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State-of-the-art weather forecasts usually rely on ensemble prediction systems, accounting for the different sources of uncertainty. As ensembles are typically uncalibrated, they should get statistically postprocessed. Several multivariate…

Methodology · Statistics 2016-09-21 Roman Schefzik

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that…

Machine Learning · Computer Science 2021-09-22 Rakshitha Godahewa , Kasun Bandara , Geoffrey I. Webb , Slawek Smyl , Christoph Bergmeir

Forecast combinations have flourished remarkably in the forecasting community and, in recent years, have become part of the mainstream of forecasting research and activities. Combining multiple forecasts produced from single (target) series…

Methodology · Statistics 2022-09-26 Xiaoqian Wang , Rob J Hyndman , Feng Li , Yanfei Kang

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

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

Local climate information is crucial for impact assessment and decision-making, yet coarse global climate simulations cannot capture small-scale phenomena. Current statistical downscaling methods infer these phenomena as temporally…

Machine Learning · Computer Science 2025-09-24 Jonathan Schmidt , Luca Schmidt , Felix Strnad , Nicole Ludwig , Philipp Hennig

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assign to base models a set of deterministic, constant model weights that (1) do not fully account for individual models' varying accuracy…

Methodology · Statistics 2019-04-02 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent A. Coull

Probabilistic forecasting is crucial for real-world spatiotemporal systems, such as climate, energy, and urban environments, where quantifying uncertainty is essential for informed, risk-aware decision-making. While diffusion models have…

Machine Learning · Computer Science 2025-09-30 Zhi Sheng , Yuan Yuan , Yudi Zhang , Jingtao Ding , Yong Li

Since the weather is chaotic, forecasts aim to predict the distribution of future states rather than make a single prediction. Recently, multiple data driven weather models have emerged claiming breakthroughs in skill. However, these have…

This work presents an autoregressive generative diffusion model (DiffObs) to predict the global evolution of daily precipitation, trained on a satellite observational product, and assessed with domain-specific diagnostics. The model is…

Computational Physics · Physics 2024-04-11 Jason Stock , Jaideep Pathak , Yair Cohen , Mike Pritchard , Piyush Garg , Dale Durran , Morteza Mardani , Noah Brenowitz

Statistical postprocessing is used to translate ensembles of raw numerical weather forecasts into reliable probabilistic forecast distributions. In this study, we examine the use of permutation-invariant neural networks for this task. In…

Machine Learning · Statistics 2024-01-22 Kevin Höhlein , Benedikt Schulz , Rüdiger Westermann , Sebastian Lerch

Diffusion models, a family of generative models based on deep learning, have become increasingly prominent in cutting-edge machine learning research. With a distinguished performance in generating samples that resemble the observed data,…

Machine Learning · Computer Science 2023-05-02 Lequan Lin , Zhengkun Li , Ruikun Li , Xuliang Li , Junbin Gao

Estimating and disentangling epistemic uncertainty, uncertainty that is reducible with more training data, and aleatoric uncertainty, uncertainty that is inherent to the task at hand, is critically important when applying machine learning…

Machine Learning · Computer Science 2024-11-08 Matthew A. Chan , Maria J. Molina , Christopher A. Metzler

Weather forecasts are fundamentally uncertain, so predicting the range of probable weather scenarios is crucial for important decisions, from warning the public about hazardous weather, to planning renewable energy use. Here, we introduce…

By the end of 2021, the renewable energy share of the global electricity capacity reached 38.3% and the new installations are dominated by wind and solar energy, showing global increases of 12.7% and 18.5%, respectively. However, both wind…

Machine Learning · Statistics 2024-09-18 Ágnes Baran , Sándor Baran

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

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

Data-driven deep learning models are transforming global weather forecasting. It is an open question if this success can extend to climate modeling, where the complexity of the data and long inference rollouts pose significant challenges.…

Machine Learning · Computer Science 2024-11-14 Salva Rühling Cachay , Brian Henn , Oliver Watt-Meyer , Christopher S. Bretherton , Rose Yu

Traffic flow forecasting is a crucial task in intelligent transport systems. Deep learning offers an effective solution, capturing complex patterns in time-series traffic flow data to enable the accurate prediction. However, deep learning…

Machine Learning · Computer Science 2024-11-07 Qiyuan Zhu , A. K. Qin , Hussein Dia , Adriana-Simona Mihaita , Hanna Grzybowska

Renewable resources are strongly dependent on local and large-scale weather situations. Skillful subseasonal to seasonal (S2S) forecasts -- beyond two weeks and up to two months -- can offer significant socioeconomic advantages to the…

Machine Learning · Computer Science 2025-04-01 Maximilian Springenberg , Noelia Otero , Yuxin Xue , Jackie Ma
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