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Modeling a precipitation field is challenging due to its intermittent and highly scale-dependent nature. Motivated by the features of high-frequency precipitation data from a network of rain gauges, we propose a threshold space-time $t$…

Applications · Statistics 2016-02-10 Ying Sun , Michael L. Stein

Machine learning (ML) offers a computationally efficient approach for generating large ensembles of high-resolution climate projections, but deterministic ML methods often smooth fine-scale structures and underestimate extremes. While…

Decision Trees and Random Forests are among the most widely used machine learning models, and often achieve state-of-the-art performance in tabular, domain-agnostic datasets. Nonetheless, being primarily discriminative models they lack…

Machine Learning · Statistics 2020-07-14 Alvaro H. C. Correia , Robert Peharz , Cassio de Campos

Since the weather is chaotic, forecasts aim to predict the distribution of future states rather than make a single prediction. Recently, multiple data driven weather models have emerged claiming breakthroughs in skill. However, these have…

Weather forecasting presents several challenges, including the chaotic nature of the atmosphere and the high computational demands of numerical weather prediction models. To achieve the most accurate predictions, the ideal scenario involves…

Applications · Statistics 2025-06-19 Sándor Baran , Mária Lakatos

Data-driven artificial intelligence (AI) models have made significant advancements in weather forecasting, particularly in medium-range and nowcasting. However, most data-driven weather forecasting models are black-box systems that focus on…

Machine Learning · Computer Science 2025-01-14 Wanghan Xu , Fenghua Ling , Wenlong Zhang , Tao Han , Hao Chen , Wanli Ouyang , Lei Bai

Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of…

Applications · Statistics 2012-10-26 Petra Friederichs , Thordis L. Thorarinsdottir

We present a probabilistic data-driven weather model capable of providing an ensemble of high spatial resolution realizations of 87 variables at arbitrary forecast length and ensemble size. The model uses a stretched grid, dedicating 2.5 km…

Long-range time series forecasting is usually based on one of two existing forecasting strategies: Direct Forecasting and Iterative Forecasting, where the former provides low bias, high variance forecasts and the latter leads to low…

Machine Learning · Computer Science 2022-12-14 Shiyu Liu , Rohan Ghosh , Mehul Motani

In recent years, machine learning has established itself as a powerful tool for high-resolution weather forecasting. While most current machine learning models focus on deterministic forecasts, accurately capturing the uncertainty in the…

Machine Learning · Computer Science 2024-10-29 Joel Oskarsson , Tomas Landelius , Marc Peter Deisenroth , Fredrik Lindsten

In the Hong Kong Observatory, the Analogue Forecast System (AFS) for precipitation has been providing useful reference in predicting possible daily rainfall scenarios for the next 9 days, by identifying historical cases with similar weather…

Atmospheric and Oceanic Physics · Physics 2025-01-07 Yee Chun Tsoi , Yu Ting Kwok , Ming Chun Lam , Wai Kin Wong

Global climate models represent small-scale processes such as clouds and convection using quasi-empirical models known as parameterizations, and these parameterizations are a leading cause of uncertainty in climate projections. A promising…

Atmospheric and Oceanic Physics · Physics 2020-08-31 Janni Yuval , Paul A. O'Gorman

Weather forecasting plays a vital role in today's society, from agriculture and logistics to predicting the output of renewable energies, and preparing for extreme weather events. Deep learning weather forecasting models trained with the…

Machine Learning · Computer Science 2024-12-18 Guillaume Couairon , Renu Singh , Anastase Charantonis , Christian Lessig , Claire Monteleoni

I develop Macroeconomic Random Forest (MRF), an algorithm adapting the canonical Machine Learning (ML) tool to flexibly model evolving parameters in a linear macro equation. Its main output, Generalized Time-Varying Parameters (GTVPs), is a…

Econometrics · Economics 2021-03-08 Philippe Goulet Coulombe

This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features calculated from the historical time series with an efficient…

Applications · Statistics 2022-07-11 Thiyanga S. Talagala , Feng Li , Yanfei Kang

Global medium-range weather forecasting is critical to decision-making across many social and economic domains. Traditional numerical weather prediction uses increased compute resources to improve forecast accuracy, but cannot directly use…

Recent statistical postprocessing methods for wind speed forecasts have incorporated linear models and neural networks to produce more skillful probabilistic forecasts in the low-to-medium wind speed range. At the same time, these methods…

Applications · Statistics 2025-04-18 Simon Hakvoort , Bastien Francois , Kirien Whan , Sjoerd Dirksen

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that…

Machine Learning · Computer Science 2021-09-22 Rakshitha Godahewa , Kasun Bandara , Geoffrey I. Webb , Slawek Smyl , Christoph Bergmeir

Electricity load forecasting enables the grid operators to optimally implement the smart grid's most essential features such as demand response and energy efficiency. Electricity demand profiles can vary drastically from one region to…

Machine Learning · Computer Science 2023-05-15 Abdul Wahab , Muhammad Anas Tahir , Naveed Iqbal , Faisal Shafait , Syed Muhammad Raza Kazmi

Random Forest (RF) is a powerful supervised learner and has been popularly used in many applications such as bioinformatics. In this work we propose the guided random forest (GRF) for feature selection. Similar to a feature selection method…

Machine Learning · Computer Science 2013-11-19 Houtao Deng