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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

Seasonal time series Forecasting remains a challenging problem due to the long-term dependency from seasonality. In this paper, we propose a two-stage framework to forecast univariate seasonal time series. The first stage explicitly learns…

Machine Learning · Computer Science 2021-06-08 Qingyang Xu , Qingsong Wen , Liang Sun

Detecting recurrent weather patterns and understanding the transitions between such regimes are key to advancing our knowledge on the low-frequency variability of the atmosphere and have important implications in terms of weather and…

Atmospheric and Oceanic Physics · Physics 2024-12-24 Sebastian Springer , Vera Melinda Galfi , Alessandro Laio , Valerio Lucarini

The evolution of the weather can be described by deterministic numerical weather forecasting models. Multiple runs of these models with different initial conditions and/or model physics result in forecast ensembles which are used for…

Applications · Statistics 2015-07-21 Sándor Baran , András Horányi , Dóra Nemoda

Ensemble forecasting has proven over the years to be a vital tool for predicting extreme or only partially predictable weather events. In particular life-threatening weather events. Many National Meteorological Services in East Africa do…

Seasonal climate forecasts are being used increasingly across a range of application sectors. A recent UK governmental report asked: How good are seasonal climate forecasts on a scale of 1-5 (where 5 is very good), and how good can we…

Atmospheric and Oceanic Physics · Physics 2013-10-15 Antje Weisheimer , T. N. Palmer

Long-range ensemble forecasts are typically verified as anomalies with respect to a lead-time dependent climatological mean to remove the influence of systematic biases. However, common methods for calculating anomalies result in…

Atmospheric and Oceanic Physics · Physics 2025-06-11 Christopher D. Roberts , Martin Leutbecher

Accurate forecasts of extreme wind speeds are of high importance for many applications. Such forecasts are usually generated by ensembles of numerical weather prediction (NWP) models, which however can be biased and have errors in…

Machine Learning · Computer Science 2025-08-12 Jakob Benjamin Wessel , Christopher A. T. Ferro , Gavin R. Evans , Frank Kwasniok

The reliable estimation of forecast uncertainties is crucial for risk-sensitive optimal decision making. In this paper, we propose implicit generative ensemble post-processing, a novel framework for multivariate probabilistic electricity…

Applications · Statistics 2020-11-16 Tim Janke , Florian Steinke

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Currently all major meteorological centres generate ensemble forecasts using their operational ensemble prediction systems; however, it is a general problem that the spread of the ensemble is too small, resulting in underdispersive…

Applications · Statistics 2020-11-23 Mailiu Díaz , Orietta Nicolis , Julio César Marín , Sándor Baran

We present a regime-switching vector-autoregressive method for very-short-term wind speed forecasting at multiple locations with regimes based on large-scale meteorological phenomena. Statistical methods short-term wind forecasting…

Applications · Statistics 2018-05-31 Jethro Browell , Daniel R. Drew , Kostas Philippopoulos

Ensemble prediction systems are an invaluable tool for weather forecasting. Practically, ensemble predictions are obtained by running several perturbations of the deterministic control forecast. However, ensemble prediction is associated…

Machine Learning · Computer Science 2023-02-22 Rüdiger Brecht , Alex Bihlo

Ensemble forecasting is a technique devised to palliate sensitivity to initial conditions in nonlinear dynamical systems. The basic idea to avoid this sensitivity is to run the model many times under several slightly-different initial…

Atmospheric and Oceanic Physics · Physics 2015-06-26 F J Tapiador , R Verdejo

Accurately representing surface weather at the sub-kilometer scale is crucial for optimal decision-making in a wide range of applications. This motivates the use of statistical techniques to provide accurate and calibrated probabilistic…

Atmospheric and Oceanic Physics · Physics 2024-11-15 Francesco Zanetta , Daniele Nerini , Matteo Buzzi , Henry Moss

The planning and operation of renewable energy, especially wind power, depend crucially on accurate, timely, and high-resolution weather information. Coarse-grid global numerical weather forecasts are typically downscaled to meet these…

Short-range forecasts of precipitation fields are needed in a wealth of agricultural, hydrological, ecological and other applications. Forecasts from numerical weather prediction models are often biased and do not provide uncertainty…

Applications · Statistics 2009-01-23 Veronica J. Berrocal , Adrian E. Raftery , Tilmann Gneiting

Critical decisions frequently rely on high-dimensional output from complex computer simulation models that show intricate cross-variable, spatial and temporal dependence structures, with weather and climate predictions being key examples.…

Methodology · Statistics 2013-12-24 Roman Schefzik , Thordis L. Thorarinsdottir , Tilmann Gneiting

Among the most relevant processes in the Earth system for human habitability are quasi-periodic, ocean-driven multi-year events whose dynamics are currently incompletely characterized by physical models, and hence poorly predictable. This…

Atmospheric and Oceanic Physics · Physics 2023-08-09 Matthew Bonas , Christopher K. Wikle , Stefano Castruccio

Weather forecasts are typically given in the form of forecast ensembles obtained from multiple runs of numerical weather prediction models with varying initial conditions and physics parameterizations. Such ensemble predictions tend to be…

Applications · Statistics 2017-01-13 Sebastian Lerch , Sandor Baran
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