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To estimate cosmological parameters from a given dataset, we need to construct a likelihood function, which sometimes has a complicated functional form. We introduce the copula, a mathematical tool to construct an arbitrary multivariate…

宇宙学与河外天体物理 · 物理学 2011-02-25 Masanori Sato , Kiyotomo Ichiki , Tsutomu T. Takeuchi

Downscaling aims to link the behaviour of the atmosphere at fine scales to properties measurable at coarser scales, and has the potential to provide high resolution information at a lower computational and storage cost than numerical…

大气与海洋物理 · 物理学 2021-05-19 Rachel Prudden , Niall Robinson , Peter Challenor , Richard Everson

We present a probabilistic data-driven weather model capable of providing an ensemble of high spatial resolution realizations of 87 variables at arbitrary forecast length and ensemble size. The model uses a stretched grid, dedicating 2.5 km…

In this paper, we propose a novel scenario forecasts approach which can be applied to a broad range of power system operations (e.g., wind, solar, load) over various forecasts horizons and prediction intervals. This approach is model-free…

最优化与控制 · 数学 2018-03-21 Yize Chen , Xiyu Wang , Baosen Zhang

The popular choice of using a $direct$ forecasting scheme implies that the individual predictions do not contain information on cross-horizon dependence. However, this dependence is needed if the forecaster has to construct, based on…

计量经济学 · 经济学 2024-12-10 Matteo Mogliani , Florens Odendahl

We present a data-driven approach for forecasting global weather using graph neural networks. The system learns to step forward the current 3D atmospheric state by six hours, and multiple steps are chained together to produce skillful…

大气与海洋物理 · 物理学 2022-02-16 Ryan Keisler

Weather forecasts sit upstream of high-stakes decisions in domains such as grid operations, aviation, agriculture, and emergency response. Yet forecast users often face a difficult trade-off. Many decision-relevant targets are functionals…

机器学习 · 计算机科学 2026-01-08 Paulius Rauba , Viktor Cikojevic , Fran Bartolic , Sam Levang , Ty Dickinson , Chase Dwelle

Short-term forecasts of energy consumption are invaluable for the operation of energy systems, including low voltage electricity networks. However, network loads are challenging to predict when highly desegregated to small numbers of…

应用统计 · 统计学 2023-01-10 Ciaran Gilbert , Jethro Browell , Bruce Stephen

We propose a machine-learning-based methodology for in-situ weather forecast postprocessing that is both spatially coherent and multivariate. Compared to previous work, our Flow MAtching Postprocessing (FMAP) better represents the…

大气与海洋物理 · 物理学 2025-04-28 David Landry , Claire Monteleoni , Anastase Charantonis

Many post-processing methods improve forecasts at individual locations but remove their correlation structure, which is crucial for predicting larger-scale events like total precipitation amount over areas such as river catchments that are…

统计方法学 · 统计学 2024-08-13 Peter Schaumann , Martin Rempel , Ulrich Blahak , Volker Schmidt

Commodity price time series possess interesting features, such as heavy-tailedness, skewness, heteroskedasticity, and non-linear dependence structures. These features pose challenges for modeling and forecasting. In this work, we explore…

应用统计 · 统计学 2023-01-10 Sven Pappert , Antonia Arsova

Wireless power transfer (WPT) with coupled resonators offers a promising solution for the seamless powering of electronic devices. Interactive design approaches that visualize the magnetic field and power transfer efficiency based on system…

应用物理 · 物理学 2025-10-23 Yuichi Honjo , Cedric Caremel , Ken Takaki , Yuta Noma , Yoshihiro Kawahara , Takuya Sasatani

A new probabilistic post-processing method for wind vectors is presented in a distributional regression framework employing the bivariate Gaussian distribution. In contrast to previous studies all parameters of the distribution are…

应用统计 · 统计学 2019-07-26 Moritz N. Lang , Georg J. Mayr , Reto Stauffer , Achim Zeileis

Accurate space weather forecasting is crucial for protecting our increasingly digital infrastructure. Hybrid-Vlasov models, like Vlasiator, offer physical realism beyond that of current operational systems, but are too computationally…

Accurate renewable energy forecasting is essential to reduce dependence on fossil fuels and enabling grid decarbonization. However, current approaches fail to effectively integrate the rich spatial context of weather patterns with their…

机器学习 · 计算机科学 2025-11-20 Federico Battini

Probabilistic forecasts of wind speed are important for a wide range of applications, ranging from operational decision making in connection with wind power generation to storm warnings, ship routing and aviation. We present a statistical…

应用统计 · 统计学 2016-08-06 Michael Scheuerer , David Möller

We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…

交易与市场微观结构 · 定量金融 2021-07-01 Peter Tankov , Laura Tinsi

We develop a robust data fusion algorithm for field reconstruction of multiple physical phenomena. The contribution of this paper is twofold: First, we demonstrate how multi-spatial fields which can have any marginal distributions and…

统计方法学 · 统计学 2019-06-11 Pengfei Zhang , Gareth W. Peters , Ido Nevat , Keng Boon Teo , Yixin Wang

Statistical models are an essential tool to model, forecast and understand the hydrological processes in watersheds. In particular, the understanding of time lags associated with the delay between rainfall occurrence and subsequent changes…

Many time series applications require access to multi-step forecast trajectories in the form of sample paths. Recently, time series foundation models have leveraged multi-step lookahead predictions to improve the quality and efficiency of…