Multivariate probabilistic forecasting using ensemble Bayesian model averaging and copulas
نویسندگان
چکیده
منابع مشابه
Multivariate probabilistic forecasting using Bayesian model averaging and copulas
We propose a method for post-processing an ensemble of multivariate forecasts in order to obtain a joint predictive distribution of weather. Our method utilizes existing univariate postprocessing techniques, in this case ensemble Bayesian model averaging (BMA), to obtain estimated marginal distributions. However, implementing these methods individually offers no information regarding the joint ...
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ژورنال
عنوان ژورنال: Quarterly Journal of the Royal Meteorological Society
سال: 2012
ISSN: 0035-9009
DOI: 10.1002/qj.2009