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An influential step in weather forecasting was the introduction of ensemble forecasts in operational use due to their capability to account for the uncertainties in the future state of the atmosphere. However, ensemble weather forecasts are…

Applications · Statistics 2023-05-25 Mária Lakatos , Sebastian Lerch , Stephan Hemri , Sándor Baran

Contemporary weather forecasts are typically based on ensemble prediction systems, which consist of multiple runs of numerical weather prediction models that vary with respect to in the initial conditions and/or the the parameterization of…

Methodology · Statistics 2016-05-04 Roman Schefzik

State-of-the-art weather forecasts usually rely on ensemble prediction systems, accounting for the different sources of uncertainty. As ensembles are typically uncalibrated, they should get statistically postprocessed. Several multivariate…

Methodology · Statistics 2016-09-21 Roman Schefzik

Ensemble forecasting systems have advanced meteorology by providing probabilistic estimates of future states. Nonetheless, systematic biases often persist, making statistical post-processing essential. Traditional parametric post-processing…

Applications · Statistics 2026-02-17 Mária Lakatos

We propose a method for post-processing an ensemble of multivariate forecasts in order to obtain a joint predictive distribution of weather. Our method utilizes existing univariate post-processing techniques, in this case ensemble Bayesian…

Applications · Statistics 2015-10-28 Annette Möller , Alex Lenkoski , Thordis L. Thorarinsdottir

Today weather forecasting is conducted using numerical weather prediction (NWP) models, consisting of a set of differential equations describing the dynamics of the atmosphere. The output of such NWP models are single deterministic…

Applications · Statistics 2018-11-07 Annette Möller , Ludovica Spazzini , Daniel Kraus , Thomas Nagler , Claudia Czado

Ensembles of forecasts are typically employed to account for the forecast uncertainties inherent in predictions of future weather states. However, biases and dispersion errors often present in forecast ensembles require statistical…

Methodology · Statistics 2015-07-21 Sándor Baran , Annette Möller

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

Probabilistic forecasts in the form of ensemble of scenarios are required for complex decision making processes. Ensemble forecasting systems provide such products but the spatio-temporal structures of the forecast uncertainty is lost when…

Applications · Statistics 2016-12-21 Zied Ben Bouallegue , Tobias Heppelmann , Susanne E. Theis , Pierre Pinson

Ensemble forecast post-processing is a necessary step in producing accurate probabilistic forecasts. Conventional post-processing methods operate by estimating the parameters of a parametric distribution, frequently on a per-location or…

Machine Learning · Computer Science 2023-05-01 Peter Mlakar , Janko Merše , Jana Faganeli Pucer

Meteorological ensembles are a collection of scenarios for future weather delivered by a meteorological center. Such ensembles form the main source of valuable information for probabilistic forecasting which aims at producing a predictive…

Applications · Statistics 2019-03-07 Marie Courbariaux , Pierre Barbillon , Luc Perreault , Éric Parent

Probabilistic weather forecasts from ensemble systems require statistical postprocessing to yield calibrated and sharp predictive distributions. This paper presents an area-covering postprocessing method for ensemble precipitation…

Applications · Statistics 2020-10-13 Lea Friedli , David Ginsbourger , Jonas Bhend

Statistical postprocessing is routinely applied to correct systematic errors of numerical weather prediction models (NWP) and to automatically produce calibrated local forecasts for end-users. Postprocessing is particularly relevant in…

We propose a new copula model for replicated multivariate spatial data. Unlike classical models that assume multivariate normality of the data, the proposed copula is based on the assumption that some factors exist that affect the joint…

Applications · Statistics 2018-10-12 Pavel Krupskii , Marc G. Genton

Many post-processing methods improve forecasts at individual locations but remove their correlation structure, which is crucial for predicting larger-scale events like total precipitation amount over areas such as river catchments that are…

Methodology · Statistics 2024-08-13 Peter Schaumann , Martin Rempel , Ulrich Blahak , Volker Schmidt

To quantify the uncertainty in numerical weather prediction (NWP) forecasts, ensemble prediction systems are utilized. Although NWP forecasts continuously improve, they suffer from systematic bias and dispersion errors. To obtain well…

Applications · Statistics 2026-01-30 Ferdinand Buchner , David Jobst , Annette Möller , Claudia Czado

Accurate and reliable forecasting of photovoltaic (PV) power generation is crucial for grid operations, electricity markets, and energy planning, as solar systems now contribute a significant share of the electricity supply in many…

Applications · Statistics 2025-08-22 Martin János Mayer , Ágnes Baran , Sebastian Lerch , Nina Horat , Dazhi Yang , Sándor Baran

This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…

Statistics Theory · Mathematics 2018-12-11 Natalie Neumeyer , Marek Omelka , Sarka Hudecova

Since the start of the operational use of ensemble prediction systems, ensemble-based probabilistic forecasting has become the most advanced approach in weather prediction. However, despite the persistent development of the last three…

Applications · Statistics 2024-11-05 Sándor Baran , Mária Lakatos

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…

Machine Learning · Computer Science 2025-04-15 Martin Andrae , Tomas Landelius , Joel Oskarsson , Fredrik Lindsten
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