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Multistage stochastic programming provides a modeling framework for sequential decision-making problems that involve uncertainty. One typically overlooked aspect of this methodology is how uncertainty is incorporated into modeling.…
Accurate and reliable probabilistic forecasts of hydrological quantities like runoff or water level are beneficial to various areas of society. Probabilistic state-of-the-art hydrological ensemble prediction models are usually driven with…
Traditional regression and prediction tasks often only provide deterministic point estimates. To estimate the distribution or uncertainty of the response variable, traditional methods either assume that the posterior distribution of samples…
Weather forecasting has seen a shift in methods from numerical simulations to data-driven systems. While initial research in the area focused on deterministic forecasting, recent works have used diffusion models to produce skillful ensemble…
We introduce an ensemble learning post-processing methodology for probabilistic hydrological modelling. This methodology generates numerous point predictions by applying a single hydrological model, yet with different parameter values drawn…
The paper suggests a method of extrapolation of notion of one-sided semi-infinite sequences representing traces of two-sided band-limited sequences; this features ensure uniqueness of this extrapolation and possibility to use this for…
Postprocessing ensemble weather predictions to correct systematic errors has become a standard practice in research and operations. However, only few recent studies have focused on ensemble postprocessing of wind gust forecasts, despite its…
We investigate the performance and sampling variability of estimated forecast combinations, with particular attention given to the combination of forecast distributions. Unknown parameters in the forecast combination are optimized according…
When solving forecasting problems including multiple time-series features, existing approaches often fall into two extreme categories, depending on whether to utilize inter-feature information: univariate and complete-multivariate models.…
This paper presents expression of mutual information that defines the information gain in planning of sensing resources, when the goal is to reduce the forecast uncertainty of some quantities of interest and the system dynamics is described…
In many areas of decision-making, forecasting is an essential pillar. Consequently, many different forecasting methods have been proposed. From our experience, recently presented forecasting methods are computationally intensive, poorly…
Predictive models such as decision trees and neural networks may produce discrimination in their predictions. This paper proposes a method to post-process the predictions of a predictive model to make the processed predictions…
In modelling time series data coming from different sources, frequencies can easily vary since some variable can be measured at higher frequencies, others, at lower frequencies. Given data measured over spatial units and at varying…
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,…
Seasonal forecasting remains challenging due to the inherent chaotic nature of atmospheric dynamics. This paper introduces DeepSeasons, a novel deep learning approach designed to enhance the accuracy and reliability of seasonal forecasts.…
Producing high-quality forecasts of key climate variables, such as temperature and precipitation, on subseasonal time scales has long been a gap in operational forecasting. This study explores an application of machine learning (ML) models…
For most statistical postprocessing schemes used to correct weather forecasts, changes to the forecast model induce a considerable reforecasting effort. We present a new approach based on response theory to cope with slight model changes.…
Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy task. In recent years, the idea of using time series…
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…
Bayesian aggregation lets election forecasters combine diverse sources of information, such as state polls and economic and political indicators: as in our collaboration with The Economist magazine. However, the demands of real-time…