The Beveridge-Nelson decomposition defines the trend component in terms of the eventual forecast function, as the value the series would take if it were on its long-run path. The paper introduces the multistep Beveridge-Nelson decomposition, which arises when the forecast function is obtained by the direct autoregressive approach, which optimizes the predictive ability of the AR model at foreca...

Although numerical weather predictions have been improved dramatically, quantitative precipitation forecast (QPF) remains as one of the most difficult fields to predict accurately. Forecast errors arise from the uncertainties in both the initial conditions and model formulations. To compensate those uncertainties there have been many efforts toward ensemble forecast. The use of ensemble methodo...

Title of dissertation: INFORMATION SYNTHESIS ACROSS SCALES IN ATMOSPHERIC STATE ESTIMATION: THEORY AND NUMERICAL EXPERIMENTS Matthew Kretschmer, Doctor of Philosophy, 2015 Dissertation directed by: Professor Edward Ott Department of Physics This thesis studies the benefits of simultaneously considering system information from different sources when performing ensemble data assimilation. In part...

Representation error arises from the inability of the forecast model to accurately simulate the climatology of the truth. We present a rigorous framework for understanding this kind of error of representation. This framework shows that the lack of an inverse in the relationship between the true climatology (true attractor) and the forecast climatology (forecast attractor) leads to the error of ...

This paper brings together several strands of the inflation literature. Specifically, this paper uses the forecast from a random walk model of inflation as a benchmark to test and compare the forecast performance of several alternatives including the Greenbook forecast by the Fed staff, the Survey of Professional Forecasters median forecast, lagged CPI inflation minus food and energy, lagged CP...

Medium-and-long-term load forecasting plays an important role in energy policy implementation and electric department investment decision. Aiming to improve the robustness and accuracy of annual electric load forecasting, a robust weighted combination load forecasting method based on forecast model filtering and adaptive variable weight determination is proposed. Similar years of selection is c...

Since 2001 output from the National Centers for Environmental Prediction global weather forecast system (GFS) has been routinely processed to produce single column profiles at locations corresponding to the Atmospheric Radiation Measurement (ARM) Program sites. In the present study, GFS forecast was examined and compared with ARM observations at the Southern Great Plain Central Facility for the...

This paper describes the operational implementation of the data assimilation scheme for the Mediterranean Forecasting System Pilot Project (MFSPP). The assimilation scheme, System for Ocean Forecast and Analysis (SOFA), is a reduced order Optimal Interpolation (OI) scheme. The order reduction is achieved by projection of the state vector into vertical Empirical Orthogonal Functions (EOF). The d...

As the increasingly fierce competition, more and more manufacturers have started to sell products through online channels apart from traditional retail channel. Meanwhile, increased competition has significantly shortened the product life cycle, which makes sales forecast meaningful. Taking lack of historical record into account, the sales forecast model based on historical sales data based on ...