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We define {\em predictive information} $I_{\rm pred} (T)$ as the mutual information between the past and the future of a time series. Three qualitatively different behaviors are found in the limit of large observation times $T$: $I_{\rm…

Data Analysis, Statistics and Probability · Physics 2011-11-10 William Bialek , Ilya Nemenman , Naftali Tishby

Weather forecasts are typically given in the form of forecast ensembles obtained from multiple runs of numerical weather prediction models with varying initial conditions and physics parameterizations. Such ensemble predictions tend to be…

Applications · Statistics 2017-01-13 Sebastian Lerch , Sandor Baran

Information-theoretic (IT) measures are ubiquitous in artificial intelligence: entropy drives decision-tree splits and uncertainty quantification, cross-entropy is the default classification loss, mutual information underpins representation…

Artificial Intelligence · Computer Science 2026-04-28 Nikolaos Al. Papadopoulos , Konstantinos E. Psannis

Satellite and ground-based observations are used to explore the composite oceanic - atmospheric link known as the El Ni\~no/La Ni\~na Southern Oscillation (ENSO) phenomenon, which is closely associated with extreme weather events (e.g. heat…

Atmospheric and Oceanic Physics · Physics 2017-08-22 Costas A. Varotsos , Arthur P. Cracknell

Weather and climate forecasts are inherently uncertain due to chaotic dynamics, imperfect initial conditions, and incomplete representation of the underlying physical processes. Operational ensemble forecasts aim to represent these…

Machine Learning · Computer Science 2026-05-26 Birgit Kühbacher , Daan Crommelin , Niki Kilbertus

Sociotechnological and geospatial processes exhibit time varying structure that make insight discovery challenging. This paper proposes a new statistical model for such systems, modeled as dynamic networks, to address this challenge. It…

Social and Information Networks · Computer Science 2017-06-27 Jace Robinson , Derek Doran

The past century has seen a steady increase in the need of estimating and predicting complex systems and making (possibly critical) decisions with limited information. Although computers have made possible the numerical evaluation of…

Statistics Theory · Mathematics 2017-01-13 Houman Owhadi , Clint Scovel

Climate is known for being characterised by strong non-linearity and chaotic behaviour. Nevertheless, few studies in climate science adopt statistical methods specifically designed for non-stationary or non-linear systems. Here we show how…

Applications · Statistics 2021-01-13 Federico Amato , Fabian Guignard , Vincent Humphrey , Mikhail Kanevski

Predicting extreme events in chaotic systems, characterized by rare but intensely fluctuating properties, is of great importance due to their impact on the performance and reliability of a wide range of systems. Some examples include…

Data Analysis, Statistics and Probability · Physics 2024-06-17 Yuan Yuan , Adrian Lozano Duran

The classification of weather data involves categorizing meteorological phenomena into classes, thereby facilitating nuanced analyses and precise predictions for various sectors such as agriculture, aviation, and disaster management. This…

Machine Learning · Computer Science 2023-10-23 Elaheh Jafarigol , Theodore Trafalis

We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- hierarchical structure, spatial dynamics, and external driving -- are combined in a classical branching diffusion with…

Geophysics · Physics 2010-03-02 Andrei Gabrielov , Vladimir Keilis-Borok , Sayaka Olsen , Ilya Zaliapin

Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…

Statistics Theory · Mathematics 2026-02-16 Nicholas G. Polson , Daniel Zantedeschi

Accurate prediction of extreme weather events remains a major challenge for artificial intelligence-based weather prediction systems. While deterministic models such as FuXi, GraphCast, and SFNO have achieved competitive forecast skill…

Atmospheric and Oceanic Physics · Physics 2026-05-01 Rodrigo Almeida , Noelia Otero , Miguel-Ángel Fernández-Torres , Jackie Ma

In this paper, a network-based stochastic information propagation model is developed. The information flow is modeled by a probabilistic differential equation system. The numerical solution of these equations leads to the expected number of…

Social and Information Networks · Computer Science 2021-06-02 Peter Laszlo Juhasz

Complex network theory provides a powerful toolbox for studying the structure of statistical interrelationships between multiple time series in various scientific disciplines. In this work, we apply the recently proposed climate network…

Data Analysis, Statistics and Probability · Physics 2013-11-26 Alexander Radebach , Reik V. Donner , Jakob Runge , Jonathan F. Donges , Jürgen Kurths

Robust quantification of predictive uncertainty is critical for understanding factors that drive weather and climate outcomes. Ensembles provide predictive uncertainty estimates and can be decomposed physically, but both physics and machine…

Tropical cyclones are among the most consequential weather hazards, yet estimates of their risk are limited by the relatively short historical record. To extend these records, researchers often generate large ensembles of synthetic storms…

Machine Learning · Computer Science 2026-05-06 Kenneth Gee , Sai Ravela

We propose a unified theoretical framework for quantifying spatio-temporal interactions in a stochastic dynamical system based on information geometry. In the proposed framework, the degree of interactions is quantified by the divergence…

Neurons and Cognition · Quantitative Biology 2016-12-08 Masafumi Oizumi , Naotsugu Tsuchiya , Shun-ichi Amari

Advanced machine learning models have recently achieved high predictive accuracy for weather and climate prediction. However, these complex models often lack inherent transparency and interpretability, acting as "black boxes" that impede…

Atmospheric and Oceanic Physics · Physics 2024-03-29 Ruyi Yang , Jingyu Hu , Zihao Li , Jianli Mu , Tingzhao Yu , Jiangjiang Xia , Xuhong Li , Aritra Dasgupta , Haoyi Xiong

Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong
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