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Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…

I introduce a general, Bayesian method for modelling univariate time series data assumed to be drawn from a continuous, stochastic process. The method accommodates arbitrary temporal sampling, and takes into account measurement…

Instrumentation and Methods for Astrophysics · Physics 2012-10-24 C. A. L. Bailer-Jones

Extreme weather events have significant consequences, dominating the impact of climate on society. While high-resolution weather models can forecast many types of extreme events on synoptic timescales, long-term climatological risk…

Atmospheric and Oceanic Physics · Physics 2023-01-25 Justin Finkel , Edwin P. Gerber , Dorian S. Abbot , Jonathan Weare

Temperature monitoring during the life time of heat source components in engineering systems becomes essential to guarantee the normal work and the working life of these components. However, prior methods, which mainly use the interpolate…

Machine Learning · Computer Science 2022-12-27 Zhiqiang Gong , Weien Zhou , Jun Zhang , Wei Peng , Wen Yao

Multi-model ensembles provide a pragmatic approach to the representation of model uncertainty in climate prediction. However, such representations are inherently ad hoc, and, as shown, probability distributions of climate variables based on…

Atmospheric and Oceanic Physics · Physics 2009-08-26 T. N. Palmer , F. J. Doblas-Reyes , A. Weisheimer , G. J. Shutts , J. Berner , J. M. Murphy

Heat waves resulting from prolonged extreme temperatures pose a significant risk to human health globally. Given the limitations of observations of extreme temperature, climate models are often used to characterize extreme temperature…

Methodology · Statistics 2020-05-08 Mark Risser

Accurate prediction of global sea surface temperature at sub-seasonal to seasonal (S2S) timescale is critical for drought and flood forecasting, as well as for improving disaster preparedness in human society. Government departments or…

Atmospheric and Oceanic Physics · Physics 2024-09-10 Longhao Wang , Xuanze Zhang , L. Ruby Leung , Francis H. S. Chiew , Amir AghaKouchak , Kairan Ying , Yongqiang Zhang

We introduce a nonstationary spatio-temporal statistical model for gridded data on the sphere. The model specifies a computationally convenient covariance structure that depends on heterogeneous geography. Widely used statistical models on…

Applications · Statistics 2016-02-25 Stefano Castruccio , Joseph Guinness

Reanalysis products such as the ERA5 reanalysis are commonly used as proxies for observed atmospheric conditions. These products are convenient to use due to their global coverage, the large number of available atmospheric variables and the…

Applications · Statistics 2025-07-03 Silius M. Vandeskog , Thordis L. Thorarinsdottir , Alex Lenkoski

Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…

Methodology · Statistics 2026-05-06 Carrie J. Lei-Cramer , Jian Cao , Matthias Katzfuss

We examine stochastic processes that are used to model nonequilibrium processes (e.g, pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe

We develop a three-timescale framework for modelling climate change and introduce a space-heterogeneous one-dimensional energy balance model. This model, addressing temperature fluctuations from rising carbon dioxide levels and the…

Atmospheric and Oceanic Physics · Physics 2024-08-27 Gianmarco Del Sarto , Franco Flandoli

T Bayr and D Dommenget [J. Climate 26 (2013) 1387] proposed a model of temperature-driven air redistribution to quantify the ratio between changes of sea level pressure $p_s$ and mean tropospheric temperature $T_a$ in the tropics. This…

Atmospheric and Oceanic Physics · Physics 2023-07-19 A. M. Makarieva , V. G. Gorshkov , A. V. Nefiodov , D. Sheil , A. D. Nobre , B. -L. Li

We apply a recently proposed novel thermostating mechanism to an interacting many-particle system where the bulk particles are moving according to Hamiltonian dynamics. At the boundaries the system is thermalized by deterministic and…

chao-dyn · Physics 2009-10-31 C. Wagner , R. Klages , G. Nicolis

Stochastic Thermodynamics (ST) extends the notions of classical thermodynamics to trajectories taken from a nonequilibrium ensemble. This extension yields a simple approach to fluctuation relations in small systems. Multiple time- and…

Statistical Mechanics · Physics 2012-10-19 Bernhard Altaner

We develop a spatio-temporal model to forecast sensor output at five locations in North East England. The signal is described using coupled dynamic linear models, with spatial effects specified by a Gaussian process. Data streams are…

Applications · Statistics 2018-06-15 Yingying Lai , Andrew Golightly , Richard Boys

A generic approach to stochastic climate modelling is developed for the example of an idealized Atmosphere-Ocean model that rests upon Hasselmann's paradigm for stochastic climate models. Namely, stochasticity is incorporated into the fast…

Analysis of PDEs · Mathematics 2023-08-16 D. Crisan , D. D. Holm , P. Korn

The sea surface temperature (SST), a key environmental parameter, is crucial to optimizing production planning, making its accurate prediction a vital research topic. However, the inherent nonlinearity of the marine dynamic system presents…

Machine Learning · Computer Science 2025-04-25 Yin Wang , Chunlin Gong , Xiang Wu , Hanleran Zhang

We extend previous theories of stochastic ion heating to account for the motion of ions along the magnetic field. We derive an analytic expression for the ion-to-proton perpendicular temperature ratio in the solar wind for any ion species,…

Solar and Stellar Astrophysics · Physics 2015-06-16 B. D. G. Chandran , D. Verscharen , E. Quataert , J. C. Kasper , P. A. Isenberg , S. Bourouaine