Evaluating probabilistic forecasts with scoringRules

A Jordan, F Krüger, S Lerch - arXiv preprint arXiv:1709.04743, 2017 - arxiv.org
Probabilistic forecasts in the form of probability distributions over future events have become
popular in several fields including meteorology, hydrology, economics, and demography. In …

[图书][B] Spatio-temporal statistics with R

CK Wikle, A Zammit-Mangion, N Cressie - 2019 - taylorfrancis.com
The world is becoming increasingly complex, with larger quantities of data available to be
analyzed. It so happens that much of these" big data" that are available are spatio-temporal …

Multifidelity statistical machine learning for molecular crystal structure prediction

O Egorova, R Hafizi, DC Woods… - The Journal of Physical …, 2020 - ACS Publications
The prediction of crystal structures from first-principles requires highly accurate energies for
large numbers of putative crystal structures. High accuracy of solid state density functional …

Combining predictive distributions for the statistical post-processing of ensemble forecasts

S Baran, S Lerch - International Journal of Forecasting, 2018 - Elsevier
Statistical post-processing techniques are now used widely for correcting systematic biases
and errors in the calibration of ensemble forecasts obtained from multiple runs of numerical …

Probabilistic forecasting of industrial electricity load with regime switching behavior

K Berk, A Hoffmann, A Müller - International Journal of Forecasting, 2018 - Elsevier
This paper suggests a novel inhomogeneous Markov switching approach for the
probabilistic forecasting of industrial companies' electricity loads, for which the load switches …

Multivariate forecasting evaluation: On sensitive and strictly proper scoring rules

F Ziel, K Berk - arXiv preprint arXiv:1910.07325, 2019 - arxiv.org
In recent years, probabilistic forecasting is an emerging topic, which is why there is a
growing need of suitable methods for the evaluation of multivariate predictions. We analyze …

Bayesian inference for high-dimensional nonstationary Gaussian processes

MD Risser, D Turek - Journal of Statistical Computation and …, 2020 - Taylor & Francis
In spite of the diverse literature on nonstationary spatial modelling and approximate
Gaussian process (GP) methods, there are no general approaches for conducting fully …

Temperature trends and prediction skill in NMME seasonal forecasts

NY Krakauer - Climate Dynamics, 2019 - Springer
Abstract The North American Multi-Model Ensemble (NMME) provides hindcasts and real-
time predictions for monthly mean climate fields at lead times of up to a year. These global …

Analog‐based postprocessing of navigation‐related hydrological ensemble forecasts

S Hemri, B Klein - Water Resources Research, 2017 - Wiley Online Library
Inland waterway transport benefits from probabilistic forecasts of water levels as they allow
to optimize the ship load and, hence, to minimize the transport costs. Probabilistic state‐of …

Probabilistic temperature forecasting with a heteroscedastic autoregressive ensemble postprocessing model

A Möller, J Groß - … Journal of the Royal Meteorological Society, 2020 - Wiley Online Library
Weather prediction today is performed with numerical weather prediction (NWP) models.
These are deterministic simulation models describing the dynamics of the atmosphere, and …