中文
相关论文

相关论文: Enforcing Mean Reversion in State Space Models for…

200 篇论文

State-space mixed-frequency vector autoregressions are now widely used for nowcasting. Despite their popularity, estimating such models can be computationally intensive, especially for large systems with stochastic volatility. To tackle the…

计量经济学 · 经济学 2021-12-22 Joshua C. C. Chan , Aubrey Poon , Dan Zhu

In the hydrology field, time series forecasting is crucial for efficient water resource management, improving flood and drought control and increasing the safety and quality of life for the general population. However, predicting long-term…

机器学习 · 计算机科学 2023-12-19 Yanhong Li , Jack Xu , David C. Anastasiu

MeanFlow (MF) has recently been established as a framework for one-step generative modeling. However, its ``fastforward'' nature introduces key challenges in both the training objective and the guidance mechanism. First, the original MF's…

计算机视觉与模式识别 · 计算机科学 2026-05-12 Zhengyang Geng , Yiyang Lu , Zongze Wu , Eli Shechtman , J. Zico Kolter , Kaiming He

Improving the skill of medium-range (3-8 day) severe weather prediction is crucial for mitigating societal impacts. This study introduces a novel approach leveraging decoder-only transformer networks to post-process AI-based weather…

大气与海洋物理 · 物理学 2025-12-24 Zhanxiang Hua , Ryan Sobash , David John Gagne , Yingkai Sha , Alexandra Anderson-Frey

A~machine learning framework is developed to estimate ocean-wave conditions. By supervised training of machine learning models on many thousands of iterations of a physics-based wave model, accurate representations of significant wave…

大气与海洋物理 · 物理学 2017-09-27 Scott C. James , Yushan Zhang , Fearghal O'Donncha

Time-series forecasting models often encounter abrupt changes in a given period of time which generally occur due to unexpected or unknown events. Despite their scarce occurrences in the training set, abrupt changes incur loss that…

机器学习 · 计算机科学 2023-09-25 Junwoo Park , Jungsoo Lee , Youngin Cho , Woncheol Shin , Dongmin Kim , Jaegul Choo , Edward Choi

We discuss an approach to probabilistic forecasting based on two chained machine-learning steps: a dimensional reduction step that learns a reduction map of predictor information to a low-dimensional space in a manner designed to preserve…

机器学习 · 统计学 2022-03-28 Nick Rittler , Carlo Graziani , Jiali Wang , Rao Kotamarthi

The mean resolvent operator predicts, in the frequency domain, the mean linear response to forcing. As such, it provides the optimal linear time-invariant approximation of the input-output dynamics of time-varying flows in the statistically…

流体动力学 · 物理学 2025-10-16 Alessandro Bongarzone , Cédric Content , Denis Sipp , Colin Leclercq

The ability to make accurate predictions with quantified uncertainty provides a crucial foundation for the successful management of a geothermal reservoir. Conventional approaches for making predictions using geothermal reservoir models…

The aim of this study is to develop and apply an autonomous approach for predicting the probability of hydrocarbon reservoirs spreading in the studied area. The methodology uses machine learning algorithms in the problem of binary…

地球物理 · 物理学 2023-06-05 Dmitry Ivlev

Diffusion models offer a physically grounded framework for probabilistic weather forecasting, but their typical reliance on slow, iterative solvers during inference makes them impractical for subseasonal-to-seasonal (S2S) applications where…

机器学习 · 计算机科学 2025-10-01 Jason Stock , Troy Arcomano , Rao Kotamarthi

Reliably characterizing the full conditional distribution of a multivariate response variable given a set of covariates is crucial for trustworthy decision-making. However, misspecified or miscalibrated multivariate models may yield a poor…

机器学习 · 计算机科学 2025-10-27 Victor Dheur , Souhaib Ben Taieb

We present a stochastic mean-reverting jump-diffusion model to simulate rainfall time series and validate it using long-term half-hourly rain fall data from the North-East region of India. The model captures the intermittent and…

统计力学 · 物理学 2026-04-10 Joya GhoshDastider , D. Pal , Pankaj Kumar Mishra

In this contribution, we focus on the Reynolds-Averaged Navier-Stokes (RANS) models and their exploitation to build reliable reduced order models to further accelerate predictions for real-time applications and many-query scenarios.…

流体动力学 · 物理学 2025-10-09 Davide Oberto , Maria Strazzullo , Stefano Berrone

Predicting future states or actions of a given system remains a fundamental, yet unsolved challenge of intelligence, especially in the scope of complex and non-deterministic scenarios, such as modeling behavior of humans. Existing…

Wind power forecasting helps with the planning for the power systems by contributing to having a higher level of certainty in decision-making. Due to the randomness inherent to meteorological events (e.g., wind speeds), making highly…

机器学习 · 计算机科学 2023-01-04 Syed Kazmi , Berk Gorgulu , Mucahit Cevik , Mustafa Gokce Baydogan

The numerical solution of relativistic hydrodynamics equations in conservative form requires root-finding algorithms that invert the conservative-to-primitive variables map. These algorithms employ the equation of state of the fluid and can…

天体物理仪器与方法 · 物理学 2021-11-15 Tobias Dieselhorst , William Cook , Sebastiano Bernuzzi , David Radice

Some real-world decision-making problems require making probabilistic forecasts over multiple steps at once. However, methods for probabilistic forecasting may fail to capture correlations in the underlying time-series that exist over long…

机器学习 · 计算机科学 2022-01-19 Arec Jamgochian , Di Wu , Kunal Menda , Soyeon Jung , Mykel J. Kochenderfer

Data-driven machine learning (ML) models are reshaping weather forecasting and have shown the potential to accelerate and surpass traditional physics-based approaches, leading to a second revolution in the field after data assimilation.…

机器学习 · 计算机科学 2026-05-19 Hang Fan , Yi Xiao , Yongquan Qu , Juan Nathaniel , Fenghua Ling , Ben Fei , Lei Bai , Pierre Gentine

For numerous earth observation applications, one may benefit from various satellite sensors to address the reconstruction of some process or information of interest. A variety of satellite sensors deliver observation data with different…

计算机视觉与模式识别 · 计算机科学 2022-03-22 Ronan Fablet , Bertrand Chapron