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The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV…

Methodology · Statistics 2024-05-20 Meixi Chen , Reza Ramezan , Martin Lysy

Ensemble weather forecasts based on multiple runs of numerical weather prediction models typically show systematic errors and require post-processing to obtain reliable forecasts. Accurately modeling multivariate dependencies is crucial in…

Atmospheric and Oceanic Physics · Physics 2024-02-02 Jieyu Chen , Tim Janke , Florian Steinke , Sebastian Lerch

Quantifying the impacts of anthropogenic global warming requires accurate Earth system model (ESM) simulations. Statistical bias correction and downscaling can be applied to reduce errors and increase the resolution of ESMs. However,…

Geophysics · Physics 2024-06-24 Philipp Hess , Niklas Boers

Data-driven weather models have recently achieved state-of-the-art performance, yet progress has plateaued in recent years. This paper introduces a Mixture of Experts (MoWE) approach as a novel paradigm to overcome these limitations, not by…

Empirical risk minimization (ERM) with a computationally feasible surrogate loss is a widely accepted approach for classification. Notably, the convexity and calibration (CC) properties of a loss function ensure consistency of ERM in…

Machine Learning · Statistics 2024-09-05 Ben Dai

In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is a family of continuous probability distributions, which has…

Methodology · Statistics 2021-09-28 Cira E. G. Otiniano , Bianca Sousa , Roberto Vila , Marcelo Bourguignon

Data-driven approaches for medium-range weather forecasting are recently shown extraordinarily promising for ensemble forecasting for their fast inference speed compared to traditional numerical weather prediction (NWP) models, but their…

Computer Vision and Pattern Recognition · Computer Science 2023-03-15 Yuan Hu , Lei Chen , Zhibin Wang , Hao Li

Weather forecasting is mostly based on the outputs of deterministic numerical weather forecasting models. Multiple runs of these models with different initial conditions result in forecast ensembles which is are used for estimating the…

Applications · Statistics 2015-07-21 Sándor Baran , András Horányi , Dóra Nemoda

Flash flooding is a significant societal problem, but related precipitation forecasts are often poor. To address this, one can try to use output from convection-parametrising (global) ensembles, post-processed to forecast at point-scale, or…

Atmospheric and Oceanic Physics · Physics 2023-01-12 Estíbaliz Gascón , Andrea Montani , Tim D. Hewson

Estimation of value in policy gradient methods is a fundamental problem. Generalized Advantage Estimation (GAE) is an exponentially-weighted estimator of an advantage function similar to $\lambda$-return. It substantially reduces the…

Machine Learning · Computer Science 2023-01-27 Xiulei Song , Yizhao Jin , Greg Slabaugh , Simon Lucas

Accurate production forecasts are essential to continue facilitating the integration of renewable energy sources into the power grid. This paper illustrates how to obtain probabilistic day-ahead forecasts of wind power generation via…

Machine Learning · Computer Science 2026-02-16 Max Bruninx , Diederik van Binsbergen , Timothy Verstraeten , Ann Nowé , Jan Helsen

A new probabilistic post-processing method for wind vectors is presented in a distributional regression framework employing the bivariate Gaussian distribution. In contrast to previous studies all parameters of the distribution are…

Applications · Statistics 2019-07-26 Moritz N. Lang , Georg J. Mayr , Reto Stauffer , Achim Zeileis

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

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

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

We describe various moment-based ensemble interpretation models for the construction of probabilistic temperature forecasts from ensembles. We apply the methods to one year of medium range ensemble forecasts and perform in and out of sample…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Stephen Jewson

The Gibbs ensemble of the truncated KdV (TKdV) equation has been shown to accurately describe the anomalous wave statistics observed in laboratory experiments, in particular the emergence of extreme events. Here, we introduce a novel…

Numerical Analysis · Mathematics 2025-02-19 Nicholas J. Moore , Brendan Foerster

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

In recent years traditional numerical methods for accurate weather prediction have been increasingly challenged by deep learning methods. Numerous historical datasets used for short and medium-range weather forecasts are typically organized…

Machine Learning · Computer Science 2023-09-06 Andrea Asperti , Fabio Merizzi , Alberto Paparella , Giorgio Pedrazzi , Matteo Angelinelli , Stefano Colamonaco

Climate change is increasing the occurrence of extreme precipitation events, threatening infrastructure, agriculture, and public safety. Ensemble prediction systems provide probabilistic forecasts but exhibit biases and difficulties in…

Machine Learning · Computer Science 2025-04-09 Christopher Bülte , Sohir Maskey , Philipp Scholl , Jonas von Berg , Gitta Kutyniok
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