Related papers: Fixing the Double Penalty in Data-Driven Weather F…
Renewable energy forecasting is the workhorse for efficient energy dispatch. However, forecasts with small mean squared errors (MSE) may not necessarily lead to low operation costs. Here, we propose a forecasting approach specifically…
Deep learning models for meteorological forecasting often fail in rare but high-impact events such as typhoons, where relevant data is scarce. Existing fine-tuning methods typically face a trade-off between overlooking these extreme events…
We consider the problem of sparse estimation in a factor analysis model. A traditional estimation procedure in use is the following two-step approach: the model is estimated by maximum likelihood method and then a rotation technique is…
Estimation in generalized linear models (GLM) is complicated by the presence of constraints. One can handle constraints by maximizing a penalized log-likelihood. Penalties such as the lasso are effective in high dimensions, but often lead…
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…
Forecasters often use common information and hence make common mistakes. We propose a new approach, Factor Graphical Model (FGM), to forecast combinations that separates idiosyncratic forecast errors from the common errors. FGM exploits the…
Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning…
Predictions of thunderstorm-related hazards are needed in several sectors, including first responders, infrastructure management and aviation. To address this need, we present a deep learning model that can be adapted to different hazard…
The imperative of user privacy protection and regulatory compliance necessitates sensitive data removal in model training, yet this process often induces distributional shifts that undermine model performance-particularly in…
We modify the Double Machine Learning estimator to broaden its applicability to macroeconomic time-series settings. A deterministic cross-fitting step, termed Reverse Cross-Fitting, leverages the time-reversibility of stationary series to…
Conventional hurricane track generation methods typically depend on biased outputs from Global Climate Models (GCMs), which undermines their accuracy in the context of climate change. We present a novel dynamic bias correction framework…
We propose a learning framework for calibrating predictive models to make loss-controlling prediction for exchangeable data, which extends our recently proposed conformal loss-controlling prediction for more general cases. By comparison,…
We propose a novel method to model nonlinear regression problems by adapting the principle of penalization to Partial Least Squares (PLS). Starting with a generalized additive model, we expand the additive component of each variable in…
We introduce Mosaic, a probabilistic weather forecasting model that addresses three failure modes of spectral degradation in ML-based weather prediction: spectral damping (statistical), high-frequency aliasing (architectural), and residual…
Diffusion models offer a physically grounded framework for probabilistic weather forecasting, but their typical reliance on slow, iterative solvers during inference makes them impractical for subseasonal-to-seasonal (S2S) applications where…
While widely recognized as one of the most substantial weather forecasting methodologies, Numerical Weather Prediction (NWP) usually suffers from relatively coarse resolution and inevitable bias due to tempo-spatial discretization, physical…
Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…
This study introduces a novel torus-to-torus regression framework to improve the analysis and prediction of cyclone-driven wind-wave directional dynamics. This research, to our knowledge, establishes a mathematical framework for modeling…
Weather extremes are a major societal and economic hazard, claiming thousands of lives and causing billions of dollars in damage every year. Under climate change, their impact and intensity are expected to worsen significantly.…
Dynamical weather and climate prediction models underpin many studies of the Earth system and hold the promise of being able to make robust projections of future climate change based on physical laws. However, simulations from these models…