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In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. This has opened up the opportunity to develop competitive…

Machine Learning · Computer Science 2021-03-23 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

Encouraged by decision makers' appetite for future information on topics ranging from elections to pandemics, and enabled by the explosion of data and computational methods, model based forecasts have garnered increasing influence on a…

Applications · Statistics 2022-07-22 Carl Boettiger

Accurate weather prediction is essential for many aspects of life, notably the early warning of extreme weather events such as rainstorms. Short-term predictions of these events rely on forecasts from numerical weather models, in which,…

Machine Learning · Computer Science 2023-04-05 Guoxing Chen , Wei-Chyung Wang

Streamflow, as a natural phenomenon, is continuous in time and so are the meteorological variables which influence its variability. In practice, it can be of interest to forecast the whole flow curve instead of points (daily or hourly). To…

Applications · Statistics 2016-10-20 Pierre Masselot , Sophie Dabo-Niang , Fateh Chebana , Taha B. M. J. Ouarda

Predicting chaotic dynamical systems is critical in many scientific fields, such as weather forecasting, but challenging due to the characteristic sensitive dependence on initial conditions. Traditional modeling approaches require extensive…

Machine Learning · Computer Science 2025-03-12 Christof Schötz , Alistair White , Maximilian Gelbrecht , Niklas Boers

In numerical modeling of the Earth System, many processes remain unknown or ill represented (let us quote sub-grid processes, the dependence to unknown latent variables or the non-inclusion of complex dynamics in numerical models) but…

Data Analysis, Statistics and Probability · Physics 2019-03-19 Julien Brajard , Anastase Charantonis , Jérôme Sirven

Storm surge is a major natural hazard in coastal regions, responsible both for significant property damage and loss of life. Accurate, efficient models of storm surge are needed both to assess long-term risk and to guide emergency…

Computational Engineering, Finance, and Science · Computer Science 2023-04-04 Benjamin Pachev , Prateek Arora , Carlos del-Castillo-Negrete , Eirik Valseth , Clint Dawson

Estimating the expected impact of an article is valuable for various applications (e.g., article/cooperator recommendation). Most existing approaches attempt to predict the exact number of citations each article will receive in the near…

Information Retrieval · Computer Science 2021-01-01 Thanasis Vergoulis , Ilias Kanellos , Giorgos Giannopoulos , Theodore Dalamagas

The emergence of data-driven weather forecast models provides great promise for producing faster, computationally cheaper weather forecasts, compared to physics-based numerical models. However, while the performance of artificial…

Atmospheric and Oceanic Physics · Physics 2025-11-04 Hilla Afargan-Gerstman , Rachel W. -Y. Wu , Alice Ferrini , Daniela I. V. Domeisen

Floods are the most common form of natural disaster and accurate flood forecasting is essential for early warning systems. Previous work has shown that machine learning (ML) models are a promising way to improve flood predictions when…

Machine Learning · Computer Science 2025-04-18 Emil Ryd , Grey Nearing

In this paper, we present a reproducible benchmarking framework that systematically compares QML models with architecture-matched classical counterparts across three financial tasks: (i) directional return prediction on U.S. and Turkish…

Machine Learning · Computer Science 2026-01-08 Rehan Ahmad , Muhammad Kashif , Nouhaila Innan , Muhammad Shafique

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Econometrics · Economics 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

Without the ability to estimate and benchmark AI capability advancements, organizations are left to respond to each change reactively, impeding their ability to build viable mid and long-term strategies. This paper explores the recent…

Computers and Society · Computer Science 2023-04-03 Emily Dardaman , Abhishek Gupta

This paper presents first steps toward robust models for crisis prediction. We conduct a horse race of conventional statistical methods and more recent machine learning methods as early-warning models. As individual models are in the…

Statistical Finance · Quantitative Finance 2016-04-04 Markus Holopainen , Peter Sarlin

Storm surge and waves are responsible for a substantial portion of tropical and extratropical cyclones-related damages. While high-fidelity numerical models have significantly advanced the simulation accuracy of storm surge and waves, they…

Atmospheric and Oceanic Physics · Physics 2024-03-27 Saeed Saviz Naeini , Reda Snaiki

Meteorological forecasting provides reliable prediction about the future weather within a given interval of time. Meteorological forecasting can be viewed as a form of hybrid diagnostic reasoning and can be mapped onto an integrated…

Artificial Intelligence · Computer Science 2019-02-11 Matteo Cristani , Francesco Domenichini , Claudio Tomazzoli , Luca Viganò , Margherita Zorzi

Forecasting Heavy Precipitation Events (HPE) in the Mediterranean is crucial but challenging due to the complexity of the processes involved. In this context, Artificial Intelligence methods have recently proven to be competitive with…

Atmospheric and Oceanic Physics · Physics 2025-04-01 Killian Pujol , Roberta Baggio , Dominique Lambert , Jean-François Muzy , Jean-Baptiste Filippi , Florian Pantillon

Despite the increasing importance of forecasts of renewable energy, current planning studies only address a general estimate of the forecast quality to be expected and selected forecast horizons. However, these estimates allow only a…

Applications · Statistics 2019-06-03 Jens Schreiber , Artjom Buschin , Bernhard Sick

Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields including meteorology, hydrology, economics, and demography. In typical applications, many alternative statistical…

Computation · Statistics 2018-07-31 Alexander Jordan , Fabian Krüger , Sebastian Lerch