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Making accurate forecasts for a complex system is a challenge in various practical applications. The major difficulty in solving such a problem concerns nonlinear spatiotemporal dynamics with time-varying characteristics. Takens' delay…

信号处理 · 电气工程与系统科学 2024-04-09 Hao Peng , Wei Wang , Pei Chen , Rui Liu

In recent years, ensemble weather forecasting have become a routine at all major weather prediction centres. These forecasts are obtained from multiple runs of numerical weather prediction models with different initial conditions or model…

应用统计 · 统计学 2022-06-22 Sándor Baran , Patrícia Szokol , Marianna Szabó

Daily streamflow forecasting through data-driven approaches is traditionally performed using a single machine learning algorithm. Existing applications are mostly restricted to examination of few case studies, not allowing accurate…

机器学习 · 统计学 2021-03-24 Hristos Tyralis , Georgia Papacharalampous , Andreas Langousis

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…

机器学习 · 计算机科学 2025-04-09 Christopher Bülte , Sohir Maskey , Philipp Scholl , Jonas von Berg , Gitta Kutyniok

In the last decades wind power became the second largest energy source in the EU covering 16% of its electricity demand. However, due to its volatility, accurate short range wind power predictions are required for successful integration of…

应用统计 · 统计学 2022-06-22 Sándor Baran , Ágnes Baran

Data-driven approaches for medium-range weather forecasting are recently shown extraordinarily promising for ensemble forecasting for their fast inference speed compared to traditional numerical weather prediction (NWP) models, but their…

计算机视觉与模式识别 · 计算机科学 2023-03-15 Yuan Hu , Lei Chen , Zhibin Wang , Hao Li

We present the results from the first ensemble prediction model for major solar flares (M and X classes). The primary aim of this investigation is to explore the construction of an ensemble for an initial prototyping of this new concept.…

空间物理 · 物理学 2016-01-20 J. A. Guerra , A. Pulkkinen , V. M. Uritsky

Recent work has shown that models trained to the same objective, and which achieve similar measures of accuracy on consistent test data, may nonetheless behave very differently on individual predictions. This inconsistency is undesirable in…

机器学习 · 计算机科学 2021-11-17 Emily Black , Klas Leino , Matt Fredrikson

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…

We conduct an extensive empirical study on short-term electricity price forecasting (EPF) to address the long-standing question if the optimal model structure for EPF is univariate or multivariate. We provide evidence that despite a minor…

应用统计 · 统计学 2018-05-18 Florian Ziel , Rafal Weron

Power systems face increasing challenges in maintaining resource adequacy due to lower operating margins, rising renewable energy uncertainty, and demand variability. Forecasting the probability distribution of peak demand on shorter…

系统与控制 · 电气工程与系统科学 2025-10-28 Buyi Yu , Wenyuan Tang

Long-term load forecasting plays a vital role for utilities and planners in terms of grid development and expansion planning. An overestimate of long-term electricity load will result in substantial wasted investment in the construction of…

应用统计 · 统计学 2018-11-28 Swasti R. Khuntia , José L. Rueda , Mart A. M. M. van der Meijden

Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

大气与海洋物理 · 物理学 2026-04-14 Justin Finkel , Paul A. O'Gorman

Software effort estimation accuracy is a key factor in effective planning, controlling and to deliver a successful software project within budget and schedule. The overestimation and underestimation both are the key challenges for future…

软件工程 · 计算机科学 2021-01-27 Yasir Mahmood , Nazri Kama , Azri Azmi , Ahmad Salman Khan , Mazlan Ali

Electricity price forecasting (EPF) is a branch of forecasting on the interface of electrical engineering, statistics, computer science, and finance, which focuses on predicting prices in wholesale electricity markets for a whole spectrum…

统计金融 · 定量金融 2022-04-26 Arkadiusz Jędrzejewski , Jesus Lago , Grzegorz Marcjasz , Rafał Weron

Ensembles of neural networks achieve superior performance compared to stand-alone networks in terms of accuracy, uncertainty calibration and robustness to dataset shift. \emph{Deep ensembles}, a state-of-the-art method for uncertainty…

机器学习 · 计算机科学 2022-02-23 Sheheryar Zaidi , Arber Zela , Thomas Elsken , Chris Holmes , Frank Hutter , Yee Whye Teh

Ensemble learning is characterized by flexibility, high precision, and refined structure. As a critical component within computational finance, option pricing with machine learning requires both high predictive accuracy and reduced…

机器学习 · 计算机科学 2025-06-09 Zeyuan Li , Qingdao Huang

In machine learning ensembles predictions from multiple models are aggregated. Despite widespread use and strong performance of ensembles in applied problems little is known about the mathematical properties of aggregating models and…

机器学习 · 计算机科学 2024-08-27 Jeremy Kedziora

Currently, machine learning is widely used across various domains, including time series data analysis. However, some machine learning models function as black boxes, making interpretability a critical concern. One approach to address this…

机器学习 · 计算机科学 2025-12-01 Keita Kinjo

This paper provides an outlook on the future of operational weather prediction given the recent evolution in science, computing and machine learning. In many parts, this evolution strongly deviates from the strategy operational centres have…

大气与海洋物理 · 物理学 2024-09-06 Peter Bauer