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Probability forecasting is common in the geosciences, the finance sector, and elsewhere. It is sometimes the case that one has multiple probability-forecasts for the same target. How is the information in these multiple forecast systems…

Methodology · Statistics 2016-03-02 Sarah Higgins , Hailiang Du , Leonard A. Smith

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that…

Machine Learning · Computer Science 2021-09-22 Rakshitha Godahewa , Kasun Bandara , Geoffrey I. Webb , Slawek Smyl , Christoph Bergmeir

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

We present the checkpoint ensembles method that can learn ensemble models on a single training process. Although checkpoint ensembles can be applied to any parametric iterative learning technique, here we focus on neural networks. Neural…

Machine Learning · Computer Science 2017-10-11 Hugh Chen , Scott Lundberg , Su-In Lee

Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

Atmospheric and Oceanic Physics · Physics 2023-05-17 Maximiliano A. Sacco , Manuel Pulido , Juan J. Ruiz , Pierre Tandeo

Ensemble learning combines several individual models to obtain a better generalization performance. In this work we present a practical method for estimating the joint power of several classifiers. It differs from existing approaches which…

Artificial Intelligence · Computer Science 2023-12-22 Simi Haber , Yonatan Wexler

The potential effects of conservation actions on threatened species can be predicted using ensemble ecosystem models by forecasting populations with and without intervention. These model ensembles commonly assume stable coexistence of…

Populations and Evolution · Quantitative Biology 2024-03-22 Sarah A. Vollert , Christopher Drovandi , Matthew P. Adams

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…

Methodology · Statistics 2022-09-26 Xiaoqian Wang , Rob J Hyndman , Feng Li , Yanfei Kang

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…

Ensembles improve prediction performance and allow uncertainty quantification by aggregating predictions from multiple models. In deep ensembling, the individual models are usually black box neural networks, or recently, partially…

Machine Learning · Statistics 2022-05-26 Lucas Kook , Andrea Götschi , Philipp FM Baumann , Torsten Hothorn , Beate Sick

Motion forecasting has become an increasingly critical component of autonomous robotic systems. Onboard compute budgets typically limit the accuracy of real-time systems. In this work we propose methods of improving motion forecasting…

Robotics · Computer Science 2024-05-15 Scott Ettinger , Kratarth Goel , Avikalp Srivastava , Rami Al-Rfou

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 learning is a process by which multiple base learners are strategically generated and combined into one composite learner. There are two features that are essential to an ensemble's performance, the individual accuracies of the…

Machine Learning · Computer Science 2021-09-30 Wenjing Li , Randy C. Paffenroth , David Berthiaume

Space weather indices are used commonly to drive forecasts of thermosphere density, which directly affects objects in low-Earth orbit (LEO) through atmospheric drag. One of the most commonly used space weather proxies, $F_{10.7 cm}$,…

Space Physics · Physics 2023-06-06 Joshua D. Daniell , Piyush M. Mehta

Ensemble forecasting has proven over the years to be a vital tool for predicting extreme or only partially predictable weather events. In particular life-threatening weather events. Many National Meteorological Services in East Africa do…

Ensemble weather predictions require statistical post-processing of systematic errors to obtain reliable and accurate probabilistic forecasts. Traditionally, this is accomplished with distributional regression models in which the parameters…

Machine Learning · Statistics 2019-04-01 Stephan Rasp , Sebastian Lerch

When making predictions about ecosystems, we often have available a number of different ecosystem models that attempt to represent their dynamics in a detailed mechanistic way. Each of these can be used as simulators of large-scale…

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

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

Nowadays, weather forecasts are commonly generated by ensemble forecasts based on multiple runs of numerical weather prediction models. However, such forecasts are usually miscalibrated and/or biased, thus require statistical…

Applications · Statistics 2024-12-13 David Jobst
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