Probabilistic Forecasting

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Overview

Probabilistic forecasting estimates ranges, quantiles, event probabilities, or full predictive distributions rather than only a single future value. Methods include Bayesian and parametric models, ensemble post-processing and conformal calibration, and neural generative approaches such as diffusion and flow matching; language-model agents also forecast real-world events using evidence and probability aggregation. Researchers evaluate forecasts with proper scores such as CRPS and Brier score, alongside calibration, sharpness, and benchmarks in weather, energy, health, finance, and human mobility. A central challenge is balancing accuracy, reliable uncertainty, computational cost, and usefulness for downstream decisions, since strong average scores may hide failures in extremes or dependencies between outcomes.

Latest papers

CardsList

230 papers37 papers in the last four weeks, up 3% on the four weeks before. 0.2% of all new papers.

  1. Predictive Uncertainty in Short-Term PV Forecasting under Missing Data: A Multiple Imputation Approach

    Mar 16, 2026Parastoo Pashmchi, Jérôme Benoit, Motonobu KanagawaSolar Power ForecastingUncertainty Propagation

    SAP Labs France, Mougins, France · EURECOM, Biot, France

  2. Hierarchy of extreme-event predictability in turbulence revealed by machine learning

    Mar 14, 2026Yuxuan Yang, Chenyu Dong, Gianmarco MengaldoChaotic Time-Series PredictionComputational Fluid Dynamics

    National University of Singapore Singapore

  3. Trustworthy Predictive Distributions for Tail Events with Semiparametric Diagnostic Transport Maps

    Mar 11, 2026Elizabeth Cucuzzella, Rafael Izbicki, Ann B. LeeProbability CalibrationProbabilistic Forecasting

    Department of Statistics and Data Science, Carnegie Mellon University · Department of Statistics, Federal University of Sao Carlos

  4. Developing Machine Learning-Based Watch-to-Warning Severe Weather Guidance from the Warn-on-Forecast System

    Mar 10, 2026Montgomery Flora, Samuel Varga, Corey Potvin +1Extreme Weather ForecastingWeather Forecasting

    Cooperative Institute for Severe and High-Impact Weather Research and Operations, University of Oklahoma, Norman, Oklahoma · NOAA/OAR/National Severe Storms Laboratory, Norman, Oklahoma · AI Institute for Research on Trustworthy AI in Weather, Climate, and Coastal Oceanography +5

  5. CERES: A Probabilistic Early Warning System for Acute Food Insecurity

    Mar 10, 2026Tom Danny S. PedersenEarly Warning DetectionProbabilistic Forecasting

    Northflow Technologies AS, Stavanger, Norway

  6. Designing probabilistic AI monsoon forecasts to inform agricultural decision-making

    Mar 9, 2026Colin Aitken, Rajat Masiwal, Adam Marchakitus +7Weather ForecastingProbabilistic Forecasting

    Development Innovation Lab, University of Chicago, IL, 60637 · Department of the Geophysical Sciences, University of Chicago, IL, 60637 · Data Science Institute, University of Chicago, IL, 60637 +5

  7. N-Tree Diffusion for Long-Horizon Wildfire Risk Forecasting

    Mar 7, 2026Yucheng Xing, Xin WangWildfire ForecastingDiffusion Models

    Department of Electrical and Computer Engineering, Stony Brook University, Stony Brook, NY 11794, USA

  8. Bayesian Modeling of Collatz Stopping Times: A Probabilistic Machine Learning Perspective

    Mar 4, 2026Nicolò Bonacorsi, Matteo BordoniProbabilistic Forecasting

    Department of Applied Mathematics, Columbia University, New York, USA. · Department of Mathematics, Columbia University, New York, USA.

  9. An intuitive rearranging of the Yates covariance decomposition for probabilistic verification of forecasts with the Brier score

    Mar 4, 2026Bruno Hebling VieiraProbability CalibrationProbabilistic Forecasting

    Methods of Plasticity Research, Department of Psychology, University of Zurich, Zurich, Switzerland

  10. Eliciting Numerical Predictive Distributions of LLMs Without Autoregression

    Mar 3, 2026Julianna Piskorz, Katarzyna Kobalczyk, Mihaela van der SchaarLLM Uncertainty EstimationLLM Inference

    Department of Applied Mathematics and Theoretical Physics, University of Cambridge

  11. A Synergistic Approach: Dynamics-AI Ensemble in Tropical Cyclone Forecasting

    Feb 26, 2026Yonghui Li, Wansuo Duan, Hao Li +3Tropical Cyclone Intensity ForecastingWeather Forecasting

    State Key Laboratory of Earth System Numerical Modeling and Application, Institute of Atmospheric Physics, Chinese Academy of Sciences, Beijing, 100029, China · University of Chinese Academy of Sciences, Beijing, 101408, China · Shanghai Academy of Artificial Intelligence for Science (SAIS), Shanghai, 200232, China +5

  12. Ensemble-size-dependence of deep-learning post-processing methods that minimize an (un)fair score: motivating examples and a proof-of-concept solution

    Feb 17, 2026Christopher David RobertsProbabilistic ForecastingWeather Forecasting

    ECMWF, Shinfield Park, Reading, United Kingdom

  13. CoCopula: Conformal Calibration and Copula Aggregation for Reliable Renewable Energy Forecasting

    Jan 31, 2026Alireza Moradi, Mathieu Tanneau, Reza Zandehshahvar +1Probabilistic ForecastingSolar Power Forecasting

    NSF Artificial Intelligence Institute for Advances in Optimization H. Milton Stewart School of Industrial and Systems Engineering Georgia Institute of Technology, Atlanta, GA, USA

  14. Parametric and Generative Forecasts of EPEX Day\char45 Ahead Energy Market Curves

    Jan 28, 2026Julian Gutierrez, Redouane SilventeTime Series ForecastingProbabilistic Forecasting

    New York University Abu Dhabi, Saadiyat Island, PO Box 129188, Abu Dhabi, United Arab Emirates · CREST, ENSAE, Institut Polytechnique de Paris, 5 Avenue Henry Le Chatelier 91120 Palaiseau, France

  15. Long-Range Distillation: Distilling 10,000 Years of Simulated Climate into Long Timestep AI Weather Models

    Dec 28, 2025Scott A. Martin, Noah Brenowitz, Dale Durran +1Weather ForecastingSpatiotemporal Forecasting

    NVIDIA Research, Santa Clara, CA, USA · School of Oceanography, University of Washington, Seattle, WA, USA · Department of Atmospheric & Climate Science, University of Washington, Seattle, WA, USA

  16. Probabilistic Multi-Agent Aircraft Landing Time Prediction

    Dec 9, 2025Kyungmin Kim, Seokbin Yoon, Keumjin LeeEvent Time PredictionAir Traffic Management

    Korea Aerospace University, Goyang, 10540, South Korea

  17. CSU-PCAST: A Dual-Branch Transformer Framework for medium-range ensemble Precipitation Forecasting

    Oct 23, 2025Tianyi Xiong, Haonan Chen, Kelly Mahoney +3Precipitation ForecastingProbabilistic Forecasting

    Colorado State University, Fort Collins, CO · NOAA Physical Sciences Laboratory, Boulder, CO

  18. CRPS-LAM: Probabilistic Regional Weather Forecasting with Continuous Ranked Probability Score

    Oct 10, 2025Erik Larsson, Joel Oskarsson, Tomas Landelius +1Graph Neural NetworksEnsemble Learning

    Linköping University · ETH AI Center · SMHI & Linköping University

  19. Huracan: A skillful end-to-end data-driven system for ensemble data assimilation and weather prediction

    Aug 25, 2025Zekun Ni, Jonathan Weyn, Hang Zhang +7Ensemble LearningData Assimilation

    Microsoft Corporation. · Department of Earth System Science, Ministry of Education Key Laboratory for Earth System Modeling, Institute for Global Change Studies, Tsinghua University, Beijing, China.

  20. Edge Selection for the Effective use of Piecewise-Constant Distributions as Neural Network Outputs for Event Prediction

    Jul 29, 2025Kevin Doran, Tom BadenEvent Time PredictionProbabilistic Forecasting

    School of Life Sciences, University of Sussex, UK · School of Engineering and Informatics, University of Sussex, UK · Institute of Ophthalmic Research, University of Tübingen, Germany