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We propose a class of dynamic vine copula models. This is an extension of static vine copulas and a generalization of dynamic C-vine and D-vine copulas studied by Almeida et al (2016) and Goel and Mehra (2019). Within this class, we allow…
Environmental phenomena are influenced by complex interactions among various factors. For instance, the amount of rainfall measured at different stations within a given area is shaped by atmospheric conditions, orography, and physics of…
Copulas provide an attractive approach for constructing multivariate distributions with flexible marginal distributions and different forms of dependences. Of particular importance in many areas is the possibility of explicitly forecasting…
This article explores a novel approach to time series forecasting applied to the context of Chennai's climate data. Our methodology comprises two distinct established time series models, leveraging their strengths in handling seasonality…
Multi-step-ahead forecasts are often updated as new observations become available, since shorter forecast horizons typically improve forecast quality. However, such improvements come at the cost of forecast instability, i.e., variability in…
Forecasting the weather is an increasingly data intensive exercise. Numerical Weather Prediction (NWP) models are becoming more complex, with higher resolutions, and there are increasing numbers of different models in operation. While the…
Climate change is increasing the occurrence of extreme precipitation events, threatening infrastructure, agriculture, and public safety. Ensemble prediction systems provide probabilistic forecasts but exhibit biases and difficulties in…
High quality Quantitative Precipitation Estimation at high spatiotemporal resolution is crucial to many hydrologic/hydro-meteorological designs. Optimal Quantitative Precipitation Estimation of rainfall improves the accuracy of river and…
A new probabilistic post-processing method for wind vectors is presented in a distributional regression framework employing the bivariate Gaussian distribution. In contrast to previous studies all parameters of the distribution are…
Computer-generated forecasts divide the earth's surface into gridboxes, each now ~25% of the size of London, and predict one value per gridbox. If weather varies markedly within a gridbox forecasts for specific sites inevitably fail. A…
The purpose of this study is to perform verification of the structural characteristics of high-resolution spatial forecasts without relying on an object identification algorithm. To this end, a wavelet approach developed for image texture…
We propose an extension of the non-homogeneous Gaussian regression (NGR) model by Gneiting et al. (2005) that yields locally calibrated probabilistic forecasts of tem- perature, based on the output of an ensemble prediction system (EPS).…
We propose a spatio-temporal data-fusion framework for point data and gridded data with variables observed on different spatial supports. A latent Gaussian field with a Mat\'ern-SPDE prior provides a continuous space representation, while…
A data-driven algorithm is proposed that employs sparse data from velocity and/or scalar sensors to forecast the future evolution of three dimensional turbulent flows. The algorithm combines time-delayed embedding together with Koopman…
Non-random sample selection is a commonplace amongst many empirical studies and it appears when an output variable of interest is available only for a restricted non-random sub-sample of data. We introduce an extension of the generalized…
We introduce an approach to quickly and accurately approximate the cumulative distribution function of multivariate Gaussian distributions arising from spatial Gaussian processes. This approximation is trivially parallelizable and simple to…
We propose a model for unbalanced longitudinal data, where the univariate margins can be selected arbitrarily and the dependence structure is described with the help of a D-vine copula. We show that our approach is an extremely flexible…
Evaluating forecasts is essential to understand and improve forecasting and make forecasts useful to decision makers. A variety of R packages provide a broad variety of scoring rules, visualisations and diagnostic tools. One particular…
Thanks to their ability to capture complex dependence structures, copulas are frequently used to glue random variables into a joint model with arbitrary marginal distributions. More recently, they have been applied to solve statistical…
Given multi-model ensemble climate projections, the goal is to accurately and reliably predict future sea-level rise while lowering the uncertainty. This problem is important because sea-level rise affects millions of people in coastal…