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Amounts of historical data collected increase and business intelligence applicability with automatic forecasting of time series are in high demand. While no single time series modeling method is universal to all types of dynamics,…

Machine Learning · Statistics 2022-04-18 Evaldas Vaiciukynas , Paulius Danenas , Vilius Kontrimas , Rimantas Butleris

Capturing the uncertainty in probabilistic wind power forecasts is challenging, especially when uncertain input variables, such as the weather, play a role. Since ensemble weather predictions aim to capture the uncertainty in the weather…

Applications · Statistics 2022-04-26 Kaleb Phipps , Sebastian Lerch , Maria Andersson , Ralf Mikut , Veit Hagenmeyer , Nicole Ludwig

Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy task. In recent years, the idea of using time series…

Methodology · Statistics 2021-10-22 Yanfei Kang , Wei Cao , Fotios Petropoulos , Feng Li

When making predictions about ecosystems, we often have available a number of different ecosystem models that attempt to represent their dynamics in a detailed mechanistic way. Each of these can be used as simulators of large-scale…

In this article, we propose a novel ensemble technique with a multi-scheme weighting based on a technique called coopetitive soft gating. This technique combines both, ensemble member competition and cooperation, in order to maximize the…

Applications · Statistics 2018-03-20 André Gensler , Bernhard Sick

A new efficient ensemble prediction strategy is developed for a general turbulent model framework with emphasis on the nonlinear interactions between large and small scale variables. The high computational cost in running large ensemble…

Fluid Dynamics · Physics 2023-02-22 Di Qi , Jian-Guo Liu

In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are…

Machine Learning · Computer Science 2024-03-14 Anthony Frion , Lucas Drumetz , Guillaume Tochon , Mauro Dalla Mura , Albdeldjalil Aïssa El Bey

Tree-based ensembles such as the Random Forest are modern classics among statistical learning methods. In particular, they are used for predicting univariate responses. In case of multiple outputs the question arises whether we separately…

Machine Learning · Statistics 2022-01-17 Lena Schmid , Alexander Gerharz , Andreas Groll , Markus Pauly

State-of-the-art weather forecasts usually rely on ensemble prediction systems, accounting for the different sources of uncertainty. As ensembles are typically uncalibrated, they should get statistically postprocessed. Several multivariate…

Methodology · Statistics 2016-09-21 Roman Schefzik

Deep Ensembles are a simple, reliable, and effective method of improving both the predictive performance and uncertainty estimates of deep learning approaches. However, they are widely criticised as being computationally expensive, due to…

Machine Learning · Computer Science 2023-10-10 Guoxuan Xia , Christos-Savvas Bouganis

Class-imbalance refers to classification problems in which many more instances are available for certain classes than for others. Such imbalanced datasets require special attention because traditional classifiers generally favor the…

Machine Learning · Statistics 2018-11-30 Rafael M. O. Cruz , Robert Sabourin , George D. C. Cavalcanti

An influential step in weather forecasting was the introduction of ensemble forecasts in operational use due to their capability to account for the uncertainties in the future state of the atmosphere. However, ensemble weather forecasts are…

Applications · Statistics 2023-05-25 Mária Lakatos , Sebastian Lerch , Stephan Hemri , Sándor Baran

It is well recognized that the project productivity is a key driver in estimating software project effort from Use Case Point size metric at early software development stages. Although, there are few proposed models for predicting…

Machine Learning · Computer Science 2018-12-18 Mohammad Azzeh , Ali Bou Nassif , Shadi Banitaan , Cuauhtemoc Lopez-Martin

By the end of 2021, the renewable energy share of the global electricity capacity reached 38.3% and the new installations are dominated by wind and solar energy, showing global increases of 12.7% and 18.5%, respectively. However, both wind…

Machine Learning · Statistics 2024-09-18 Ágnes Baran , Sándor Baran

Multi-step ahead forecasting is still an open challenge in time series forecasting. Several approaches that deal with this complex problem have been proposed in the literature but an extensive comparison on a large number of tasks is still…

Machine Learning · Statistics 2011-08-17 Souhaib Ben Taieb , Gianluca Bontempi , Amir Atiya , Antti Sorjamaa

Forecast ensembles are typically employed to account for prediction uncertainties in numerical weather prediction models. However, ensembles often exhibit biases and dispersion errors, thus they require statistical post-processing to…

Applications · Statistics 2017-03-09 Sándor Baran , Annette Möller

This paper presents two algorithms for calculating an ensemble of solutions to laminar natural convection problems. The ensemble average is the most likely temperature distribution and its variance gives an estimate of prediction…

Numerical Analysis · Mathematics 2017-08-03 Joseph A. Fiordilino , Sarah Khankan

The problem of combining individual forecasters to produce a forecaster with improved performance is considered. The connections between probability elicitation and classification are used to pose the combining forecaster problem as that of…

Methodology · Statistics 2017-07-11 Hamed Masnadi-Shirazi

This paper is devoted to provide a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principles are proved under suitable `mixing' conditions on random…

Probability · Mathematics 2012-07-26 Wei Wang , Jian Ren , Jinqiao Duan , Guowei He

Motivated by applications to 3D printing, this paper presents two algorithms for calculating an ensemble of solutions to heat conduction problems. The ensemble average is the most likely temperature distribution and its variance gives an…

Numerical Analysis · Mathematics 2017-08-04 Joseph A. Fiordilino