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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.

168,695 papers · 148 categories

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17345067 · Jun 202019922001200920172026
48 results for skillful forecasts

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.

Accurate and reliable forecasting of total cloud cover (TCC) is vital for many areas such as astronomy, energy demand and production, or agriculture. Most meteorological centres issue ensemble forecasts of TCC, however, these forecasts are often uncalibrated and exhibit worse forecast skill than ensemble forecasts of o…

2020-01-16abs ↗pdf ↗

This paper combines and improves probabilistic forecasts of wind speeds using advanced statistical methods.

problem Improving accuracy and reliability of probabilistic forecasts in wind speed prediction.
method Adapting prediction with expert advice theory to probabilistic forecasts, combining raw or post-processed ensembles, and using CRPS and Jolliffe-Primo tests.
result Combining probabilistic forecasts can lead to more reliable and skillful predictions, as shown by the Jolliffe-Primo test.

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.

Machine learning predicts seasonal precipitation for East Africa.

problem Predicting seasonal precipitation for East Africa using machine learning.
method Dimension reduction via EOFs, large-scale climate variability indices as features, interpretable ML algorithm.
result The ML approach shows significant positive skill in predicting precipitation for OND season, comparable to ECMWF forecasts.

Develops a neural framework for probabilistic forecasting of dynamical systems.

problem Uncertainty quantification in dynamical systems using trajectory-oriented approaches.
method D2D neural probabilistic forecasting framework using kernel mean embeddings and mixture density networks.
result The D2D model captures distributional evolution in chaotic systems and produces skillful probabilistic forecasts.

A study shows that a fine-tuned model's directional accuracy in financial forecasting is largely due to chance, not skill.

problem Misleading directional accuracy in financial forecasting models.
method A reproducible, frozen-data benchmark with paired significance tests to separate skill from base-rate artifact.
result Fine-tuned models do not show significant directional skill over a base rate of 70% in financial forecasting.

Deep learning model forecasts PV power production with high accuracy.

problem Accurate forecasting of photovoltaic power production is needed for electricity infrastructure.
method Sequence to sequence model with attention mechanism using weather predictions and historical data.
result The model outperforms existing methods in forecast skill score.

Improved visibility forecasts using statistical post-processing.

problem Accurate and reliable predictions of visibility are crucial in aviation and transportation.
method Calibrated ensemble forecasts using locally, semi-locally, and regionally trained POLR and MLP classifiers.
result Post-processing improves forecast skill and POLR models outperform MLPs.

Enhanced visibility forecasts using CAMS data improve accuracy.

problem Improving the accuracy of visibility predictions in weather forecasts.
method Statistical post-processing with historical observations and CAMS forecasts.
result Post-processed forecasts with CAMS data are substantially superior to raw and climatological predictions.

Cohesion uses deep Koopman operators to generate long-range forecasts of chaotic dynamics.

problem Challenges in data-driven emulation of chaotic dynamics, especially long-range skill decay.
method Generative modeling with coherent priors estimated using reduced-order models.
result Superior long-range forecasting skill on chaotic systems, including climate dynamics.

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.

LLMs can memorize economic data and recall exact values before their training cutoff.

problem Evaluating the trustworthiness of LLMs' economic forecasts during their training period.
method Demonstrated through counterfactual forecasting and analysis of LLMs' recall ability.
result LLMs have memorized economic and financial data, leading to recall-level accuracy before their knowledge cutoff.

A novel method, based on the combination of data assimilation and machine learning is introduced. The new hybrid approach is designed for a two-fold scope: (i) emulating hidden, possibly chaotic, dynamics and (ii) predicting their future states. The method consists in applying iteratively a data assimilation step, here…

2020-01-06abs ↗pdf ↗

Combines machine learning and data assimilation for improved forecasting.

problem Improving forecast accuracy with noisy observations.
method Sequentially learns a machine-learning model using an ensemble Kalman filter.
result The combined model achieves good forecast skill and computational efficiency.

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.

Deep learning model predicts European weather parameters.

problem Ensemble weather prediction using deep learning.
method Conditional deep convolutional generative adversarial network (GAN) and Monte-Carlo dropout.
result Forecast skill for geopotential height and two-meter temperature is good, but precipitation is challenging.

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.

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.

Improved wind speed forecasts for power generation using machine learning.

problem Improving the accuracy and reliability of wind speed predictions for power generation.
method A novel machine learning approach for calibrating wind speed ensemble forecasts.
result The proposed method improves the calibration and accuracy of probabilistic and point forecasts.

New method combines model forecasts and real-time observations for hourly wind speed predictions.

problem Filling the six-hour gap between weather model runs for accurate hourly wind speed forecasts.
method Combines quasi-real-time observed wind speed and weather model predictions using a novel Ensemble Model Output Statistics (EMOS) strategy.
result Successfully improved wind speed predictions compared to observed data from SYNOP stations.

SubseasonalClimateUSA dataset improves subseasonal weather forecasting.

problem Challenges in subseasonal weather forecasting, especially skill of physics-based models and integration of local and global variables.
method Curated dataset for training and benchmarking subseasonal forecasting models, including various methods.
result Benchmarking suggests simple and effective ways to improve current operational models.

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.

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.

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.

Unified NICEk metrics improve solar forecasting accuracy.

problem Lack of suitable error metrics for multidimensional solar irradiance forecasting.
method Introducing NICEk framework with Lk norms for evaluating forecasting models.
result NICESigma consistently outperforms traditional metrics in discriminative power and statistical significance.

Employers actively look for talents having not only specific hard skills but also various soft skills. To analyze the soft skill demands on the job market, it is important to be able to detect soft skill phrases from job advertisements automatically. However, a naive matching of soft skill phrases can lead to false pos…

2018-07-20abs ↗pdf ↗

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.

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.