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Ensemble models refer to methods that combine a typically large number of classifiers into a compound prediction. The output of an ensemble method is the result of fitting a base-learning algorithm to a given data set, and obtaining diverse…

机器学习 · 统计学 2019-06-10 Waldyn Martinez

The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…

机器学习 · 统计学 2021-04-06 Vitor Cerqueira , Luis Torgo , Carlos Soares , Albert Bifet

Predictions of the future state of the Earth's atmosphere suffer from the consequences of chaos: numerical weather forecast models quickly diverge from observations as uncertainty in the initial state is amplified by nonlinearity. One…

数学物理 · 物理学 2015-03-19 Ross M. Lieb-Lappen , Christopher M. Danforth

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

Ensemble forecast post-processing is a necessary step in producing accurate probabilistic forecasts. Conventional post-processing methods operate by estimating the parameters of a parametric distribution, frequently on a per-location or…

机器学习 · 计算机科学 2023-05-01 Peter Mlakar , Janko Merše , Jana Faganeli Pucer

The ECMWF ensemble weather forecasts are generated by perturbing the initial conditions of the forecast using a subset of the singular vectors of the linearised propagator. Previous results show that when creating probabilistic forecasts…

大气与海洋物理 · 物理学 2007-05-23 Stephen Jewson , Maarten Ambaum , Christine Ziehmann

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

We present a new framework for the assessment and calibration of medium range ensemble temperature forecasts. The method is based on maximising the likelihood of a simple parametric model for the temperature distribution, and leads to some…

大气与海洋物理 · 物理学 2009-11-10 Stephen Jewson , Anders Brix , Christine Ziehmann

Although by now the ensemble-based probabilistic forecasting is the most advanced approach to weather prediction, ensemble forecasts still might suffer from lack of calibration and/or display systematic bias, thus require some…

应用统计 · 统计学 2024-09-18 Ágnes Baran , Sándor Baran

Studying low-likelihood high-impact extreme weather events in a warming world is a significant and challenging task for current ensemble forecasting systems. While these systems presently use up to 100 members, larger ensembles could enrich…

Contemporary weather forecasts are typically based on ensemble prediction systems, which consist of multiple runs of numerical weather prediction models that vary with respect to in the initial conditions and/or the the parameterization of…

统计方法学 · 统计学 2016-05-04 Roman Schefzik

We investigate ensemble methods for prediction in an online setting. Unlike all the literature in ensembling, for the first time, we introduce a new approach using a meta learner that effectively combines the base model predictions via…

机器学习 · 计算机科学 2022-12-01 Arda Fazla , Mustafa Enes Aydin , Orhun Tamyigit , Suleyman Serdar Kozat

Statistical post-processing techniques are now widely used to correct systematic biases and errors in calibration of ensemble forecasts obtained from multiple runs of numerical weather prediction models. A standard approach is the ensemble…

统计方法学 · 统计学 2018-05-23 Sándor Baran , Sebastian Lerch

Ensemble prediction systems are an invaluable tool for weather forecasting. Practically, ensemble predictions are obtained by running several perturbations of the deterministic control forecast. However, ensemble prediction is associated…

机器学习 · 计算机科学 2023-02-22 Rüdiger Brecht , Alex Bihlo

Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…

机器学习 · 计算机科学 2024-11-07 Erfan Hajihashemi , Yanning Shen

In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…

机器学习 · 计算机科学 2021-07-12 Grzegorz Dudek , Paweł Pełka

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

数值分析 · 数学 2024-05-24 Iris Rammelmüller , Gottfried Hastermann , Jana de Wiljes

Critical decisions frequently rely on high-dimensional output from complex computer simulation models that show intricate cross-variable, spatial and temporal dependence structures, with weather and climate predictions being key examples.…

统计方法学 · 统计学 2013-12-24 Roman Schefzik , Thordis L. Thorarinsdottir , Tilmann Gneiting

A new efficient ensemble prediction strategy is developed for a general turbulent model framework with emphasis on the nonlinear interactions between large and small scale variables. The high computational cost in running large ensemble…

流体动力学 · 物理学 2023-02-22 Di Qi , Jian-Guo Liu

Motivated by applications to 3D printing, this paper presents two algorithms for calculating an ensemble of solutions to heat conduction problems. The ensemble average is the most likely temperature distribution and its variance gives an…

数值分析 · 数学 2017-08-04 Joseph A. Fiordilino