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This paper describes how to analyze the influence of Earth system variables on the errors when providing temperature forecasts. The initial framework to get the data has been based on previous research work, which resulted in a very…

Machine Learning · Computer Science 2024-03-14 M. Julia Flores , Melissa Ruiz-Vásquez , Ana Bastos , René Orth

We consider the problem of short- and medium-term electricity load forecasting by using past loads and daily weather forecast information. Conventionally, many researchers have directly applied regression analysis. However, interpreting the…

Methodology · Statistics 2020-07-03 Kei Hirose

One essential component of operational space weather forecasting is the prediction of solar flares. With a multitude of flare forecasting methods now available online it is still unclear which of these methods performs best, and none are…

Space Physics · Physics 2020-08-04 Jordan A. Guerra , Sophie A. Murray , D. Shaun Bloomfield , Peter T. Gallagher

Post-processing typically takes the outputs of a Numerical Weather Prediction (NWP) model and applies linear statistical techniques to produce improve localized forecasts, by including additional observations, or determining systematic…

It is important to predict how the Global Mean Temperature (GMT) will evolve in the next few decades. The ability to predict historical data is a necessary first step toward the actual goal of making long-range forecasts. This paper…

Applications · Statistics 2023-03-14 Debdarsan Niyogi , J. Srinivasan

Projection predictive inference is a decision theoretic Bayesian approach that decouples model estimation from decision making. Given a reference model previously built including all variables present in the data, projection predictive…

Methodology · Statistics 2020-10-15 Alejandro Catalina , Paul-Christian Bürkner , Aki Vehtari

In this paper, we propose to study four meteorological and seasonal time series coupled with a multi-layer perceptron (MLP) modeling. We chose to combine two transfer functions for the nodes of the hidden layer, and to use a temporal…

Machine Learning · Computer Science 2015-06-19 Cyril Voyant , Marie Laure Nivet , Christophe Paoli , Marc Muselli , Gilles Notton

Seasonal weather forecasts are crucial for long-term planning in many practical situations and skillful forecasts may have substantial economic and humanitarian implications. Current seasonal forecasting models require statistical…

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

We introduce a new methodology for forecasting which we call Signal Diffusion Mapping. Our approach accommodates features of real world financial data which have been ignored historically in existing forecasting methodologies. Our method…

Statistical Finance · Quantitative Finance 2014-09-24 Paul Gaskell , Frank McGroarty , Thanassis Tiropanis

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

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

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

Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…

Methodology · Statistics 2017-12-27 Xin Chen , Xuejun Ma , Wang Zhou

We show that probabilistic weather forecasts of site specific temperatures can be dramatically improved by using seasonally varying rather than constant calibration parameters.

Atmospheric and Oceanic Physics · Physics 2007-05-23 Stephen Jewson

We develop a distribution regression model under endogenous sample selection. This model is a semi-parametric generalization of the Heckman selection model. It accommodates much richer effects of the covariates on outcome distribution and…

Econometrics · Economics 2023-12-19 Victor Chernozhukov , Iván Fernández-Val , Siyi Luo

Urban rail transit provides significant comprehensive benefits such as large traffic volume and high speed, serving as one of the most important components of urban traffic construction management and congestion solution. Using real…

Machine Learning · Computer Science 2023-05-05 Yiming Hu , Yangchuan Huang , Shuying Liu , Yuanyang Qi , Danhui Bai

We study the accuracy of forecasts in the diffusion index forecast model with possibly weak loadings. The default option to construct forecasts is to estimate the factors through principal component analysis (PCA) on the available predictor…

Econometrics · Economics 2025-06-12 Tom Boot , Bart Keijsers

Seasonal climate forecasts are being used increasingly across a range of application sectors. A recent UK governmental report asked: How good are seasonal climate forecasts on a scale of 1-5 (where 5 is very good), and how good can we…

Atmospheric and Oceanic Physics · Physics 2013-10-15 Antje Weisheimer , T. N. Palmer

This paper presents expression of mutual information that defines the information gain in planning of sensing resources, when the goal is to reduce the forecast uncertainty of some quantities of interest and the system dynamics is described…

Systems and Control · Computer Science 2013-08-02 Han-Lim Choi