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Global Climate Models (GCMs) are the primary tool to simulate climate evolution and assess the impacts of climate change. However, they often operate at a coarse spatial resolution that limits their accuracy in reproducing local-scale…

Atmospheric and Oceanic Physics · Physics 2023-08-04 Jose González-Abad , Álex Hernández-García , Paula Harder , David Rolnick , José Manuel Gutiérrez

Modelling of precipitation and its extremes is important for urban and agriculture planning purposes. We present a method for producing spatial predictions and measures of uncertainty for spatio-temporal data that is heavy-tailed and…

Applications · Statistics 2014-11-19 Yang Liu , Philip Kokic

Multivariate time series (MTS) forecasting is crucial in many real-world applications. To achieve accurate MTS forecasting, it is essential to simultaneously consider both intra- and inter-series relationships among time series data.…

Machine Learning · Computer Science 2024-02-26 Kun Yi , Qi Zhang , Hui He , Kaize Shi , Liang Hu , Ning An , Zhendong Niu

Most operational climate services providers base their seasonal predictions on initialised general circulation models (GCMs) or statistical techniques that fit past observations. GCMs require substantial computational resources, which…

Landfall of a tropical cyclone is the event when it moves over the land after crossing the coast of the ocean. It is important to know the characteristics of the landfall in terms of location and time, well advance in time to take…

Machine Learning · Computer Science 2021-03-31 Sandeep Kumar , Koushik Biswas , Ashish Kumar Pandey

Identifying tropical cyclones that generate destructive storm tides for risk assessment, such as from large downscaled storm catalogs for climate studies, is often intractable because it entails many expensive Monte Carlo hydrodynamic…

Atmospheric and Oceanic Physics · Physics 2025-01-07 Grace Jiang , Jiangchao Qiu , Sai Ravela

A threshold autoregressive (TAR) model is a powerful tool for analyzing nonlinear multivariate time series, which includes special cases like self-exciting threshold autoregressive (SETAR) models and vector autoregressive (VAR) models. In…

Methodology · Statistics 2025-03-07 L. H. Vanegas , S. A. Calderón , L. M. Rondón

Storm-scale convection-allowing models (CAMs) are an important tool for predicting the evolution of thunderstorms and mesoscale convective systems that result in damaging extreme weather. By explicitly resolving convective dynamics within…

Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…

Methodology · Statistics 2017-04-11 Alex Tank , Emily B. Fox , Ali Shojaie

We propose a multiscale approach to time series autoregression, in which linear regressors for the process in question include features of its own path that live on multiple timescales. We take these multiscale features to be the recent…

Methodology · Statistics 2024-12-17 Rafal Baranowski , Yining Chen , Piotr Fryzlewicz

Causal inference for observational longitudinal studies often requires the accurate estimation of treatment effects on time-to-event outcomes in the presence of time-dependent patient history and time-dependent covariates. To tackle this…

Machine Learning · Statistics 2022-06-17 Jie Zhu , Blanca Gallego

The advent of data-driven weather forecasting models, which learn from hundreds of terabytes (TB) of reanalysis data, has significantly advanced forecasting capabilities. However, the substantial costs associated with data storage and…

Machine Learning · Computer Science 2024-05-09 Tao Han , Zhenghao Chen , Song Guo , Wanghan Xu , Lei Bai

Causal discovery from time series is a fundamental task in machine learning. However, its widespread adoption is hindered by a reliance on untestable causal assumptions and by the lack of robustness-oriented evaluation in existing…

Machine Learning · Computer Science 2026-05-01 Huiyang Yi , Xiaojian Shen , Yonggang Wu , Duxin Chen , He Wang , Wenwu Yu

We explore hurricane and ocean reanalysis data to understand how rapid intensification (RI) of tropical cyclones is impacted by the upper ocean density structure, with an emphasis on barrier layer (BL) thickness and thermocline depth in the…

Atmospheric and Oceanic Physics · Physics 2026-03-18 F. J. Beron-Vera , G. Bonner , M. J. Olascoaga , S. Dong , H. Lopez

Traffic crashes profoundly impede traffic efficiency and pose economic challenges. Accurate prediction of post-crash traffic status provides essential information for evaluating traffic perturbations and developing effective solutions.…

Machine Learning · Computer Science 2024-07-22 Shuang Li , Ziyuan Pu , Nan Zhang , Duxin Chen , Lu Dong , Daniel J. Graham , Yinhai Wang

Most existing multivariate time series forecasting methods adopt an all-to-all paradigm that feeds all variable histories into a unified model to predict their future values without distinguishing their individual roles. However, this…

Machine Learning · Computer Science 2026-02-16 Xingyu Zhang , Hanyun Du , Zeen Song , Siyu Zhao , Changwen Zheng , Wenwen Qiang

A hidden Markov model is developed to simulate tropical cyclone intensity evolution dependent on the surrounding large-scale environment. The model considers three unobserved (hidden) discrete states of intensification and associates each…

Applications · Statistics 2020-01-08 Renzhi Jing , Ning Lin

In light of intense hurricane activity along the U.S. Atlantic coast, attention has turned to understanding both the economic impact and behaviour of these storms. The compound Poisson-lognormal process has been proposed as a model for…

Applications · Statistics 2016-02-15 Simon Mak , Derek Bingham , Yi Lu

We propose a Stochastic MPC (SMPC) formulation for autonomous driving at traffic intersections which incorporates multi-modal predictions of surrounding vehicles for collision avoidance constraints. The multi-modal predictions are obtained…

Systems and Control · Electrical Eng. & Systems 2022-03-01 Siddharth H. Nair , Vijay Govindarajan , Theresa Lin , Chris Meissen , H. Eric Tseng , Francesco Borrelli

In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the…

Methodology · Statistics 2017-11-01 Luca Faes , Giandomenico Nollo , Sebastiano Stramaglia , Daniele Marinazzo