Search Results for author: Olivier C. Pasche

Found 4 papers, 3 papers with code

Extreme Conformal Prediction: Reliable Intervals for High-Impact Events

no code implementations13 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.

Conformal Prediction Prediction +2

Granger Causality in Extremes

1 code implementation12 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.

Time Series

Validating Deep Learning Weather Forecast Models on Recent High-Impact Extreme Events

1 code implementation26 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.

Deep Learning Prediction +1

Neural Networks for Extreme Quantile Regression with an Application to Forecasting of Flood Risk

2 code implementations16 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.

quantile regression Time Series +1

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