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We present a scheme by which a probabilistic forecasting system whose predictions have poor probabilistic calibration may be recalibrated by incorporating past performance information to produce a new forecasting system that is demonstrably…

统计方法学 · 统计学 2019-04-08 Carlo Graziani , Robert Rosner , Jennifer M. Adams , Reason L. Machete

Conformal prediction can yield statistically valid prediction intervals for any regression model, with no model modifications and small computational costs. To assess its practical value, we apply conformal methods to quantify uncertainty…

大气与海洋物理 · 物理学 2026-03-31 Miriam Simm , Corinna Hoose , Tom Beucler

As the world increasingly relies on mathematical models for forecasts in different areas, effective communication of uncertainty in time series predictions is important for informed decision making. This study explores how users estimate…

人机交互 · 计算机科学 2024-08-23 Apoorva Karagappa , Pawandeep Kaur Betz , Jonas Gilg , Moritz Zeumer , Andreas Gerndt , Bernhard Preim

When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…

概率论 · 数学 2016-07-01 Hermann G. Matthies , Elmar Zander , Bojana Rosic , Alexander Litvinenko

Artificial intelligence (AI)-based data-driven weather forecasting models have experienced rapid progress over the last years. Recent studies, with models trained on reanalysis data, achieve impressive results and demonstrate substantial…

大气与海洋物理 · 物理学 2025-04-02 Christopher Bülte , Nina Horat , Julian Quinting , Sebastian Lerch

Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…

机器学习 · 计算机科学 2019-02-20 Juozas Vaicenavicius , David Widmann , Carl Andersson , Fredrik Lindsten , Jacob Roll , Thomas B. Schön

Weather is a phenomenon that affects everything and everyone around us on a daily basis. Weather prediction has been an important point of study for decades as researchers have tried to predict the weather and climatic changes using…

机器学习 · 计算机科学 2022-03-14 Ishu Gupta , Harsh Mittal , Deepak Rikhari , Ashutosh Kumar Singh

We have analyzed phenology data and protein configurations from molecular dynamics simulations with the nonlinear forecasting method proposed by May and Sugihara. Our primary focus in this work is to characterize the dynamic state of a…

In climate science, the tuning of climate models is a computationally intensive problem due to the combination of the high-dimensionality of the system state and long integration times. Supermodelling is a technique which has shown the…

混沌动力学 · 物理学 2026-04-15 Jordan Seneca , Suzanne Bintanja , Frank M. Selten

Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields including meteorology, hydrology, economics, and demography. In typical applications, many alternative statistical…

统计计算 · 统计学 2018-07-31 Alexander Jordan , Fabian Krüger , Sebastian Lerch

The future energy system will largely depend on volatile renewable energy sources and temperature-dependent loads, which makes the weather a central influencing factor. This article presents a novel approach for simulating weather scenarios…

系统与控制 · 电气工程与系统科学 2024-05-31 Jan Peper , David Kröger , Jonathan Kipp , Florian Ziel , Christian Rehtanz

A deterministic multiscale toy model is studied in which a chaotic fast subsystem triggers rare transitions between slow regimes, akin to weather or climate regimes. Using homogenization techniques, a reduced stochastic parametrization…

数据分析、统计与概率 · 物理学 2012-04-11 Lewis Mitchell , Georg A. Gottwald

Time-varying parameter (TVP) models have the potential to be over-parameterized, particularly when the number of variables in the model is large. Global-local priors are increasingly used to induce shrinkage in such models. But the…

计量经济学 · 经济学 2019-12-18 Florian Huber , Gary Koop , Luca Onorante

In order to reach the supply/demand balance, electricity providers need to predict the demand and production of electricity at different time scales. This implies the need of modeling weather variables such as temperature, wind speed, solar…

应用统计 · 统计学 2017-10-24 Augustin Touron

Data-driven machine learning models for weather forecasting have made transformational progress in the last 1-2 years, with state-of-the-art ones now outperforming the best physics-based models for a wide range of skill scores. Given the…

We discuss how ensemble weather forecasts can be used, and highlight the advantages and disadvantages of two particular methods.

大气与海洋物理 · 物理学 2007-05-23 Stephen Jewson

For estimating area-specific parameters (quantities) in a finite population, a mixed model prediction approach is attractive. However, this approach strongly depends on the normality assumption of the response values although we often…

统计方法学 · 统计学 2018-06-12 Shonosuke Sugasawa , Tatsuya Kubokawa

In this paper we discuss and address the challenges of predicting extreme atmospheric events like intense rainfall, hail, and strong winds. These events can cause significant damage and have become more frequent due to climate change.…

大气与海洋物理 · 物理学 2023-10-06 Mikhail Mozikov , Ilya Makarov , Alexandr Bulkin , Daria Taniushkina , Roland Grinis , Yury Maximov

This paper discusses desirable properties of forecasting models in production systems. It then develops a family of models which are designed to satisfy these properties: highly customizable to capture complex patterns; accommodates a large…

统计方法学 · 统计学 2021-05-05 Reza Hosseini , Kaixu Yang , Albert Chen , Sayan Patra

We provide a comprehensive examination of the predictive performance of panel forecasting methods based on individual, pooling, fixed effects, and empirical Bayes estimation, and propose optimal weights for forecast combination schemes. We…

计量经济学 · 经济学 2026-01-30 M. Hashem Pesaran , Andreas Pick , Allan Timmermann