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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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16324763 · May 202619922001200920172026
48 results for hydrological forecasting

New method combines simple forecasting techniques for river flow predictions.

problem Improving accuracy of long-term hydrological forecasts.
method Combines at least two forecasting methods using median combiner.
result Performs well in long-term forecasts, especially with multiple methods.

Transformer-based diffusion models improve hydrological time series imputation and forecasting.

problem Limited observations in hydrometeorological time series.
method Transformer-based diffusion models applied to hydrological data.
result Transformer-based models efficiently sample realistic time series distributions under variable missing data.

Despite the huge success of Long Short-Term Memory networks, their applications in environmental sciences are scarce. We argue that one reason is the difficulty to interpret the internals of trained networks. In this study, we look at the application of LSTMs for rainfall-runoff forecasting, one of the central tasks in…

2019-03-19abs ↗pdf ↗

Enhanced time series forecasting with improved trend and seasonal components.

problem Challenges in real-world time series forecasting, especially in multivariate applications.
method Individual decomposition of trend and seasonal components, using different approaches for each.
result Significant reduction in error values, around 10% MSE average reduction across benchmarks.

Predicting flood for any location at times of extreme storms is a longstanding problem that has utmost importance in emergency management. Conventional methods that aim to predict water levels in streams use advanced hydrological models still lack of giving accurate forecasts everywhere. This study aims to explore arti…

2019-02-06abs ↗pdf ↗

LSTM models with DI enhance streamflow forecasts across diverse regions.

problem Challenges in integrating varied discharge measurements for accurate streamflow forecasts.
method Flexible data integration (DI) using LSTM models with CNN units for lagged inputs.
result DI significantly improved streamflow forecast performance, reaching record efficiency coefficients.

CauSTream forecasts streamflow by integrating causal graphs for better interpretability.

problem Streamflow forecasting lacks interpretability and generalization due to fixed causal models.
method CauSTream learns causal graphs for meteorological forcings and routing dependencies.
result CauSTream outperforms existing methods, especially at longer forecast windows.

PIML model improves hydrological predictions by blending physics and ML.

problem Hydrological models either lack predictive accuracy or fail to maintain physical consistency.
method Physics Informed Machine Learning (PIML) that integrates physics-based models and ML algorithms.
result PIML model outperforms both physics-based and ML models in predicting streamflow and evapotranspiration.

Bayesian framework selects features and lags for time series forecasting.

problem Variable selection and lagged error term identification in time series models.
method Hierarchical Bayesian models with spike-and-slab priors, two-stage MCMC algorithm.
result Posterior selection consistency under mild conditions, improved predictive performance.

New findings challenge the importance of forecast accuracy in battery storage optimization, highlighting the role of rank correlation instead.

problem The challenge of optimizing battery storage dispatch decisions in multi-market electricity trading using forecast accuracy metrics.
method A hierarchical three-layer optimization system trading in multiple markets (FCR, aFRR, day-ahead, intraday) with real market data.
result Rank correlation (Kendall tau) is a better predictor of intraday dispatch value than forecast accuracy (MAE), with a threshold of tau around 0.85-0.95 capturing up to 97-100% of perfect-foresight revenue.

DL models can outperform regionalized models in hydrology by pooling diverse data.

problem Traditional wisdom in hydrology suggests regionalization improves model performance, but DL models can unify data for better performance.
method Used DL models on pooled data from different regions, showing improved performance compared to regionalized models.
result DL models can improve performance by pooling diverse data, highlighting the 'data synergy' effect.

Deep learning improves probabilistic river discharge forecasting for hydroelectric power.

problem Uncertain river discharges due to climate variability.
method Modified recurrent neural network architecture conditioned on global circulation model projections.
result Generates parameterized probability distributions for realistic long-term discharge scenarios.

Joint models are a common and important tool in the intersection of machine learning and the physical sciences, particularly in contexts where real-world measurements are scarce. Recent developments in rainfall-runoff modeling, one of the prime challenges in hydrology, show the value of a joint model with shared repres…

2019-11-21abs ↗pdf ↗

Researchers use Gaussian processes with non-stationary kernels to model precipitation patterns in the Upper Indus Basin.

problem Uncertainty in precipitation patterns in the Upper Indus Basin, Himalayas.
method Proposes Gaussian processes with structured non-stationary kernels to model precipitation patterns, accounting for spatial variation with a latent Gaussian process.
result The proposed model adapts to varying precipitation patterns across distinct topography and outperforms stationary models in ablation experiments.

A new method estimates time-varying parameters in earth system models using offline and online data assimilation.

problem Estimating time-varying parameters in complex earth system models.
method Hybrid Offline Online Parameter Estimation with Particle Filtering (HOOPE-PF)
result HOOPE-PF outperforms existing methods, especially with small ensemble sizes.

Short-term load forecasting is a critical element of power systems energy management systems. In recent years, probabilistic load forecasting (PLF) has gained increased attention for its ability to provide uncertainty information that helps to improve the reliability and economics of system operation performances. This…

2019-03-26abs ↗pdf ↗

Combining forecasts of 16 ED causes improves accuracy and stability.

problem Forecasting accuracy and stability for ED admissions is poor due to model uncertainty and limited data.
method High-dimensional forecast combinations of 16 cause-specific ED forecasts using extensive covariates.
result Forecast combinations yield forecast accuracies of 3.81%-23.54% across causes, outperforming individual models in 50% of scenarios.

Conditional forecasts improve performative prediction accuracy.

problem Performative predictions undermine standard forecasting methods.
method Condition forecasts on covariates to make them forecast-invariant.
result Proper scoring rules fail under conditioning, but two solutions are identified.

Study improves seasonal forecasts using deep learning.

problem Challenges in generating large forecast ensembles and limited observations for verification.
method Developed a probabilistic deep neural network model.
result Demonstrated favorable skill compared to state-of-the-art dynamical forecast systems.

Two new methods improve forecasting of functional time series data.

problem Forecasting of functional time-dependent data.
method Functional Singular Spectrum Analysis (FSFA) based forecasting methods.
result Our methods outperform existing algorithms for periodic stochastic processes.

MPANF improves naive forecast by incorporating directional information.

problem Challenging to surpass naive forecast in financial time series.
method Combines naive forecast with movement prediction and accuracy.
result MPANF generally outperforms common benchmarks.

Simplifies forecast combination by using diversity of out-of-sample forecasts.

problem Estimating optimal weights for forecast combinations is challenging.
method Use out-of-sample forecasts to extract features and calculate weights for forecast combination.
result Achieves superior forecasting performance in point forecasts and prediction intervals.

Microdata improves inflation forecasts after major shocks, study finds.

problem Forecasting inflation in a non-stationary environment with microeconomic data.
method Developed a scan test to detect periods of micro forecast outperformance, combined with adaptive machine learning.
result Micro forecasts improve inflation predictions after major shocks, especially after 2020.

Given a nonlinear model, a probabilistic forecast may be obtained by Monte Carlo simulations. At a given forecast horizon, Monte Carlo simulations yield sets of discrete forecasts, which can be converted to density forecasts. The resulting density forecasts will inevitably be downgraded by model mis-specification. In o…

2011-12-29abs ↗pdf ↗