no code implementations • 13 May 2025 • Olivier C. Pasche, Henry Lam, Sebastian Engelke
The advantages of this extreme conformal prediction method are illustrated in a simulation study and in an application to flood risk forecasting.
1 code implementation • 12 Jul 2024 • Juraj Bodik, Olivier C. Pasche
We introduce a rigorous mathematical framework for Granger causality in extremes, designed to identify causal links from extreme events in time series.
1 code implementation • 26 Apr 2024 • Olivier C. Pasche, Jonathan Wider, Zhongwei Zhang, Jakob Zscheischler, Sebastian Engelke
To address these issues, we compare ML weather prediction models (GraphCast, PanguWeather, and FourCastNet) and ECMWF's high-resolution forecast system (HRES) in three case studies: the 2021 Pacific Northwest heatwave, the 2023 South Asian humid heatwave, and the North American winter storm in 2021.
2 code implementations • 16 Aug 2022 • Olivier C. Pasche, Sebastian Engelke
We propose the EQRN model that combines tools from neural networks and extreme value theory into a method capable of extrapolation in the presence of complex predictor dependence.