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Artificial intelligence (AI)-based models are revolutionizing weather forecasting and have surpassed leading numerical weather prediction systems on various benchmark tasks. However, their ability to extrapolate and reliably forecast…

Atmospheric and Oceanic Physics · Physics 2025-08-22 Zhongwei Zhang , Erich Fischer , Jakob Zscheischler , Sebastian Engelke

We assess the impact of a multi-scale loss formulation for training probabilistic machine-learned weather forecasting models. The multi-scale loss is tested in AIFS-CRPS, a machine-learned weather forecasting model developed at the European…

Atmospheric and Oceanic Physics · Physics 2025-06-13 Simon Lang , Martin Leutbecher , Pedro Maciel

Inverse probability of treatment weighting (IPTW) is a popular method for estimating the average treatment effect (ATE). However, empirical studies show that the IPTW estimators can be sensitive to the misspecification of the propensity…

Methodology · Statistics 2021-08-04 Jianqing Fan , Kosuke Imai , Inbeom Lee , Han Liu , Yang Ning , Xiaolin Yang

Model predictive control (MPC) anticipates future events to take appropriate control actions. Nonlinear MPC (NMPC) describes systems with nonlinear models and/or constraints. A Continuation/GMRES Method for NMPC, suggested by T. Ohtsuka in…

Optimization and Control · Mathematics 2015-09-10 Andrew Knyazev , Yuta Fujii , Alexander Malyshev

Probabilistic price forecasting has recently gained attention in power trading because decisions based on such predictions can yield significantly higher profits than those made with point forecasts alone. At the same time, methods are…

Statistical Finance · Quantitative Finance 2023-08-30 Weronika Nitka , Rafał Weron

Each year a growing number of wind farms are being added to power grids to generate electricity. The power curve of a wind turbine, which exhibits the relationship between generated power and wind speed, plays a major role in assessing the…

Neural and Evolutionary Computing · Computer Science 2021-06-10 Farzad Karami , Nasser Kehtarnavaz , Mario Rotea

Decision-makers rely on weather forecasts to plant crops, manage wildfires, allocate water and energy, and prepare for weather extremes. Today, such forecasts enjoy unprecedented accuracy out to two weeks thanks to steady advances in…

Capturing the uncertainty in probabilistic wind power forecasts is challenging, especially when uncertain input variables, such as the weather, play a role. Since ensemble weather predictions aim to capture the uncertainty in the weather…

Applications · Statistics 2022-04-26 Kaleb Phipps , Sebastian Lerch , Maria Andersson , Ralf Mikut , Veit Hagenmeyer , Nicole Ludwig

We consider a setting where an agent's uncertainty is represented by a set of probability measures, rather than a single measure. Measure-bymeasure updating of such a set of measures upon acquiring new information is well-known to suffer…

Computer Science and Game Theory · Computer Science 2013-02-26 Joseph Y. Halpern , Samantha Leung

Missing data is an universal problem in statistics. We develop a unified framework for estimating parameters defined by general estimating equations under a missing-at-random (MAR) mechanism, based on generalized entropy calibration…

Methodology · Statistics 2026-03-31 Mst Moushumi Pervin , Hengfang Wang , Jae Kwang Kim

Crowdsourced vehicle-based observations have the potential to improve forecast skill in convection-permitting numerical weather prediction (NWP). The aim of this paper is to explore the characteristics of vehicle-based observations of air…

Atmospheric and Oceanic Physics · Physics 2021-05-27 Zackary Bell , Sarah L Dance , Joanne A Waller

The PC algorithm infers causal relations using conditional independence tests that require a pre-specified Type I $\alpha$ level. PC is however unsupervised, so we cannot tune $\alpha$ using traditional cross-validation. We therefore…

Machine Learning · Statistics 2020-12-23 Eric V. Strobl

A recent trend of fair machine learning is to define fairness as causality-based notions which concern the causal connection between protected attributes and decisions. However, one common challenge of all causality-based fairness notions…

Machine Learning · Computer Science 2019-10-29 Yongkai Wu , Lu Zhang , Xintao Wu , Hanghang Tong

We consider a setting where an agent's uncertainty is represented by a set of probability measures, rather than a single measure. Measure-by-measure updating of such a set of measures upon acquiring new information is well-known to suffer…

Computer Science and Game Theory · Computer Science 2016-11-04 Joseph Y. Halpern , Samantha Leung

Nowadays, weather prediction is based on numerical weather prediction (NWP) models to produce an ensemble of forecasts. Despite of large improvements over the last few decades, they still tend to exhibit systematic bias and dispersion…

Applications · Statistics 2024-02-02 David Jobst , Annette Möller , Jürgen Groß

Rank and PIT histograms are established tools to assess the calibration of probabilistic forecasts. They not only check whether an ensemble forecast is calibrated, but they also reveal what systematic biases (if any) are present in the…

Methodology · Statistics 2023-07-13 Sam Allen , Johanna Ziegel , David Ginsbourger

The success of deep learning techniques over the last decades has opened up a new avenue of research for weather forecasting. Here, we take the novel approach of using a neural network to predict full probability density functions at each…

Machine Learning · Statistics 2022-01-05 Mariana Clare , Omar Jamil , Cyril Morcrette

In recent years, AI-based weather forecasting models have matched or even outperformed numerical weather prediction systems. However, most of these models have been trained and evaluated on reanalysis datasets like ERA5. These datasets,…

Atmospheric and Oceanic Physics · Physics 2024-09-17 Weixin Jin , Jonathan Weyn , Pengcheng Zhao , Siqi Xiang , Jiang Bian , Zuliang Fang , Haiyu Dong , Hongyu Sun , Kit Thambiratnam , Qi Zhang

Motivated by the need to analyze continuously updated data sets in the context of time-to-event modeling, we propose a novel nonparametric approach to estimate the conditional hazard function given a set of continuous and discrete…

Methodology · Statistics 2025-07-03 Daphné Aurouet , Valentin Patilea

Accurate time series forecasting is essential in many real-time applications that demand both high predictive accuracy and computational efficiency. This study provides an empirical comparison between a Polynomial Classifier and a Radial…

Machine Learning · Computer Science 2025-05-05 Thanh Son Nguyen , Dang Minh Duc Nguyen , Van Thanh Nguyen