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This work presents a robust framework for quantifying solar irradiance variability and forecastability through the Stochastic Coefficient of Variation (sCV) and the Forecastability (F). Traditional metrics, such as the standard deviation,…

Spatial population synchrony has been the focus of theoretical and empirical studies for decades, in the hopes of understanding mechanisms and interactions driving ecological dynamics. In many systems, it is well-known that seasonality…

Populations and Evolution · Quantitative Biology 2023-01-11 Pedro G Nicolau , Sigrunn H Sørbye , Nigel G Yoccoz , Rolf A Ims

The conventional modal analysis techniques face difficulties in handling nonstationary phenomena, such as transient, nonperiodic, or intermittent phenomena. This paper presents a variational mode decomposition--based nonstationary coherent…

Fluid Dynamics · Physics 2024-05-20 Yuya Ohmichi

Due to the accuracy now reached by space geodetic techniques, and also considering some modelisations, the temporal variations of some Earth Gravity Field coefficients can be determined. They are due to Earth oceanic and solid tides, as…

Astrophysics · Physics 2007-11-29 G. Bourda , N. Capitaine

Urban air quality forecasting is challenging because pollutant concentrations are nonlinear, nonstationary, spatiotemporally dependent, and often affected by anomalous observations caused by traffic congestion, industrial emissions, and…

Machine Learning · Computer Science 2026-05-06 Nourin Jahan , Madhurima Panja , Muhammed Navas T , Tanujit Chakraborty

Real-world time series exhibit temporally structured uncertainty: volatility clusters in turbulent regimes, dissipates in stable periods, and shifts abruptly around structural breaks. Yet many probabilistic forecasting methods estimate…

Machine Learning · Computer Science 2026-05-26 Yijun Wang , Qiyuan Zhuang , Xiu-Shen Wei

Water availability is a major environmental driver affecting riparian and wetland vegetation. The interaction between water table fluctuations and vegetation in a stochastic environment contributes to the complexity of the dynamics of these…

Populations and Evolution · Quantitative Biology 2012-05-14 Stefania Scarsoglio , Paolo D'Odorico , Francesco Laio , Luca Ridolfi

Wind energy is becoming an increasingly crucial component of a sustainable grid, but its inherent variability and limited predictability present challenges for grid operators. The energy sector needs novel forecasting techniques that can…

Applications · Statistics 2023-12-05 Zheng Dong , Hanyu Zhang , Shixiang Zhu , Yao Xie , Pascal Van Hentenryck

Many environmental processes such as rainfall, wind or snowfall are inherently spatial and the modelling of extremes has to take into account that feature. In addition, environmental processes are often attached with an angle, e.g., wind…

Methodology · Statistics 2024-07-04 Gaspard Tamagny , Mathieu Ribatet

Although the paradigm of criticality is centred around spatial correlations and their anomalous scaling, not many studies of Self-Organised Criticality (SOC) focus on spatial correlations. Often, integrated observables, such as avalanche…

Statistical Mechanics · Physics 2017-08-01 Gary Willis , Gunnar Pruessner

Many records in environmental sciences exhibit asymmetric trajectories and there is a need for simple and tractable models which can reproduce such features. In this paper we explore an approach based on applying both a time change and a…

Methodology · Statistics 2015-10-09 Pierre Ailliot , Bernard Delyon , Valérie Monbet , Marc Prevosto

Event Studies (ES) are statistical tools that assess whether a particular event of interest has caused changes in the level of one or more relevant time series. We are interested in ES applied to multivariate time series characterized by…

Applications · Statistics 2025-01-09 Paolo Maranzano , Matteo Maria Pelagatti

In 2023, Sicily faced an escalating issue of uncontrolled fires, necessitating a thorough investigation into their spatio-temporal dynamics. Our study addresses this concern through point process theory. Each wildfire is treated as a unique…

Applications · Statistics 2024-02-19 Nicoletta D'Angelo , Alessandro Albano , Andrea Gilardi , Giada Adelfio

Thermal conditions in the urban canopy exhibit stochastic variability driven by varied radiative fluxes and turbulent wind fields, requiring probabilistic rather than deterministic prediction methods. This study presents a probabilistic…

Applied Physics · Physics 2025-12-10 Shisheng Chen , Ruohan Xu , Nyuk Hien Wong , Shanshan Tong , Jiashuo Wang , Matthaios Santamouris

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…

Statistics Theory · Mathematics 2020-02-19 Mengyu Xu , Xiaohui Chen , Wei Biao Wu

Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…

Methodology · Statistics 2016-02-22 Raphael Huser , Marc G. Genton

We present new wind models for {\tau} Bo\"otis ({\tau} Boo), a hot-Jupiter-host-star whose observable magnetic cycles makes it a uniquely useful target for our goal of monitoring the temporal variability of stellar winds and their…

Solar and Stellar Astrophysics · Physics 2016-11-15 B. A. Nicholson , A. A. Vidotto , M. Mengel , L. Brookshaw , B. Carter , P. Petit , S. C. Marsden , S. V. Jeffers , R. Fares , the BCool Collaboration

Visual anemometry (VA) leverages observations of fluid-structure interactions to infer incident flow characteristics. Recent work has demonstrated the concept of VA using both data-driven and physical modelling approaches applied to natural…

Fluid Dynamics · Physics 2022-09-07 Roni H. Goldshmid , John O. Dabiri

This paper proposes an enhanced approach to modeling and forecasting volatility using high frequency data. Using a forecasting model based on Realized GARCH with multiple time-frequency decomposed realized volatility measures, we study the…

Statistical Finance · Quantitative Finance 2015-02-04 Jozef Barunik , Tomas Krehlik , Lukas Vacha

The operation of power systems is affected by diverse technical, economic and social factors. Social behaviour determines load patterns, electricity markets regulate the generation and weather-dependent renewables introduce power…

Systems and Control · Electrical Eng. & Systems 2022-11-04 Johannes Kruse , Eike Cramer , Benjamin Schäfer , Dirk Witthaut
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