Joint probabilistic forecasting of wind speed and temperature using Bayesian model averaging

DOI10.1002/env.2316zbMath1525.62070arXiv1404.3681OpenAlexW3121826279MaRDI QIDQ6139131

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Publication date: 18 December 2023

Published in: Environmetrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.3681

zbMATH Keywords

Bayesian model averagingensemble calibrationGaussian copulatruncated normal distributionenergy scoreEuclidean error

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites Work

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• Probabilistic wind speed forecasting using Bayesian model averaging with truncated normal components
• EM algorithms for multivariate Gaussian mixture models with truncated and censored data
• Ensemble forecasting
• A comparison of algorithms for the multivariate \(L_1\)-median
• The multivariate L ₁ -median and associated data depth
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Uncertainty quantification in complex simulation models using ensemble copula coupling

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