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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.

168,657 papers · 148 categories

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316293124 · Jun 202019922001200920172026
48 results for probabilistic weather

Rigorous uncertainty quantification of probabilistic AI weather forecasts with conformal prediction

problem Calibrated uncertainty quantification in probabilistic weather forecasts
method Conformal prediction
result Calibrated uncertainty at no expense to other probabilistic metrics

Paper proposes a method for weather-informed probabilistic forecasting and scenario generation in power systems.

problem Challenges of integrating renewable energy sources into power grids due to their stochasticity and uncertainty.
method Combines probabilistic forecasting and Gaussian copula for day-ahead prediction and scenario generation of load, wind, and solar power.
result Demonstrates superior performance of the proposed weather-informed Temporal Fusion Transformer (WI-TFT) model.

Signature kernel scoring rule improves weather forecasting by capturing temporal and spatial dependencies.

problem Lack of suitable scoring rules for probabilistic weather forecasting.
method Reframe weather variables as continuous paths using iterated integrals (signature kernels) to capture temporal and spatial dependencies.
result Signature kernel scoring rule outperforms conventional methods in weather forecasting, especially for long-term forecasts.

The paper presents a machine learning framework to combine weather forecasts from multiple models.

problem Combining forecasts from different NWP models with varying biases and limitations.
method Three-stage framework using Quantile Regression Forests and quantile averaging.
result The framework generates well-calibrated probabilistic weather forecasts suitable for decision support.

U-Cast simplifies AI weather forecasting with a standard U-Net and efficient training.

problem Complex AI models limit accessibility and cost for weather forecasting.
method Simple U-Net backbone, deterministic pre-training, and probabilistic fine-tuning with Monte Carlo Dropout.
result U-Cast matches or exceeds state-of-the-art models in accuracy while reducing training and inference costs.

CNNs improve wind speed forecasts in the Netherlands.

problem Limited spatial patterns in current post-processing methods.
method Convolutional Neural Networks (CNNs) for spatial wind speed information.
result CNNs produce better probabilistic forecasts with higher Brier skill scores.

PBC improves AI and dynamical subseasonal forecasts by reducing biases.

problem Subseasonal forecast accuracy drops due to model biases and compounding errors.
method Probabilistic bias correction (PBC) using machine learning to correct historical forecasts.
result PBC doubles AI Forecasting System's subseasonal skill and improves dynamical model skill.

Neural network predicts weather probabilities with added uncertainty.

problem Inferring uncertainty from weather predictions.
method Data-driven neural network trained on WeatherBench dataset, combining outputs from subsets of variables.
result More accurate than some numerical models, provides probabilistic information.

Dynamic probabilistic forecasts guide optimal decisions in uncertain processes.

problem Optimal decision making in processes influenced by uncertain random factors.
method Stochastic models for probabilistic forecast evolution, calibrated from ensemble forecasts.
result Optimal decision strategies determined using dynamic probabilistic forecasts.

Improved probabilistic solar irradiance forecasting models for grid integration.

problem Enhancing accuracy of solar irradiance forecasts for grid integration.
method Developed and calibrated probabilistic models using post-hoc calibration techniques.
result NGBoost model with CRUDE calibration achieves comparable performance to numerical weather prediction models.

Study evaluates post-processing methods for improving solar power forecasts.

problem Improving accuracy of probabilistic solar energy forecasts through model chain approaches.
method Systematically evaluates different post-processing strategies for ensemble weather forecasts and direct solar power forecasting.
result Post-processing significantly improves solar power generation forecasts, especially when applied to power predictions.

Model forecasts hourly electricity demand influenced by weather, socio-economic, and political factors.

problem Accurate hourly electricity demand forecasting in the face of multifaceted uncertainties.
method Interpretable probabilistic mid-term forecasting model using Generalized Additive Models (GAMs).
result Highlights vulnerability of countries to extreme weather scenarios under electric heating adoption.

Probabilistic NDVI forecasting from sparse satellite data.

problem Challenges in short-term NDVI forecasting due to sparse and irregular satellite data.
method Probabilistic forecasting framework using historical NDVI and meteorological observations, with temporal-distance weighted quantile loss and extreme-weather feature engineering.
result The proposed method outperforms baselines on pointwise and probabilistic evaluation metrics.

Study compares different scoring rules for machine-learned weather forecasts, finding scale-awareness improves forecast realism.

problem Improving the accuracy of machine-learned probabilistic weather forecasts.
method Comparison of scoring rules (CRPS, fair global energy score, graph energy score) and analysis of their impact on forecast field spectra.
result Scale-awareness improves forecast realism, particularly in the tropics.

A new measure PC allows fair comparison of AIWP and NWP models.

problem Fair comparison of AIWP and NWP model outputs.
method Postprocessing deterministic model outputs with isotonic distributional regression (IDR) and calculating PC as mean CRPS of postprocessed forecasts.
result The GraphCast model outperforms the ECMWF HRES model in WeatherBench 2 data.

The study improves solar irradiance forecasts for Chile using machine learning.

problem Accurate short-term PV power forecasts for Chile's Atacama Desert.
method 8-member ensemble forecasts of solar irradiance using WRF model, calibrated with EMOS and DRN.
result Machine learning-based post-processing methods improve forecast accuracy and calibration.

New model forecasts power consumption with high accuracy over months to years.

problem Probabilistic forecasting of power consumption in a middle-term horizon.
method Combines traditional time-series analysis with weather conditions using Gaussian Process.
result Promising results in Out-of-Sample density forecasts up to one year.

Study compares machine learning methods for improving wind gust forecasts.

problem Improving accuracy of wind gust forecasts from ensemble models.
method Comprehensive comparison of 8 statistical and machine learning methods.
result Locally adaptive neural networks significantly outperform other methods.

Paper uses Gaussian processes and neural nets to model sub-km wind accurately.

problem Accurately modeling sub-kilometer surface wind for optimal decision-making.
method Integrates Gaussian processes and neural networks to model wind gusts at sub-kilometer resolution.
result Modeling covariance structure improves prediction quality and calibration.

New method improves wind and solar energy forecasts by 48 hours.

problem Volatility of wind and solar energy makes accurate forecasts difficult.
method Two-step machine learning approach to calibrate ensemble forecasts.
result Statistical post-processing improves forecast skill by at least 48 hours.

We present Natural Gradient Boosting (NGBoost), an algorithm for generic probabilistic prediction via gradient boosting. Typical regression models return a point estimate, conditional on covariates, but probabilistic regression models output a full probability distribution over the outcome space, conditional on the cov…

2019-10-08abs ↗pdf ↗

We present a novel algorithm that predicts the probability that the time derivative of the horizontal component of the ground magnetic field dB/dtdB/dt exceeds a specified threshold at a given location. This quantity provides important information that is physically relevant to Geomagnetically Induced Currents (GIC), whic…

2019-12-02abs ↗pdf ↗

Gaussian process models improve MJO predictions with better uncertainty quantification.

problem Lack of uncertainty quantification in MJO predictions by machine learning models.
method Developed a nonparametric strategy based on Gaussian process models, calibrating them using empirical correlations and proposing a posteriori covariance correction.
result Gaussian process models provide better prediction skills and extended probabilistic coverage for MJO forecasts.

Ensemble weather predictions require statistical post-processing of systematic errors to obtain reliable and accurate probabilistic forecasts. Traditionally, this is accomplished with distributional regression models in which the parameters of a predictive distribution are estimated from a training period. We propose a…

2018-05-23abs ↗pdf ↗

Study introduces a probabilistic framework for air-sea fluxes using neural networks.

problem Accurately quantifying air-sea fluxes for understanding interactions and improving weather/climate models.
method Gaussian distributions conditioned on input variables, artificial neural networks, eddy-covariance data, minimizing negative log-likelihood loss.
result Trained neural networks provide alternative mean flux estimates and quantify uncertainty.

Neural networks learn from ensemble forecasts without considering their order.

problem Improving reliability of probabilistic weather forecasts.
method Permutation-invariant neural networks for postprocessing ensemble forecasts.
result Models achieve state-of-the-art prediction quality in surface temperature and wind gust forecasts.

As renewable distributed energy resources (DERs) penetrate the power grid at an accelerating speed, it is essential for operators to have accurate solar photovoltaic (PV) energy forecasting for efficient operations and planning. Generally, observed weather data are applied in the solar PV generation forecasting model w…

2017-09-24abs ↗pdf ↗

CNN improves medium-range temperature forecasts with limited resources.

problem Limited computational resources for high-resolution temperature forecasts.
method CNN post-processing with ensemble NWP models for bias correction and spatial downscaling.
result High-resolution (5-km) surface temperature forecasts with lead times up to 5.5 days.

Generative networks minimize predictive scoring rules for probabilistic forecasting.

problem Evaluating and improving probabilistic forecasts using generative models.
method Training generative networks to minimize predictive-sequential scoring rules on temporal sequences.
result Our method outperforms adversarial approaches in probabilistic calibration.

The Analog Ensemble (AnEn) method tries to estimate the probability distribution of the future state of the atmosphere with a set of past observations that correspond to the best analogs of a deterministic Numerical Weather Prediction (NWP). This model post-processing method has been successfully used to improve the fo…

2019-09-26abs ↗pdf ↗

WeatherFormer learns robust weather features from small datasets.

problem Modeling complex weather dynamics from limited data.
method Pretrained transformer encoder on large satellite dataset, with spatiotemporal encoding.
result State-of-the-art performance in county-level soybean yield prediction and influenza forecasting.

This study analyzes how weather impacts bike sharing usage in Washington D.C.

problem Understanding how weather affects bike sharing usage patterns.
method Gathered bike usage and weather data, used k-means clustering algorithm to identify clusters.
result Weather significantly impacts bike usage, with temperature and precipitation being the most influential factors.

In recent years, probabilistic forecasts techniques were proposed in research as well as in applications to integrate volatile renewable energy resources into the electrical grid. These techniques allow decision makers to take the uncertainty of the prediction into account and, therefore, to devise optimal decisions, e…

2018-08-14abs ↗pdf ↗