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Statistical postprocessing techniques are commonly used to improve the skill of ensembles of numerical weather forecasts. This paper considers spatial extensions of the well-established nonhomogeneous Gaussian regression (NGR)…

Applications · Statistics 2015-06-22 Kira Feldmann , Michael Scheuerer , Thordis L. Thorarinsdottir

Machine learning for time-series forecasting remains a key area of research. Despite successful application of many machine learning techniques, relating computational efficiency to forecast error remains an under-explored domain. This…

Machine Learning · Computer Science 2023-09-28 Elin Törnquist , Wagner Costa Santos , Timothy Pogue , Nicholas Wingle , Robert A. Caulk

Although numerical weather forecasting methods have dominated the field, recent advances in deep learning methods, such as diffusion models, have shown promise in ensemble weather forecasting. However, such models are typically…

Machine Learning · Computer Science 2025-09-16 Kevin Valencia , Ziyang Liu , Justin Cui

Ensemble forecasting is a technique devised to palliate sensitivity to initial conditions in nonlinear dynamical systems. The basic idea to avoid this sensitivity is to run the model many times under several slightly-different initial…

Atmospheric and Oceanic Physics · Physics 2015-06-26 F J Tapiador , R Verdejo

The growing integration of power electronic-based technologies has increased the necessity of power quality (PQ) monitoring in transmission systems. Although large datasets are collected by operators, their use is typically limited to…

Signal Processing · Electrical Eng. & Systems 2026-03-04 Max Domagk , Peter Feistel , Jan Meyer , Marco Lindner , Jako Kilter

Critical decisions frequently rely on high-dimensional output from complex computer simulation models that show intricate cross-variable, spatial and temporal dependence structures, with weather and climate predictions being key examples.…

Methodology · Statistics 2013-12-24 Roman Schefzik , Thordis L. Thorarinsdottir , Tilmann Gneiting

We propose a machine-learning-based methodology for in-situ weather forecast postprocessing that is both spatially coherent and multivariate. Compared to previous work, our Flow MAtching Postprocessing (FMAP) better represents the…

Atmospheric and Oceanic Physics · Physics 2025-04-28 David Landry , Claire Monteleoni , Anastase Charantonis

The contribution of this work is twofold: (1) We introduce a collection of ensemble methods for time series forecasting to combine predictions from base models. We demonstrate insights on the power of ensemble learning for forecasting,…

Machine Learning · Computer Science 2021-04-26 Julia Gastinger , Sébastien Nicolas , Dušica Stepić , Mischa Schmidt , Anett Schülke

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Optimization and Control · Mathematics 2023-03-23 Yihua Yang

To address the uncertainty in outputs of numerical weather prediction (NWP) models, ensembles of forecasts are used. To obtain such an ensemble of forecasts the NWP model is run multiple times, each time with different formulations and/or…

Applications · Statistics 2016-05-25 Annette Möller , Jürgen Groß

Uncertainty quantification is crucial to decision-making. A prominent example is probabilistic forecasting in numerical weather prediction. The dominant approach to representing uncertainty in weather forecasting is to generate an ensemble…

Machine Learning · Computer Science 2023-10-10 Lizao Li , Rob Carver , Ignacio Lopez-Gomez , Fei Sha , John Anderson

Accurate production forecasts are essential to continue facilitating the integration of renewable energy sources into the power grid. This paper illustrates how to obtain probabilistic day-ahead forecasts of wind power generation via…

Machine Learning · Computer Science 2026-02-16 Max Bruninx , Diederik van Binsbergen , Timothy Verstraeten , Ann Nowé , Jan Helsen

Global warming leads to the increase in frequency and intensity of climate extremes that cause tremendous loss of lives and property. Accurate long-range climate prediction allows more time for preparation and disaster risk management for…

Machine Learning · Computer Science 2021-12-13 Ken C. L. Wong , Hongzhi Wang , Etienne E. Vos , Bianca Zadrozny , Campbell D. Watson , Tanveer Syeda-Mahmood

A forecasting ensemble consisting of a diverse range of estimators for both local and global univariate forecasting, in particular MQ-CNN,DeepAR, Prophet, NPTS, ARIMA and ETS, can be used to make forecasts for a variety of problems. This…

Machine Learning · Computer Science 2023-11-08 David Hoffmann

Numerical weather predictions (NWP) are systematically subject to errors due to the deterministic solutions used by numerical models to simulate the atmosphere. Statistical postprocessing techniques are widely used nowadays for NWP…

Statistical post-processing of dynamical forecast ensembles is an essential component of weather forecasting. In this article, we present a post-processing method that generates full predictive probability distributions for precipitation…

Applications · Statistics 2014-04-29 Michael Scheuerer

During the last two years, tremendous progress in global data-driven weather models trained on numerical weather prediction (NWP) re-analysis data has been made. The most recent models trained on the ERA5 at 0.25{\deg} resolution…

Atmospheric and Oceanic Physics · Physics 2023-09-06 John Bjørnar Bremnes , Thomas N. Nipen , Ivar A. Seierstad

Long-range ensemble forecasts are typically verified as anomalies with respect to a lead-time dependent climatological mean to remove the influence of systematic biases. However, common methods for calculating anomalies result in…

Atmospheric and Oceanic Physics · Physics 2025-06-11 Christopher D. Roberts , Martin Leutbecher

Amounts of historical data collected increase and business intelligence applicability with automatic forecasting of time series are in high demand. While no single time series modeling method is universal to all types of dynamics,…

Machine Learning · Statistics 2022-04-18 Evaldas Vaiciukynas , Paulius Danenas , Vilius Kontrimas , Rimantas Butleris

Gaussian processes provide a flexible framework for spatial prediction, but their computational cost limits applicability to large-scale data with large sample size $n$. Predictive processes (PPs), a popular low-rank approximation, mitigate…

Methodology · Statistics 2026-03-23 Nicolas Bianco , Nadja Klein
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