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Ensemble forecasting of nonlinear systems involves the use of a model to run forward a discrete ensemble (or set) of initial states. Data assimilation techniques tend to focus on estimating the true state of the system, even though model…

Chaotic Dynamics · Physics 2012-07-19 Reason L. Machete , Irene M. Moroz

In Bayesian inference, predictive distributions are typically in the form of samples generated via Markov chain Monte Carlo (MCMC) or related algorithms. In this paper, we conduct a systematic analysis of how to make and evaluate…

Methodology · Statistics 2020-06-25 Fabian Krüger , Sebastian Lerch , Thordis L. Thorarinsdottir , Tilmann Gneiting

A primary goal of the National Oceanic and Atmospheric Administration (NOAA) Warn-on-Forecast (WoF) project is to provide rapidly updating probabilistic guidance to human forecasters for short-term (e.g., 0-3 h) severe weather forecasts.…

Atmospheric and Oceanic Physics · Physics 2021-05-12 Montgomery Flora , Corey K. Potvin , Patrick S. Skinner , Shawn Handler , Amy McGovern

Weather forecasts are typically given in the form of forecast ensembles obtained from multiple runs of numerical weather prediction models with varying initial conditions and physics parameterizations. Such ensemble predictions tend to be…

Applications · Statistics 2017-01-13 Sebastian Lerch , Sandor Baran

Fair scores reward ensemble forecast members that behave like samples from the same distribution as the verifying observations. They are therefore an attractive choice as loss functions to train data-driven ensemble forecasts or…

Atmospheric and Oceanic Physics · Physics 2026-02-18 Christopher David Roberts

Quantitative assessment of climate change risk requires a method for constructing probabilistic time series of changes in physical climate parameters. Here, we develop two such methods, Surrogate/Model Mixed Ensemble (SMME) and Monte Carlo…

Atmospheric and Oceanic Physics · Physics 2015-10-06 D. J. Rasmussen , Malte Meinshausen , Robert E. Kopp

We present the results from the first ensemble prediction model for major solar flares (M and X classes). The primary aim of this investigation is to explore the construction of an ensemble for an initial prototyping of this new concept.…

Space Physics · Physics 2016-01-20 J. A. Guerra , A. Pulkkinen , V. M. Uritsky

In order to enable the transition towards renewable energy sources, probabilistic energy forecasting is of critical importance for incorporating volatile power sources such as solar energy into the electrical grid. Solar energy forecasting…

Applications · Statistics 2021-05-03 Benedikt Schulz , Mehrez El Ayari , Sebastian Lerch , Sándor Baran

Neural network potentials (NNPs) combine the computational efficiency of classical interatomic potentials with the high accuracy and flexibility of the ab initio methods used to create the training set, but can also result in unphysical…

Materials Science · Physics 2022-01-24 Leonid Kahle , Federico Zipoli

This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…

Machine Learning · Statistics 2022-06-22 Zhendong Wang , Ruijiang Gao , Mingzhang Yin , Mingyuan Zhou , David M. Blei

The problem of combining individual forecasters to produce a forecaster with improved performance is considered. The connections between probability elicitation and classification are used to pose the combining forecaster problem as that of…

Methodology · Statistics 2017-07-11 Hamed Masnadi-Shirazi

Given a nonlinear model, a probabilistic forecast may be obtained by Monte Carlo simulations. At a given forecast horizon, Monte Carlo simulations yield sets of discrete forecasts, which can be converted to density forecasts. The resulting…

Chaotic Dynamics · Physics 2013-07-24 Reason Lesego Machete

Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

Atmospheric and Oceanic Physics · Physics 2026-04-14 Justin Finkel , Paul A. O'Gorman

Accurate prediction of extreme weather events remains a major challenge for artificial intelligence-based weather prediction systems. While deterministic models such as FuXi, GraphCast, and SFNO have achieved competitive forecast skill…

Atmospheric and Oceanic Physics · Physics 2026-05-01 Rodrigo Almeida , Noelia Otero , Miguel-Ángel Fernández-Torres , Jackie Ma

In weather forecasting, nonhomogeneous regression is used to statistically postprocess forecast ensembles in order to obtain calibrated predictive distributions. For wind speed forecasts, the regression model is given by a truncated normal…

Applications · Statistics 2013-11-19 Sebastian Lerch , Thordis L. Thorarinsdottir

Although by now the ensemble-based probabilistic forecasting is the most advanced approach to weather prediction, ensemble forecasts still might suffer from lack of calibration and/or display systematic bias, thus require some…

Applications · Statistics 2024-09-18 Ágnes Baran , Sándor Baran

The Analog Ensemble (AnEn) method tries to estimate the probability distribution of the future state of the atmosphere with a set of past observations that correspond to the best analogs of a deterministic Numerical Weather Prediction…

Machine Learning · Computer Science 2019-09-30 Alessandro Fanfarillo , Behrooz Roozitalab , Weiming Hu , Guido Cervone

While machine learning-based weather prediction (MLWP) has achieved significant advancements, research on assimilating real observations or ensemble forecasts within MLWP models remains limited. We introduce ClimaX-LETKF, the first purely…

Machine Learning · Computer Science 2025-12-17 Akira Takeshima , Kenta Shiraishi , Atsushi Okazaki , Tadashi Tsuyuki , Shunji Kotsuki

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

Although numerical weather forecasting methods have dominated the field, recent advances in deep learning methods, such as diffusion models, have shown promise in ensemble weather forecasting. However, such models are typically…

Machine Learning · Computer Science 2025-09-16 Kevin Valencia , Ziyang Liu , Justin Cui
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