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Contemporary weather forecasts are typically based on ensemble prediction systems, which consist of multiple runs of numerical weather prediction models that vary with respect to in the initial conditions and/or the the parameterization of…

Methodology · Statistics 2016-05-04 Roman Schefzik

We introduce an extension of R-vine copula models for the purpose of spatial dependency modeling and model based prediction at unobserved locations. The newly derived spatial R-vine model combines the flexibility of vine copulas with the…

Methodology · Statistics 2014-03-17 Tobias Michael Erhardt , Claudia Czado , Ulf Schepsmeier

Today weather forecasting is conducted using numerical weather prediction (NWP) models, consisting of a set of differential equations describing the dynamics of the atmosphere. The output of such NWP models are single deterministic…

Applications · Statistics 2018-11-07 Annette Möller , Ludovica Spazzini , Daniel Kraus , Thomas Nagler , Claudia Czado

Ensemble forecasting systems have advanced meteorology by providing probabilistic estimates of future states. Nonetheless, systematic biases often persist, making statistical post-processing essential. Traditional parametric post-processing…

Applications · Statistics 2026-02-17 Mária Lakatos

Interpolating a skewed conditional spatial random field with missing data is cumbersome in the absence of Gaussianity assumptions. Maintaining spatial homogeneity and continuity around the observed random spatial point is also challenging,…

Methodology · Statistics 2022-05-27 Debjoy Thakur , Ishapathik Das , Shubhashree Chakravarty

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

We present a vine copula based composite likelihood approach to model spatial dependencies, which allows to perform prediction at arbitrary locations. This approach combines established methods to model (spatial) dependencies. On the one…

Methodology · Statistics 2014-07-04 Tobias Michael Erhardt , Claudia Czado , Ulf Schepsmeier

We propose a method for post-processing an ensemble of multivariate forecasts in order to obtain a joint predictive distribution of weather. Our method utilizes existing univariate post-processing techniques, in this case ensemble Bayesian…

Applications · Statistics 2015-10-28 Annette Möller , Alex Lenkoski , Thordis L. Thorarinsdottir

We propose a machine-learning-based methodology for in-situ weather forecast postprocessing that is both spatially coherent and multivariate. Compared to previous work, our Flow MAtching Postprocessing (FMAP) better represents the…

Atmospheric and Oceanic Physics · Physics 2025-04-28 David Landry , Claire Monteleoni , Anastase Charantonis

Weather predictions are often provided as ensembles generated by repeated runs of numerical weather prediction models. These forecasts typically exhibit bias and inaccurate dependence structures due to numerical and dispersion errors,…

Applications · Statistics 2025-12-23 Maurits Flos , Bastien François , Irene Schicker , Kirien Whan , Elisa Perrone

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

To facilitate effective decision-making, precipitation datasets should include uncertainty estimates. Quantile regression with machine learning has been proposed for issuing such estimates. Distributional regression offers distinct…

Machine Learning · Computer Science 2025-01-07 Georgia Papacharalampous , Hristos Tyralis , Nikolaos Doulamis , Anastasios Doulamis

This work introduces a novel approach for generating conditional probabilistic rainfall forecasts with temporal and spatial dependence. A two-step procedure is employed. Firstly, marginal location-specific distributions are jointly…

Methodology · Statistics 2025-03-31 David Huk , Rilwan A. Adewoyin , Ritabrata Dutta

In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. We introduce the concept of multivariate discrete copulas, discuss their equivalence to…

Methodology · Statistics 2015-12-18 Roman Schefzik

Vine copulas are a flexible tool for multivariate non-Gaussian distributions. For data from an observational study where the explanatory variables and response variables are measured together, a proposed vine copula regression method uses…

Methodology · Statistics 2019-10-30 Bo Chang , Harry Joe

Quantile regression, that is the prediction of conditional quantiles, has steadily gained importance in statistical modeling and financial applications. The authors introduce a new semiparametric quantile regression method based on…

Methodology · Statistics 2016-11-17 Daniel Kraus , Claudia Czado

Probabilistic weather forecasts from ensemble systems require statistical postprocessing to yield calibrated and sharp predictive distributions. This paper presents an area-covering postprocessing method for ensemble precipitation…

Applications · Statistics 2020-10-13 Lea Friedli , David Ginsbourger , Jonas Bhend

The goal of this study was to improve the post-processing of precipitation forecasts using convolutional neural networks (CNNs). Instead of post-processing forecasts on a per-pixel basis, as is usually done when employing machine learning…

Machine Learning · Computer Science 2021-05-18 Bob de Ruiter

Many time series applications require access to multi-step forecast trajectories in the form of sample paths. Recently, time series foundation models have leveraged multi-step lookahead predictions to improve the quality and efficiency of…

Statistical postprocessing techniques are commonly used to improve the skill of ensembles of numerical weather forecasts. This paper considers spatial extensions of the well-established nonhomogeneous Gaussian regression (NGR)…

Applications · Statistics 2015-06-22 Kira Feldmann , Michael Scheuerer , Thordis L. Thorarinsdottir
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