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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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3517021,0531,404 · Jun 202019922001200920172026
48 results for rainfall modeling

SVM predicts regional rainfall with varying accuracy, best in central US.

problem Regional rainfall prediction for social and economic impact planning.
method Support Vector Machine (SVM) applied to sequences of daily rainfall maps.
result SVM predictions for central region outperform untrained classifier.

Bayesian approach improves rain field reconstruction using CMLs and DMs.

problem Challenges in accurately reconstructing ground-level rainfall from CML path-integrated measurements.
method Bayesian inverse problem with Diffusion Models as priors.
result Improved performance in rainfall estimation compared to existing methods.

Study improves flood loss risk models using historical data and rainfall data.

problem Predicting financial losses from flooding events.
method Used neural networks, decision trees, and kernel-based regressors on NFIP dataset, incorporating rainfall data.
result Extreme Gradient Boosting provided the best results, and bias correction improved model performance.

Rainfall prediction is one of the challenging and uncertain tasks which has a significant impact on human society. Timely and accurate predictions can help to proactively reduce human and financial loss. This study presents a set of experiments which involve the use of prevalent machine learning techniques to build mod…

2019-10-29abs ↗pdf ↗

RainfallBench benchmarks GNSS-based precipitation nowcasting models, addressing complex meteorological challenges.

problem Evaluation of precipitation nowcasting models in meteorology is insufficient due to focus on periodic variables.
method RainfallBench dataset and specialized evaluation protocols for multi-scale, multi-resolution, and extreme rainfall events.
result Bi-Focus Precipitation Forecaster (BFPF) enhances rainfall time series forecasting by incorporating domain-specific priors.

New method uses SDEs for accurate non-uniformly sampled time series analysis.

problem Characterizing non-uniformly sampled time series with high accuracy.
method Stochastic Differential Equations (SDEs) for modeling, incremental estimation, and model truncation.
result Increased accuracy in characterizing non-uniformly sampled time series.

Study predicts stream turbidity using surrogate data and meta-model.

problem Costly turbidity sensor deployment limits monitoring networks.
method Dynamic regression (ARIMA), LSTM, GAM models; surrogate covariates (rainfall, water level, temperature, solar exposure); meta-model combining strengths of individual models.
result ARIMA and GAM models with all covariates outperform single models; meta-model yields highest accuracy.

Products of Hidden Markov Models(PoHMMs) are an interesting class of generative models which have received little attention since their introduction. This maybe in part due to their more computationally expensive gradient-based learning algorithm,and the intractability of computing the log likelihood of sequences under…

2012-05-09abs ↗pdf ↗

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 ↗

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 ↗

Flooding is a destructive and dangerous hazard and climate change appears to be increasing the frequency of catastrophic flooding events around the world. Physics-based flood models are costly to calibrate and are rarely generalizable across different river basins, as model outputs are sensitive to site-specific parame…

2019-10-15abs ↗pdf ↗

New estimator handles covariate shift with closed-form solution and super-efficiency.

problem Handling covariate shift in missing data and causal inference problems.
method Minimum Wasserstein distance estimation framework.
result Closed-form expression and super-efficiency relative to semiparametric efficient estimator.

This paper reviews radar-based nowcasting techniques for short-term weather predictions.

problem Short-term weather predictions for adverse events like heavy rain and flooding.
method Analysis of existing radar-based nowcasting techniques and machine learning approaches.
result New partnerships between environmental science and machine learning can improve nowcasting.

Deep generative models improve global precipitation forecasts.

problem Accurately forecasting extreme rainfall is challenging and costly.
method Trained a Conditional Generative Adversarial Network (CorrectorGAN) to correct and super-resolve global precipitation forecasts.
result CorrectorGAN produces high-resolution, bias-corrected forecasts in seconds.

We consider a financial contract that delivers a single cash flow given by the terminal value of a cumulative gains process. The problem of modelling and pricing such an asset and associated derivatives is important, for example, in the determination of optimal insurance claims reserve policies, and in the pricing of r…

2007-10-15abs ↗pdf ↗

Generative deep learning improves precipitation forecasts by adding resolution.

problem Inaccurate and unreliable precipitation forecasts due to unresolved processes.
method Applying GANs to super-resolve low-resolution weather model data using radar measurements.
result GANs and VAE-GANs produce high-resolution precipitation maps with better statistical properties than existing methods.

Unified model estimates landslide hazard combining susceptibility, intensity, and frequency.

problem Lack of unified statistical models for landslide hazard estimation.
method Deep learning combined with extreme-value theory.
result Model performs excellently and can estimate hazard for multiple return periods.

Paper compares neural networks and time-series models for weather derivative pricing.

problem Pricing accuracy and regime adaptation for temperature and precipitation weather derivatives.
method Benchmarked harmonic-regression/ARMA vs. feed-forward neural network for temperature. Used CNN for precipitation, adapting to seasonal heterogeneity.
result CNN yields more accurate pricing, especially for regime-adapted seasonal data.

Spatio-temporal (ST) data for urban applications, such as taxi demand, traffic flow, regional rainfall is inherently stochastic and unpredictable. Recently, deep learning based ST prediction models are proposed to learn the ST characteristics of data. However, it is still very challenging (1) to adequately learn the co…

2019-07-19abs ↗pdf ↗

A method to improve time series forecasting by dynamically adjusting weights of forecasters.

problem Challenges in time series forecasting due to evolving data distributions.
method Dynamic re-weighting of forecasters based on evolving data distributions.
result Competitive performance compared to state-of-the-art methods for combining forecasters.

New method simulates multivariate extreme events using GANs and Aitchison coordinates.

problem Simulating multivariate extreme events for economic risk assessment.
method Wasserstein-Aitchison GAN approach combining tail dependence and marginal tail modeling.
result Strong performance in capturing tail dependence and generating accurate extreme observations.

This study forecasts climate data in Chile using EOFs and machine learning models.

problem Predicting climatic variability in Chile for resource management and planning.
method Combines EOF decomposition, wavelet analysis, and neural networks for spatiotemporal forecasting.
result Improved accuracy in forecasting climate data through a hybrid ML approach.

Study compares two methods for predicting extreme atmospheric events.

problem Forecasting threshold exceedances of atmospheric variables like temperature and wind speed.
method Direct vs. full distribution probabilistic methods for rare events.
result Full distribution approach outperforms direct method for extreme events.

Proposes a new tail risk measure based on the most probable maximum risk event size.

problem Current risk measures like VaR and ES are limited in their applicability and require specifying a confidence level.
method Develops a new risk measure called MPMR that does not require a confidence level and scales with the length of the time interval.
result The new risk measure, MPMR, scales with the number of observations by a power law, allowing for reliable estimations of long-term risks based on short-term estimations.

New clustering method improves climate data analysis in Lesser Antilles.

problem Inducing undesirable effects in clustering algorithms using Euclidean distance.
method Replacing Euclidean distance with Expert Deviation (ED) based on symmetrized Kullback-Leibler divergence.
result KMS-ED produces more interpretable clusters with better discrimination of daily situations.

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.