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An ensemble post-processing method is developed to improve the probabilistic forecasts of extreme precipitation events across the conterminous United States (CONUS). The method combines a 3-D Vision Transformer (ViT) for bias correction…

Atmospheric and Oceanic Physics · Physics 2025-09-17 Yingkai Sha , Ryan A. Sobash , David John Gagne

Threshold selection is a fundamental problem in any threshold-based extreme value analysis. While models are asymptotically motivated, selecting an appropriate threshold for finite samples is difficult and highly subjective through standard…

Methodology · Statistics 2024-10-30 Conor Murphy , Jonathan A. Tawn , Zak Varty

Multivariate extreme value models are used to estimate joint risk in a number of applications, with a particular focus on environmental fields ranging from climatology and hydrology to oceanography and seismic hazards. The semi-parametric…

Methodology · Statistics 2019-08-08 Ross Towe , Jonathan Tawn , Rob Lamb , Chris Sherlock

In the hydrology field, time series forecasting is crucial for efficient water resource management, improving flood and drought control and increasing the safety and quality of life for the general population. However, predicting long-term…

Machine Learning · Computer Science 2023-12-19 Yanhong Li , Jack Xu , David C. Anastasiu

Despite the necessity for accurate flood prediction, many regions lack sufficient river discharge observations. Although numerous models for daily river discharge prediction exist, achieving high accuracy, interpretability, and efficiency…

Machine Learning · Computer Science 2025-12-17 Mizuki Funato , Yohei Sawada

Time series and extreme value analyses are two statistical approaches usually applied to study hydrological data. Classical techniques, such as ARIMA models (in the case of mean flow predictions), and parametric generalised extreme value…

Applications · Statistics 2024-02-01 Alejandro Quintela-del-Río , Mario Francisco-Fernández

Causal inference for extreme events has many potential applications in fields such as climate science, medicine and economics. We study the extremal quantile treatment effect of a binary treatment on a continuous, heavy-tailed outcome.…

Methodology · Statistics 2023-07-06 David Deuber , Jinzhou Li , Sebastian Engelke , Marloes H. Maathuis

Accurately estimating high quantiles beyond the largest observed value is crucial for risk assessment and devising effective adaptation strategies to prevent a greater disaster. The generalized extreme value distribution is widely used for…

Methodology · Statistics 2026-02-24 Yonggwan Shin , Yire Shin , Jeong-Soo Park

We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…

Methodology · Statistics 2013-11-25 Jinguo Gong , Yadong Li , Liang Peng , Qiwei Yao

Quantile regression is a statistical method which, unlike classical regression, aims to predict the conditional quantiles. Classical quantile regression methods face difficulties, particularly when the quantile under consideration is…

Methodology · Statistics 2025-08-22 Lucien M. Vidagbandji , Alexandre Berred , Cyrille Bertelle , Laurent Amanton

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

Classical methods for quantile regression fail in cases where the quantile of interest is extreme and only few or no training data points exceed it. Asymptotic results from extreme value theory can be used to extrapolate beyond the range of…

Methodology · Statistics 2024-01-23 Nicola Gnecco , Edossa Merga Terefe , Sebastian Engelke

Daily streamflow forecasting through data-driven approaches is traditionally performed using a single machine learning algorithm. Existing applications are mostly restricted to examination of few case studies, not allowing accurate…

Machine Learning · Statistics 2021-03-24 Hristos Tyralis , Georgia Papacharalampous , Andreas Langousis

Accurate short-term streamflow and flood forecasting are critical for mitigating river flood impacts, especially given the increasing climate variability. Machine learning-based streamflow forecasting relies on large streamflow datasets…

Artificial Intelligence · Computer Science 2024-12-09 Xiyu Pan , Neda Mohammadi , John E. Taylor

Delivering useful hydrological forecasts is critical for urban and agricultural water management, hydropower generation, flood protection and management, drought mitigation and alleviation, and river basin planning and management, among…

Applications · Statistics 2020-08-19 Georgia Papacharalampous , Hristos Tyralis

Predicting the spatiotemporal variation in streamflow along with uncertainty quantification enables decision-making for sustainable management of scarce water resources. Process-based hydrological models (aka physics-based models) are based…

Extremal quantile regression, i.e. quantile regression applied to the tails of the conditional distribution, counts with an increasing number of economic and financial applications such as value-at-risk, production frontiers, determinants…

Methodology · Statistics 2022-01-24 Victor Chernozhukov , Iván Fernández-Val , Tetsuya Kaji

Recent advances have introduced diffusion models for probabilistic streamflow forecasting, demonstrating strong early flood-warning skill. However, current implementations rely on recurrent Long Short-Term Memory (LSTM) backbones and…

Machine Learning · Computer Science 2025-12-16 Yihan Wang , Annan Yu , Lujun Zhang , Charuleka Varadharajan , N. Benjamin Erichson

A new recalibration post-processing method is presented to improve the quality of the posterior approximation when using Approximate Bayesian Computation (ABC) algorithms. Recalibration may be used in conjunction with existing…

Computation · Statistics 2017-04-24 G. S. Rodrigues , D. Prangle , S. A. Sisson

Climate change affects occurrences of floods and droughts worldwide. However, predicting climate impacts over individual watersheds is difficult, primarily because accurate hydrological forecasts require models that are calibrated to past…

Machine Learning · Computer Science 2019-12-02 Frederik Kratzert , Daniel Klotz , Johannes Brandstetter , Pieter-Jan Hoedt , Grey Nearing , Sepp Hochreiter