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Reliable uncertainty quantification is critical in multivariate time series forecasting problems arising in domains such as energy systems and transportation networks, among many others. Although Transformer-based architectures have…

Machine Learning · Computer Science 2026-03-13 Rajdeep Pathak , Rahul Goswami , Madhurima Panja , Palash Ghosh , Tanujit Chakraborty

In this chapter, we show how to efficiently model high-dimensional extreme peaks-over-threshold events over space in complex non-stationary settings, using extended latent Gaussian Models (LGMs), and how to exploit the fitted model in…

Methodology · Statistics 2021-10-07 Arnab Hazra , Raphaël Huser , Árni V. Jóhannesson

Short-term precipitation nowcasting is an inherently uncertain and under-constrained spatiotemporal forecasting problem, especially for rapidly evolving and extreme weather events. Existing generative approaches rely primarily on visual…

Machine Learning · Computer Science 2026-05-15 Xudong Ling , Chaorong Li , Tianxi Huang , Qian Dong , Guiduo Duan

While cloud-resolving models can explicitly simulate the details of small-scale storm formation and morphology, these details are often ignored by climate models for lack of computational resources. Here, we explore the potential of…

Atmospheric and Oceanic Physics · Physics 2020-10-27 Griffin Mooers , Jens Tuyls , Stephan Mandt , Michael Pritchard , Tom Beucler

Precipitation nowcasting, which predicts rainfall up to a few hours ahead, is a critical tool for vulnerable communities in the Global South frequently exposed to intense, rapidly developing storms. Timely forecasts provide a crucial window…

In extreme values theory, for a sufficiently large block size, the maxima distribution is approximated by the generalized extreme value (GEV) distribution. The GEV distribution is a family of continuous probability distributions, which has…

Methodology · Statistics 2021-09-28 Cira E. G. Otiniano , Bianca Sousa , Roberto Vila , Marcelo Bourguignon

The generalized extreme value (GEV) distribution is commonly employed to help estimate the likelihood of extreme events in many geophysical and other application areas. The recently proposed blended generalized extreme value (bGEV)…

Applications · Statistics 2024-10-10 Nir Y. Krakauer

Accurate and timely prediction of heavy rainfall events is crucial for effective flood risk management and disaster preparedness. By monitoring, analysing, and evaluating rainfall data at a local level, it is not only possible to take…

Machine Learning · Computer Science 2024-12-24 Edwin Salcedo

Nowcasting, the short-term prediction of weather, is essential for making timely and weather-dependent decisions. Specifically, precipitation nowcasting aims to predict precipitation at a local level within a 6-hour time frame. This task…

Machine Learning · Computer Science 2024-12-23 Haotian Li , Arno Siebes , Siamak Mehrkanoon

In this study, we examine a Bayesian approach to analyze extreme daily rainfall amounts and forecast return-levels. Estimating the probability of occurrence and quantiles of future extreme events is important in many applications, including…

Applications · Statistics 2022-08-29 Douglas E. Johnston

Extreme weather events have an enormous impact on society and are expected to become more frequent and severe with climate change. In this context, resilience planning becomes crucial for risk mitigation and coping with these extreme…

This paper presents a parametric model approach to address the problem of photovoltaic generation forecasting in a scenario where measurements of meteorological variables, i.e., solar irradiance and temperature, are not available at the…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Daniele Pepe , Gianni Bianchini , Antonio Vicino

Precipitation nowcasting, which aims to precisely predict the short-term rainfall intensity of a local region, is gaining increasing attention in the artificial intelligence community. Existing deep learning-based algorithms use a single…

Computer Vision and Pattern Recognition · Computer Science 2019-11-26 Yuan Cao , Qiuying Li , Hongming Shan , Zhizhong Huang , Lei Chen , Leiming Ma , Junping Zhang

To enhance the accuracy of power load forecasting in wind farms, this study introduces an advanced combined forecasting method that integrates Variational Mode Decomposition (VMD) with an Improved Particle Swarm Optimization (IPSO)…

Machine Learning · Computer Science 2024-12-17 Qiang Xie

High-resolution precipitation forecasts are crucial for providing accurate weather prediction and supporting effective responses to extreme weather events. Traditional numerical models struggle with stochastic subgrid-scale processes, while…

Machine Learning · Computer Science 2025-01-07 Shuangshuang He , Hongli Liang , Yuanting Zhang , Xingyuan Yuan

Because of the impact of extreme heat waves and heat domes on society and biodiversity, their study is a key challenge. We specifically study long-lasting extreme heat waves, which are among the most important for climate impacts. Physics…

Machine Learning · Computer Science 2022-01-14 Valérian Jacques-Dumas , Francesco Ragone , Pierre Borgnat , Patrice Abry , Freddy Bouchet

This paper presents a novel approach to electricity price forecasting (EPF) using a pure Transformer model. As opposed to other alternatives, no other recurrent network is used in combination to the attention mechanism. Hence, showing that…

Machine Learning · Computer Science 2025-09-11 Oscar Llorente , Jose Portela

We aim to analyze the behaviour of a finite-time stochastic system, whose model is not available, in the context of more rare and harmful outcomes. Standard estimators are not effective in making predictions about such outcomes due to their…

Methodology · Statistics 2022-07-29 Evan Arsenault , Yuheng Wang , Margaret P. Chapman

Forecasting time series with extreme events has been a challenging and prevalent research topic, especially when the time series data are affected by complicated uncertain factors, such as is the case in hydrologic prediction. Diverse…

Machine Learning · Computer Science 2023-12-15 Yanhong Li , Jack Xu , David C. Anastasiu

Heatwaves, prolonged periods of extreme heat, have intensified in frequency and severity due to climate change, posing substantial risks to public health, ecosystems, and infrastructure. Despite advancements in Machine Learning (ML)…