Related papers: Limits to extreme event forecasting in chaotic sys…
Systemic risk measures have been shown to be predictive of financial crises and declines in real activity. Thus, forecasting them is of major importance in finance and economics. In this paper, we propose a new forecasting method for…
Accurate weather prediction is essential for many aspects of life, notably the early warning of extreme weather events such as rainstorms. Short-term predictions of these events rely on forecasts from numerical weather models, in which,…
Chaotic dynamics, commonly seen in weather systems and fluid turbulence, are characterized by their sensitivity to initial conditions, which makes accurate prediction challenging. Recent approaches have focused on developing data-driven…
Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…
Earth System Models (ESMs) are the state of the art for projecting the effects of climate change. However, longstanding uncertainties in their ability to simulate regional and local precipitation extremes and related processes inhibit…
An extremely challenging problem of significant interest is to predict catastrophes in advance of their occurrences. We present a general approach to predicting catastrophes in nonlinear dynamical systems under the assumption that the…
We investigate the predictability of extreme events in time series. The focus of this work is to understand under which circumstances large events are better predictable than smaller events. Therefore we use a simple prediction algorithm…
This chapter offers a principled approach to the prediction of chaotic systems from data. First, we introduce some concepts from dynamical systems' theory and chaos theory. Second, we introduce machine learning approaches for…
Machine learning models have traditionally been developed under the assumption that the training and test distributions match exactly. However, recent success in few-shot learning and related problems are encouraging signs that these models…
We propose a theory based on dynamical systems to explain and predict the occurrence of extreme events, of which critical transitions form a subset. In fast-slow nonlinear systems, we identify a cascade of events preceding extreme events:…
The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…
Hourly rainfall extremes cause some of the most destructive weather disasters, yet numerical weather prediction models still struggle to forecast them, and a physical basis for their predictability remains unclear. Here, we identify a…
Problem definition: Data-driven models in machine learning have enabled efficient management of production systems. However, a majority of machine learning models are devoted to modeling the mean response or average pattern, which is…
Studying extreme events and how they evolve in a changing climate is one of the most important current scientific challenges. Starting from complex climate models, a key difficulty is to be able to run long enough simulations in order to…
Two recent papers on prediction of chaotic systems, one on multi-view embedding1 , and the second on prediction in projection2 provide empirical evidence to support particular prediction methods for chaotic systems. Multi-view embedding1 is…
Atmospheric Extreme Events (EEs) cause severe damages to human societies and ecosystems. The frequency and intensity of EEs and other associated events are increasing in the current climate change and global warming risk. The accurate…
Understanding extreme events and their probability is key for the study of climate change impacts, risk assessment, adaptation, and the protection of living beings. Forecasting the occurrence probability of extreme heatwaves is a primary…
Deep Learning has received increased attention due to its unbeatable success in many fields, such as computer vision, natural language processing, recommendation systems, and most recently in simulating multiphysics problems and predicting…
The majority of existing probabilistic model checking case studies are based on well understood theoretical models and distributions. However, real-life probabilistic systems usually involve distribution parameters whose values are obtained…
This paper deals with parameter estimation from extreme measurements. While being a special case of parameter estimation from partial data, in scenarios where only one sample from a given set of K measurements can be extracted, choosing…