential component of weather forecasting. In this article, we present a post-processing method that generates full predictive probability distributions for precipitation…

Applications · Statistics 2014-04-29 Michael Scheuerer

Since the start of the operational use of ensemble prediction systems, ensemble-based probabilistic forecasting has become the most advanced approach in weather prediction. However, despite the persistent development of the last three…

Applications · Statistics 2024-11-05 Sándor Baran , Mária Lakatos

We present an ensemble prediction system using a Deep Learning Weather Prediction (DLWP) model that recursively predicts key atmospheric variables with six-hour time resolution. This model uses convolutional neural networks (CNNs) on a…

Atmospheric and Oceanic Physics · Physics 2021-12-10 Jonathan A. Weyn , Dale R. Durran , Rich Caruana , Nathaniel Cresswell-Clay

Space weather indices are used commonly to drive forecasts of thermosphere density, which directly affects objects in low-Earth orbit (LEO) through atmospheric drag. One of the most commonly used space weather proxies, $F_{10.7 cm}$,…

Space Physics · Physics 2023-06-06 Joshua D. Daniell , Piyush M. Mehta

While numerical weather prediction (NWP) models are essential for forecasting thunderstorms hours in advance, NWP uncertainty, which increases with lead time, limits the predictability of thunderstorm occurrence. This study investigates how…

Atmospheric and Oceanic Physics · Physics 2025-02-20 Kianusch Vahid Yousefnia , Tobias Bölle , Christoph Metzl

Reliable forecasts of quasi-stationary, recurrent, and persistent large-scale atmospheric circulation patterns (weather regimes) are crucial for various socio-economic sectors. Despite steady progress, probabilistic weather regime…

Atmospheric and Oceanic Physics · Physics 2024-04-03 Fabian Mockert , Christian M. Grams , Sebastian Lerch , Marisol Osman , Julian Quinting

Post-processing typically takes the outputs of a Numerical Weather Prediction (NWP) model and applies linear statistical techniques to produce improve localized forecasts, by including additional observations, or determining systematic…

Random forest is a popular prediction approach for handling high dimensional covariates. However, it often becomes infeasible to interpret the obtained high dimensional and non-parametric model. Aiming for obtaining an interpretable…

Methodology · Statistics 2020-05-12 Jasper Velthoen , Juan-Juan Cai , Geurt Jongbloed

Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

Atmospheric and Oceanic Physics · Physics 2023-05-17 Maximiliano A. Sacco , Manuel Pulido , Juan J. Ruiz , Pierre Tandeo

Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision-making processes in the smart power grid for better integrating renewable energies such as wind. Whereas point forecasting…

Machine Learning · Statistics 2018-03-30 Kostas Hatalis , Shalinee Kishore , Katya Scheinberg , Alberto Lamadrid
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