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In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…

Methodology · Statistics 2008-02-04 K. Triantafyllopoulos

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

Accurate high-resolution spatial and temporal wind speed data is critical for estimating the wind energy potential of a location. For real-time wind speed prediction, statistical models typically depend on high-quality (near) real-time data…

Applications · Statistics 2026-02-24 Eamonn Organ , Maeve Upton , Denis Allard , Lionel Benoit , James Sweeney

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

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

To address the uncertainty in outputs of numerical weather prediction (NWP) models, ensembles of forecasts are used. To obtain such an ensemble of forecasts the NWP model is run multiple times, each time with different formulations and/or…

Applications · Statistics 2016-05-25 Annette Möller , Jürgen Groß

The computational cost as well as the probabilistic skill of ensemble forecasts depends on the spatial resolution of the numerical weather prediction model and the ensemble size. Periodically, e.g. when more computational resources become…

Applications · Statistics 2020-01-17 Sándor Baran , Martin Leutbecher , Marianna Szabó , Zied Ben Bouallègue

Subseasonal forecasting of the weather two to six weeks in advance is critical for resource allocation and advance disaster notice but poses many challenges for the forecasting community. At this forecast horizon, physics-based dynamical…

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…

Machine Learning · Computer Science 2025-04-09 Christopher Bülte , Sohir Maskey , Philipp Scholl , Jonas von Berg , Gitta Kutyniok

Nowadays, weather forecasts are commonly generated by ensemble forecasts based on multiple runs of numerical weather prediction models. However, such forecasts are usually miscalibrated and/or biased, thus require statistical…

Applications · Statistics 2024-12-13 David Jobst

Numerical weather predictions (NWP) are systematically subject to errors due to the deterministic solutions used by numerical models to simulate the atmosphere. Statistical postprocessing techniques are widely used nowadays for NWP…

Issuing timely severe weather warnings helps mitigate potentially disastrous consequences. Recent advancements in Neural Weather Models (NWMs) offer a computationally inexpensive and fast approach for forecasting atmospheric environments on…

Atmospheric and Oceanic Physics · Physics 2025-08-22 Antoine Leclerc , Erwan Koch , Monika Feldmann , Daniele Nerini , Tom Beucler

Given a nonlinear model, a probabilistic forecast may be obtained by Monte Carlo simulations. At a given forecast horizon, Monte Carlo simulations yield sets of discrete forecasts, which can be converted to density forecasts. The resulting…

Chaotic Dynamics · Physics 2013-07-24 Reason Lesego Machete

The assessment of the high-resolution ensemble weather prediction system COSMO-DE-EPS is achieved with the perspective of using it for renewable energy applications. The performance of the ensemble forecast is explored focusing on global…

Atmospheric and Oceanic Physics · Physics 2015-10-05 Zied Ben Bouallegue

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

Methodology · Statistics 2025-05-26 Eduardo Ochoa Rivera , Yash Patel , Ambuj Tewari

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

Mesoscale forecasts are now routinely performed as elements of operational forecasts and their outputs do appear convincing. However, despite their realistic appearance at times the comparison to observations is less favorable. At the grid…

Atmospheric and Oceanic Physics · Physics 2016-10-26 Markus Gross

Machine Learning for aviation weather is a growing area of research for providing low-cost alternatives for traditional, expensive weather sensors; however, in the area of atmospheric visibility estimation, publicly available datasets,…

Computer Vision and Pattern Recognition · Computer Science 2025-06-27 Chad Mourning , Zhewei Wang , Justin Murray

Most operational climate services providers base their seasonal predictions on initialised general circulation models (GCMs) or statistical techniques that fit past observations. GCMs require substantial computational resources, which…

Estimating the effects of continuous-valued interventions from observational data is a critically important task for climate science, healthcare, and economics. Recent work focuses on designing neural network architectures and…

Machine Learning · Computer Science 2022-10-13 Andrew Jesson , Alyson Douglas , Peter Manshausen , Maëlys Solal , Nicolai Meinshausen , Philip Stier , Yarin Gal , Uri Shalit
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