paper-with-me

홈 › Papers

Evaluation of Machine Learning Techniques for Forecast Uncertainty Quantification

2021-11-29 · Maximiliano A. Sacco, Juan J. Ruiz, Manuel Pulido, Pierre Tandeo

Ensemble forecasting is, so far, the most successful approach to produce relevant forecasts with an estimation of their uncertainty. The main limitations of ensemble forecasting are the high computational cost and the difficulty to capture and quantify different sources of uncertainty, particularly those associated with model errors. In this work we perform toy-model and state-of-the-art model experiments to analyze to what extent artificial neural networks (ANNs) are able to model the different sources of uncertainty present in a forecast. In particular those associated with the accuracy of the initial conditions and those introduced by the model error. We also compare different training strategies: one based on a direct training using the mean and spread of an ensemble forecast as target, the other ones rely on an indirect training strategy using an analyzed state as target in which the uncertainty is implicitly learned from the data. Experiments using the Lorenz'96 model show that the ANNs are able to emulate some of the properties of ensemble forecasts like the filtering of the most unpredictable modes and a state-dependent quantification of the forecast uncertainty. Moreover, ANNs provide a reliable estimation of the forecast uncertainty in the presence of model error. Preliminary experiments conducted with a state-of-the-art forecasting system also confirm the ability of ANNs to produce a reliable quantification of the forecast uncertainty.

📄 PDF Abstract BibTeX arXiv:2111.14844

Code (0)

등록된 구현이 없습니다.

Tasks

BIG-bench Machine LearningUncertainty Quantification

Similar Papers 제목 키워드 기반

Uncertainty quantification for data-driven weather models

2024-03-20 · Christopher Bülte, Nina Horat, Julian Quinting, Sebastian Lerch

Artificial intelligence (AI)-based data-driven weather forecasting models have experienced rapid progress over the last years. Recent studies, with models trained on reanalysis data, achieve impressive results and demons…

Decision MakingUncertainty QuantificationWeather Forecasting

Analyzing Uncertainty Quantification in Statistical and Deep Learning Models for Probabilistic Electricity Price Forecasting

2025-09-23 · Andreas Lebedev, Abhinav Das, Sven Pappert, Stephan Schlüter arxiv

Precise probabilistic forecasts are fundamental for energy risk management, and there is a wide range of both statistical and machine learning models for this purpose. Inherent to these probabilistic models is some form …

ProbFM: Probabilistic Time Series Foundation Model with Uncertainty Decomposition

2026-01-15 · Arundeep Chinta, Lucas Vinh Tran, Jay Katukuri arxiv

Time Series Foundation Models (TSFMs) have emerged as a promising approach for zero-shot financial forecasting, demonstrating strong transferability and data efficiency gains. However, their adoption in financial applica…

Computational Efficiency

Uncertainty Quantification of Wind Gust Predictions in the Northeast US: An Evidential Neural Network and Explainable Artificial Intelligence Approach

2025-02-01 · Israt Jahan, John S. Schreck, David John Gagne, Charlie Becker 외

Machine learning has shown promise in reducing bias in numerical weather model predictions of wind gusts. Yet, they underperform to predict high gusts even with additional observations due to the right-skewed distributio…

Explainable artificial intelligenceExplainable Artificial Intelligence (XAI)Prediction IntervalsUncertainty Quantification

Comparison of Uncertainty Quantification with Deep Learning in Time Series Regression

2022-11-11 · Levente Foldesi, Matias Valdenegro-Toro

Increasingly high-stakes decisions are made using neural networks in order to make predictions. Specifically, meteorologists and hedge funds apply these techniques to time series data. When it comes to prediction, there …

regressionTime SeriesTime Series AnalysisTime Series Regression+1