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Estimating quantiles of an outcome conditional on covariates is of fundamental interest in statistics with broad application in probabilistic prediction and forecasting. We propose an ensemble method for conditional quantile estimation,…

Methodology · Statistics 2023-10-31 Herbert Susmann , Antoine Chambaz

As global warming increases the complexity of weather patterns; the precision of weather forecasting becomes increasingly important. Our study proposes a novel preprocessing method and convolutional autoencoder model developed to improve…

Machine Learning · Computer Science 2024-11-11 Yo-Hwan Choi , Seon-Yu Kang , Minjong Cheon

In this paper, we propose several novel numerical techniques to deal with nonlinear terms in gradient flows. These step-by-step solving schemes, termed 3S-SAV and 3S-IEQ schemes, are based on recently popular scalar auxiliary variable (SAV)…

Numerical Analysis · Mathematics 2020-01-06 Zhengguang Liu , Xiaoli Li

Cloud and precipitation microphysics packages in atmospheric general circulation models typically use first-order time integration methods with a large time step, requiring ad hoc limiters and substepping of the sedimentation scheme to…

Atmospheric and Oceanic Physics · Physics 2026-03-13 Justin Dong , Sean P. Santos , Steven B. Roberts , Christopher J. Vogl , Carol S. Woodward

Background: It is widely recognized that software effort estimation is a regression problem. Model Tree (MT) is one of the Machine Learning based regression techniques that is useful for software effort estimation, but as other machine…

Software Engineering · Computer Science 2017-03-17 Mohammad Azzeh

Water managers in the western United States (U.S.) rely on longterm forecasts of temperature and precipitation to prepare for droughts and other wet weather extremes. To improve the accuracy of these longterm forecasts, the U.S. Bureau of…

Applications · Statistics 2019-05-23 Jessica Hwang , Paulo Orenstein , Judah Cohen , Karl Pfeiffer , Lester Mackey

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…

In recent years, the growing frequency and severity of natural disasters have increased the need for effective tools to manage catastrophe risk. Catastrophe (CAT) bonds allow the transfer of part of this risk to investors, offering an…

Pricing of Securities · Quantitative Finance 2025-12-30 Julia Kończal , Michał Balcerek , Krzysztof Burnecki

Background: Choosing the most performing method in terms of outcome prediction or variables selection is a recurring problem in prognosis studies, leading to many publications on methods comparison. But some aspects have received little…

Accurate solar power forecasting is crucial to integrate photovoltaic plants into the electric grid, schedule and secure the power grid safety. This problem becomes more demanding for those newly installed solar plants which lack sufficient…

Machine Learning · Computer Science 2024-02-09 Ziqing Ma , Wenwei Wang , Tian Zhou , Chao Chen , Bingqing Peng , Liang Sun , Rong Jin

We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…

Trading and Market Microstructure · Quantitative Finance 2021-07-01 Peter Tankov , Laura Tinsi

Accurate wind speed and direction forecasting is paramount across many sectors, spanning agriculture, renewable energy generation, and bushfire management. However, conventional forecasting models encounter significant challenges in…

Machine Learning · Computer Science 2024-07-31 Fuling Chen , Kevin Vinsen , Arthur Filoche

Many real-world optimization problems involve uncertain parameters with probability distributions that can be estimated using contextual feature information. In contrast to the standard approach of first estimating the distribution of…

Machine Learning · Statistics 2023-08-03 Meng Qi , Paul Grigas , Zuo-Jun Max Shen

Cross-temporal forecast reconciliation aims to ensure consistency across forecasts made at different temporal and cross-sectional levels. We explore the relationships between sequential, iterative, and optimal combination approaches, and…

Methodology · Statistics 2024-10-28 Daniele Girolimetto , Tommaso Di Fonzo

Spatio-Temporal Multivariate time series Forecast (STMF) uses the time series of $n$ spatially distributed variables in a period of recent past to forecast their values in a period of near future. It has important applications in…

Machine Learning · Computer Science 2025-10-29 Zibo Liu , Zhe Jiang , Zelin Xu , Tingsong Xiao , Yupu Zhang , Zhengkun Xiao , Haibo Wang , Shigang Chen

Integration of intermittent renewable energy sources into electric grids in large proportions is challenging. A well-established approach aimed at addressing this difficulty involves the anticipation of the upcoming energy supply…

Computer Vision and Pattern Recognition · Computer Science 2022-06-08 Quentin Paletta , Guillaume Arbod , Joan Lasenby

We introduce a novel weather-adaptive approach for multi-step forecasting of multi-scale SOP changes in aerial fiber links. By harnessing the discrete wavelet transform and incorporating weather data, our approach improves forecasting…

Networking and Internet Architecture · Computer Science 2024-09-06 Khouloud Abdelli , Matteo Lonardi , Jurgen Gripp , Samuel Olsson Fabien Boitier , Patricia Layec

Research on environmental risk modeling relies on numerous indicators to quantify the magnitude and frequency of extreme climate events, their ecological, economic, and social impacts, and the coping mechanisms that can reduce or mitigate…

Information Theory · Computer Science 2026-01-29 Abdullah Konak

Power grid expansion planning requires making large investment decisions in the present that will impact the future cost and reliability of a system exposed to wide-ranging uncertainties. Extreme temperatures can pose significant challenges…

Optimization and Control · Mathematics 2024-05-30 Ramsey Rossmann , Mihai Anitescu , Julie Bessac , Michael Ferris , Mitchell Krock , James Luedtke , Line Roald