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Probabilistic Time Series Forecasting (PTSF) plays a critical role in domains requiring accurate and uncertainty-aware predictions for decision-making. However, existing methods offer suboptimal distribution modeling and suffer from a…

Machine Learning · Computer Science 2025-09-03 Chih-Yu Lai , Yu-Chien Ning , Duane S. Boning

Aiming to estimate extreme precipitation forecast quantiles, we propose a nonparametric regression model that features a constant extreme value index. Using local linear quantile regression and an extrapolation technique from extreme value…

Methodology · Statistics 2019-03-06 Jasper Velthoen , Juan-Juan Cai , Geurt Jongbloed , Maurice Schmeits

Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme…

Applications · Statistics 2013-01-09 Brian J. Reich , Benjamin A. Shaby

The task of simplifying the complex spatio-temporal variables associated with climate modeling is of utmost importance and comes with significant challenges. In this research, our primary objective is to tailor clustering techniques to…

Applications · Statistics 2023-11-21 Alexis Boulin , Elena Di Bernardino , Thomas Laloë , Gwladys Toulemonde

As climate change drives an increase in global extremes, it is critical for Bangladesh, a nation highly vulnerable to these impacts, to assess future risks for effective adaptation and mitigation planning. Downscaling coarse-resolution…

Atmospheric and Oceanic Physics · Physics 2024-12-24 Anamitra Saha , Sai Ravela

Because of the impact of extreme heat waves and heat domes on society and biodiversity, their study is a key challenge. We specifically study long-lasting extreme heat waves, which are among the most important for climate impacts. Physics…

Machine Learning · Computer Science 2022-01-14 Valérian Jacques-Dumas , Francesco Ragone , Pierre Borgnat , Patrice Abry , Freddy Bouchet

We define a four-parameter extended Rayleigh distribution, and obtain several mathematical properties including a stochastic representation. We construct a regression from the new distribution. The estimation is done by maximum likelihood.…

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…

Methodology · Statistics 2020-03-12 Enkelejd Hashorva , Simone A. Padoan , Stefano Rizzelli

Extreme events pose significant risks and are challenging to predict. Assessing climate hazards requires placing quantitative constraints on geophysical fields under observable but fluctuating conditions. We propose a framework for…

Atmospheric and Oceanic Physics · Physics 2026-01-27 Andrew Brettin , Laure Zanna

When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…

Applications · Statistics 2025-05-29 Jonathan Koh , Daniel Steinfeld , Olivia Martius

The conditional extremes framework allows for event-based stochastic modeling of dependent extremes, and has recently been extended to spatial and spatio-temporal settings. After standardizing the marginal distributions and applying an…

Methodology · Statistics 2024-03-26 Emma S. Simpson , Thomas Opitz , Jennifer L. Wadsworth

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

Due to its heavy-tailed and fully parametric form, the multivariate generalized Gaussian distribution (MGGD) has been receiving much attention for modeling extreme events in signal and image processing applications. Considering the…

Applications · Statistics 2017-02-27 F. Pascal , L. Bombrun , J. Y. Tourneret , Y. Berthoumieu

This work presents a systematic framework for improving the predictions of statistical quantities for turbulent systems, with a focus on correcting climate simulations obtained by coarse-scale models. While high resolution simulations or…

Atmospheric and Oceanic Physics · Physics 2023-04-06 Alexis-Tzianni Charalampopoulos , Shixuan Zhang , Bryce Harrop , Lai-yung Ruby Leung , Themistoklis Sapsis

We propose an extension of the regular Cox's proportional hazards model which allows the estimation of the probabilities of rare events. It is known that when the data are heavily censored at the upper end of the survival distribution, the…

Methodology · Statistics 2019-01-23 Ion Grama , Kevin Jaunatre

Models for extreme values accommodating non-stationarity have been amply studied and evaluated from a parametric perspective. Whilst these models are flexible, in the sense that many parametrizations can be explored, they assume an…

Applications · Statistics 2022-02-16 Evandro Konzen , Claudia Neves , Philip Jonathan

The frequency and magnitude of weather extreme events have increased significantly during the past few years in response to anthropogenic climate change. However, global statistical characteristics and underlying physical mechanisms are…

Atmospheric and Oceanic Physics · Physics 2022-09-07 Qing Yao , Jingfang Fan , Jun Meng , Valerio Lucarini , Henrik Jeldtoft Jensen , Kim Christensen , Xiaosong Chen

Extreme environmental events such as severe storms, drought, heat waves, flash floods, and abrupt species collapse have become more prevalent in the earth-atmosphere dynamic system in recent years. In order to fully understand the…

Methodology · Statistics 2025-08-05 Myungsoo Yoo , Likun Zhang , Christopher K. Wikle , Thomas Opitz

Asymmetric, non-Gaussian probability distributions are often observed in the analysis of natural and engineering datasets. The lognormal distribution is a standard model for data with skewed frequency histograms and fat tails. However, the…

Methodology · Statistics 2025-05-22 Dionissios T. Hristopulos , Anastassia Baxevani , Giorgio Kaniadakis

In this paper we introduce five different algorithms based on method of moments, maximum likelihood and full Bayesian estimation for learning the parameters of the Inverse Gamma distribution. We also provide an expression for the KL…

Methodology · Statistics 2016-07-11 A. Llera , C. F. Beckmann