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Real-world data streams can change unpredictably due to distribution shifts, feedback loops and adversarial actors, which challenges the validity of forecasts. We present a forecasting framework ensuring valid uncertainty estimates…

机器学习 · 计算机科学 2025-03-04 Charles Marx , Volodymyr Kuleshov , Stefano Ermon

Deep forecasting models often suffer from attenuated periodic perception and entangled trend-noise representations as network depth increases. Moreover, the widely adopted channel-independent paradigm, while improving training stability,…

机器学习 · 计算机科学 2026-05-19 Hua Wang , Xianhao Jiao , Fan Zhang

We introduce a dynamic approach to probabilistic forecast reconciliation at scale. Our model differs from the existing literature in this area in several important ways. Firstly we explicitly allow the weights allocated to the base…

统计方法学 · 统计学 2024-09-20 Ross Hollyman , Fotios Petropoulos , Michael E. Tipping

Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object…

计算机视觉与模式识别 · 计算机科学 2026-05-11 Christopher Ries , Moussa Kassem Sbeyti , Nicolas Bianco , Nadja Klein

Neural weather models have shown immense potential as inexpensive and accurate alternatives to physics-based models. However, most models trained to perform weather forecasting do not quantify the uncertainty associated with their…

An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods and data features like censoring and misclassification often…

To address the uncertainty in outputs of numerical weather prediction (NWP) models, ensembles of forecasts are used. To obtain such an ensemble of forecasts the NWP model is run multiple times, each time with different formulations and/or…

应用统计 · 统计学 2016-05-25 Annette Möller , Jürgen Groß

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

系统与控制 · 电气工程与系统科学 2024-02-21 Daniel D. Leister , Justin P. Koeln

Among the most relevant processes in the Earth system for human habitability are quasi-periodic, ocean-driven multi-year events whose dynamics are currently incompletely characterized by physical models, and hence poorly predictable. This…

大气与海洋物理 · 物理学 2023-08-09 Matthew Bonas , Christopher K. Wikle , Stefano Castruccio

With the continuous increase in the computational power and resources of modern high-performance computing (HPC) systems, large-scale ensemble simulations have become widely used in various fields of science and engineering, and especially…

人机交互 · 计算机科学 2022-09-23 Keita Watanabe , Naohisa Sakamoto , Jorji Nonaka , Yasumitsu Maejima

Models of complex dynamical systems like the Earth's climate often involve large numbers of uncertain parameters. Comprehensive exploration of the parameter space is typically prohibitive due to excessive computational costs. Systematic…

大气与海洋物理 · 物理学 2026-03-27 Daniel Pals , Sebastian Bathiany , Richard Wood , Joel Kuettel , Niklas Boers

Forecast reconciliation is a post-forecasting process that involves transforming a set of incoherent forecasts into coherent forecasts which satisfy a given set of linear constraints for a multivariate time series. In this paper we extend…

统计方法学 · 统计学 2023-12-25 Daniele Girolimetto , George Athanasopoulos , Tommaso Di Fonzo , Rob J Hyndman

Accurate and computationally-viable representations of clouds and turbulence are a long-standing challenge for climate model development. Traditional parameterizations that crudely but efficiently approximate these processes are a leading…

大气与海洋物理 · 物理学 2024-01-05 Jerry Lin , Mohamed Aziz Bhouri , Tom Beucler , Sungduk Yu , Michael Pritchard

Precipitation nowcasting is critical for disaster mitigation and aviation safety. However, radar-only models frequently suffer from a lack of large-scale atmospheric context, leading to performance degradation at longer lead times. While…

机器学习 · 计算机科学 2026-04-28 Yuze Qin , Qingyong Li , Zhiqing Guo , Wen Wang , Yan Liu , Yangli-ao Geng

Applying machine learning to combinatorial optimization problems has the potential to improve both efficiency and accuracy. However, existing learning-based solvers often struggle with generalization when faced with changes in problem…

机器学习 · 计算机科学 2023-03-02 Chenguang Wang , Zhouliang Yu , Stephen McAleer , Tianshu Yu , Yaodong Yang

In recent years, there has been significant progress in the development of fully data-driven global numerical weather prediction models. These machine learning weather prediction models have their strength, notably accuracy and low…

机器学习 · 统计学 2025-06-05 Alban Farchi , Marcin Chrust , Marc Bocquet , Massimo Bonavita

Deep neural network (DNN) training continues to scale rapidly in terms of model size, data volume, and sequence length, to the point where multiple machines are required to fit large models for training. Different distributed and parallel…

分布式、并行与集群计算 · 计算机科学 2025-07-08 Xinyu Lian , Sam Ade Jacobs , Lev Kurilenko , Masahiro Tanaka , Stas Bekman , Olatunji Ruwase , Minjia Zhang

Air pollution, a pressing global problem, threatens public health, environmental sustainability, and climate stability. Achieving accurate and scalable forecasting across spatially distributed monitoring stations is challenging due to…

机器学习 · 计算机科学 2025-09-26 Junxin Lu , Shiliang Sun

The recently proposed plug-and-play (PnP) framework allows leveraging recent developments in image denoising to tackle other, more involved, imaging inverse problems. In a PnP method, a black-box denoiser is plugged into an iterative…

计算机视觉与模式识别 · 计算机科学 2018-01-03 Afonso M. Teodoro , José M. Bioucas-Dias , Mário A. T. Figueiredo

Uncertainty quantification in prediction presents a compelling challenge with vast applications across various domains, including biomedical science, economics, and weather forecasting. There exists a wide array of methods for constructing…

统计方法学 · 统计学 2024-07-16 Jianqing Fan , Jiawei Ge , Debarghya Mukherjee