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We describe spatio-temporal random processes using linear mixed models. We show how many commonly used models can be viewed as special cases of this general framework and pay close attention to models with separable or product-sum…
Many risk-sensitive applications require well-calibrated prediction sets over multiple, potentially correlated target variables, for which the prediction algorithm may report correlated errors. In this work, we aim to construct the…
Quantifying uncertainty in weather forecasts is critical, especially for predicting extreme weather events. This is typically accomplished with ensemble prediction systems, which consist of many perturbed numerical weather simulations, or…
Vine copulas are flexible dependence models using bivariate copulas as building blocks. If the parameters of the bivariate copulas in the vine copula depend on covariates, one obtains a conditional vine copula. We propose an extension for…
In this paper, we propose a regular vine copula based methodology for the fusion of correlated decisions. Regular vine copula is an extremely flexible and powerful graphical model to characterize complex dependence among multiple…
Improvement of time series forecasting accuracy through combining multiple models is an important as well as a dynamic area of research. As a result, various forecasts combination methods have been developed in literature. However, most of…
In this paper, we present a new self-supervised scene flow estimation approach for a pair of consecutive point clouds. The key idea of our approach is to represent discrete point clouds as continuous probability density functions using…
In spite of the interest in and appeal of convolution-based approaches for nonstationary spatial modeling, off-the-shelf software for model fitting does not as of yet exist. Convolution-based models are highly flexible yet notoriously…
The paper presents numerical experiments and some theoretical developments in prediction with expert advice (PEA). One experiment deals with predicting electricity consumption depending on temperature and uses real data. As the pattern of…
Extreme precipitation events occurring over large spatial domains pose substantial threats to societies because they can trigger compound flooding, landslides, and infrastructure failures across wide areas. A hybrid framework for spatial…
Since the start of the operational use of ensemble prediction systems, ensemble-based probabilistic forecasting has become the most advanced approach in weather prediction. However, despite the persistent development of the last three…
Small-area precipitation forecasts support real-time decisions for reservoir operation, irrigation planning, drought monitoring, and flash-flood response. Operational value depends not only on point accuracy, but also on calibrated…
Spatiotemporal forecasting is critical for real-world applications like traffic management, yet capturing reliable interactions remains challenging under noisy and non-stationary conditions. Existing methods primarily rely on historical…
Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…
Spatiotemporal data imputation plays a crucial role in various fields such as traffic flow monitoring, air quality assessment, and climate prediction. However, spatiotemporal data collected by sensors often suffer from temporal…
The Gaussian copula is a powerful tool that has been widely used to model spatial and/or temporal correlated data with arbitrary marginal distributions. However, this kind of model can potentially be too restrictive since it expresses a…
Accurate precipitation nowcasting is crucial for applications such as flood prediction, disaster management, agriculture optimization, and transportation management. While many studies have approached this task using sequence-to-sequence…
Although by now the ensemble-based probabilistic forecasting is the most advanced approach to weather prediction, ensemble forecasts still might suffer from lack of calibration and/or display systematic bias, thus require some…
Statistical postprocessing is routinely applied to correct systematic errors of numerical weather prediction models (NWP) and to automatically produce calibrated local forecasts for end-users. Postprocessing is particularly relevant in…
There is a great need to accurately predict short-term precipitation, which has socioeconomic effects such as agriculture and disaster prevention. Recently, the forecasting models have employed multi-source data as the multi-modality input,…