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In this paper we focus on the parameter estimation of dynamic load models with stochastic terms, in particular, load models where protection settings are uncertain, such as in aggregated air conditioning units. We show how the uncertainty…

Optimization and Control · Mathematics 2020-04-30 Daniel Adrian Maldonado , Vishwas Rao , Mihai Anitescu , Vivak Patel

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

Climate projections suffer from uncertain equilibrium climate sensitivity. The reason behind this uncertainty is the resolution of global climate models, which is too coarse to resolve key processes such as clouds and convection. These…

Machine Learning · Computer Science 2019-06-18 Soukayna Mouatadid , Pierre Gentine , Wei Yu , Steve Easterbrook

Extreme geophysical events are of crucial relevance to our daily life: they threaten human lives and cause property damage. To assess the risk and reduce losses, we need to model and probabilistically predict these events. Parametrizations…

Chaotic Dynamics · Physics 2019-09-04 Guannan Hu , Tamás Bódai , Valerio Lucarini

The modelling of small-scale processes is a major source of error in climate models, hindering the accuracy of low-cost models which must approximate such processes through parameterization. Red noise is essential to many operational…

Machine Learning · Computer Science 2022-09-13 Raghul Parthipan , Hannah M. Christensen , J. Scott Hosking , Damon J. Wischik

Recently, deep learning has emerged as a promising tool for statistical downscaling, the set of methods for generating high-resolution climate fields from coarse low-resolution variables. Nevertheless, their ability to generalize to climate…

Machine Learning · Computer Science 2023-05-03 Jose González-Abad , Jorge Baño-Medina

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

Ensemble prediction systems are an invaluable tool for weather forecasting. Practically, ensemble predictions are obtained by running several perturbations of the deterministic control forecast. However, ensemble prediction is associated…

Machine Learning · Computer Science 2023-02-22 Rüdiger Brecht , Alex Bihlo

Reliable prediction of large chaotic sytems in the short to middle time range is of interest in a number of fields, including climate, ecology, seismology, and economics. In this paper, results from chaos theory, and statistical theory are…

Applications · Statistics 2013-12-17 M. LuValle

Stochastic parameterizations are increasingly being used to represent the uncertainty associated with model errors in ensemble forecasting and data assimilation. One of the challenges associated with the use of these parameterizations is…

Computation · Statistics 2019-10-23 Guillermo Scheffler , Juan Ruiz , Manuel Pulido

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

We investigate the effects of a time-correlated noise on an extended chaotic system. The chosen model is the Lorenz'96, a kind of toy model used for climate studies. The system is subjected to both temporal and spatiotemporal perturbations.…

Chaotic Dynamics · Physics 2007-07-18 Jorge A. Revelli , Miguel A. Rodriguez , Horacio S. Wio

Probabilistic forecasting provides a principled framework for uncertainty quantification in dynamical systems by representing predictions as probability distributions rather than deterministic trajectories. However, existing forecasting…

Machine Learning · Statistics 2026-03-27 Tianlin Yang , Hailiang Du , Louis Aslett

Faithful uncertainty quantification (UQ) is paramount in high stakes climate prediction. Deep ensembles, or ensembles of probabilistic neural networks, are state of the art for UQ in machine learning (ML) and are growing increasingly…

Atmospheric and Oceanic Physics · Physics 2026-03-24 Devin M. McAfee , Elizabeth A. Barnes

Stochastic parametrisations are used in weather and climate models to improve the representation of unpredictable unresolved processes. When compared to a deterministic model, a stochastic model represents `model uncertainty', i.e., sources…

Atmospheric and Oceanic Physics · Physics 2020-04-22 Hannah M. Christensen

Bayesian methods are increasingly being applied to parameterize mechanistic process models used in environmental prediction and forecasting. In particular, models describing ecosystem dynamics with multiple states that are linear and…

Applications · Statistics 2021-10-19 John W. Smith , Leah R. Johnson , Robert Q. Thomas

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

Probabilistic forecasting is crucial for real-world spatiotemporal systems, such as climate, energy, and urban environments, where quantifying uncertainty is essential for informed, risk-aware decision-making. While diffusion models have…

Machine Learning · Computer Science 2025-09-30 Zhi Sheng , Yuan Yuan , Yudi Zhang , Jingtao Ding , Yong Li

Complex numerical weather prediction models incorporate a variety of physical processes, each described by multiple alternative physical schemes with specific parameters. The selection of the physical schemes and the choice of the…

Numerical Analysis · Computer Science 2018-02-23 Azam Moosavi , Vishwas Rao , Adrian Sandu

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti