Related papers: Do medium range ensemble forecasts give useful pre…
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…
Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy task. In recent years, the idea of using time series…
Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…
In this paper, we consider the task of predicting travel times between two arbitrary points in an urban scenario. We view this problem from two temporal perspectives: long-term forecasting with a horizon of several days and short-term…
Traditionally model averaging has been viewed as an alternative to model selection with the ultimate goal to incorporate the uncertainty associated with the model selection process in standard errors and confidence intervals by using a…
The joint modeling of longitudinal and time-to-event data is an active area of statistics research that has received a lot of attention in the recent years. More recently, a new and attractive application of this type of models has been to…
When climate forecasts are highly uncertain, the optimal mean squared error strategy is to ignore them. When climate forecasts are highly certain, the optimal mean squared error strategy is to use them as is. In between these two extremes…
Forecast combinations have flourished remarkably in the forecasting community and, in recent years, have become part of the mainstream of forecasting research and activities. Combining multiple forecasts produced from single (target) series…
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…
Statistical post-processing techniques are now widely used to correct systematic biases and errors in calibration of ensemble forecasts obtained from multiple runs of numerical weather prediction models. A standard approach is the ensemble…
Meaningful climate predictions must be accompanied by their corresponding range of uncertainty. Quantifying the uncertainties is non-trivial, and different methods have been suggested and used in the past. Here, we propose a method that…
Climate change is increasing the occurrence of extreme precipitation events, threatening infrastructure, agriculture, and public safety. Ensemble prediction systems provide probabilistic forecasts but exhibit biases and difficulties in…
Large Language Models (LLMs) demonstrate partial forecasting competence across social, political, and economic events. Yet, their predictive ability varies sharply with domain structure and prompt framing. We investigate how forecasting…
Empirical relationships are derived for the expected sampling error of quantile estimations using Monte Carlo experiments for two frequency distributions frequently encountered in climate sciences. The relationships found are expressed as a…
Temperature forecasting and rain forecasting in today's environment is playing a major role in many fields like transportation, tour planning and agriculture. The purpose of this paper is to provide a real time forecasting to the user…
The importance of accurately quantifying forecast uncertainty has motivated much recent research on probabilistic forecasting. In particular, a variety of deep learning approaches has been proposed, with forecast distributions obtained as…
Large language models (LLMs) are being applied to time series forecasting. But are language models actually useful for time series? In a series of ablation studies on three recent and popular LLM-based time series forecasting methods, we…
Multivariate probabilistic verification is concerned with the evaluation of joint probability distributions of vector quantities such as a weather variable at multiple locations or a wind vector for instance. The logarithmic score is a…
Weather is a phenomenon that affects everything and everyone around us on a daily basis. Weather prediction has been an important point of study for decades as researchers have tried to predict the weather and climatic changes using…
To mitigate the uncertainty of variable renewable resources, two off-the-shelf machine learning tools are deployed to forecast the solar power output of a solar photovoltaic system. The support vector machines generate the forecasts and the…