activity
20102026
most citedUncertainty Quantification in Complex Simulation Models Using Ensemble Copula Coupling

264 citations · 904 across the 34 of their papers we have counts for

collaborators

39 papers

stat.ME2026

Dynamic factor and double PCA models for partially observed survival curves: Forecasting demand in short-term rental markets

Marthe Elisabeth Aastveit, Alex Lenkoski, Thordis Thorarinsdottir

This paper develops prediction models for population-level survival curves observed over time and sampled from a heterogeneous mix of populations. We consider a discrete-time setti…

stat.AP2026

Short-term rental market occupancy - daily time series for 2017-2022 on 500 markets worldwide

Marthe Elisabeth Aastveit, Andreas Buschermöhle, Alex Lenkoski +1

Short-term vacation rentals, as promoted by platforms such as Airbnb, Homeaway, Vrbo, etc., are a growing component of the travel industry. This paper provides a unique, large data…

stat.AP2026

Flood risk estimation via geometric extremal graphical models

Kristina Grolmusova, Jennifer L. Wadsworth, Thordis L. Thorarinsdottir

We exploit the new framework of multivariate geometric extreme value theory for the statistical analysis of river flow extremes at multiple locations on a river network. Current me…

stat.AP2026

A spatial duration-augmented framework for drought persistence

Touqeer Ahmad, Thordis Linda Thorarinsdottir

Drought monitoring across heterogeneous climate regions requires explicit modeling of drought persistence rather than relying solely on index classification. We develop a Bayesian…

stat.AP2025

Simulation and evaluation of local daily temperature and precipitation series derived by stochastic downscaling of ERA5 reanalysis

Silius M. Vandeskog, Thordis L. Thorarinsdottir, Alex Lenkoski

Reanalysis products such as the ERA5 reanalysis are commonly used as proxies for observed atmospheric conditions. These products are convenient to use due to their global coverage,…

stat.AP2024★ 1 cited

Applications of machine learning to predict seasonal precipitation for East Africa

Michael Scheuerer, Claudio Heinrich-Mertsching, Titike K. Bahaga +2

Seasonal climate forecasts are commonly based on model runs from fully coupled forecasting systems that use Earth system models to represent interactions between the atmosphere, oc…

stat.ME2023★ 1 cited

What you see is not what is there: Mechanisms, models, and methods for point pattern deviations

Peter Guttorp, Janine Illian, Joel Kostensalo +4

Many natural systems are observed as point patterns in time, space, or space and time. Examples include plant and cellular systems, animal colonies, earthquakes, and wildfires. In…

stat.AP2022★ 2 cited

Probabilistic prediction of the time to hard freeze using seasonal weather forecasts and survival time methods

Thea Roksvåg, Alex Lenkoski, Michael Scheuerer +2

Agricultural food production and natural ecological systems depend on a range of seasonal climate indicators that describe seasonal patterns in climatological conditions. This pape…

stat.AP2021

Assessing present and future risk of water damage using building attributes, meteorology and topography

Claudio Heinrich-Mertsching, Jens Christian Wahl, Alba Ordonez +4

Weather-related risk makes the insurance industry inevitably concerned with climate and climate change. Buildings hit by pluvial flooding is a key manifestation of this risk, givin…

stat.ME2021

Validation of point process predictions with proper scoring rules

Claudio Heinrich-Mertsching, Thordis L. Thorarinsdottir, Peter Guttorp +1

We introduce a class of proper scoring rules for evaluating spatial point process forecasts based on summary statistics. These scoring rules rely on Monte-Carlo approximations of e…

stat.AP2021★ 6 cited

Quantile based modelling of diurnal temperature range with the five-parameter lambda distribution

Silius M. Vandeskog, Thordis L. Thorarinsdottir, Ingelin Steinsland +1

Diurnal temperature range is an important variable in climate science that can provide information regarding climate variability and climate change. Changes in diurnal temperature…

stat.AP2020★ 27 cited

Forecasting: theory and practice

Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos +77

Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organ…

physics.geo-ph2019

Non-stationarity in Esbjerg sea-level returnlevels: Applications in climate change adaptation

Peter Thejll, Peter Guttorp, Martin Drews +4

Non-stationary time series modelling is applied to long tidal records from Esbjerg, Denmark, and coupled to climate change projections for sea-level and storminess, to produce proj…

stat.AP2019★ 2 cited

Rapid adjustment and post-processing of temperature forecast trajectories

Nina Schuhen, Thordis Thorarinsdottir, Alex Lenkoski

Modern weather forecasts are commonly issued as consistent multi-day forecast trajectories with a time resolution of 1-3 hours. Prior to issuing, statistical post-processing is rou…

stat.ME2019

Multivariate postprocessing methods for high-dimensional seasonal weather forecasts

Claudio Heinrich, Kristoffer H. Hellton, Alex Lenkoski +1

Seasonal weather forecasts are crucial for long-term planning in many practical situations and skillful forecasts may have substantial economic and humanitarian implications. Curre…

stat.AP2019

New approach for stochastic downscaling and bias correction of daily mean temperatures to a high-resolution grid

Qifen Yuan, Thordis Thorarinsdottir, Stein Beldring +3

In applications of climate information, coarse-resolution climate projections commonly need to be downscaled to a finer grid. One challenge of this requirement is the modeling of s…

stat.AP2019★ 1 cited

Probabilistic Forecasting of Temporal Trajectories of Regional Power Production - Part 2: Photovoltaic Solar

Thordis Thorarinsdottir, Anders Løland, Alex Lenkoski

We propose a fully probabilistic prediction model for spatially aggregated solar photovoltaic (PV) power production at an hourly time scale with lead times up to several days using…

stat.AP2019★ 1 cited

Probabilistic Forecasting of Temporal Trajectories of Regional Power Production - Part 1: Wind

Thordis Thorarinsdottir, Anders Løland, Alex Lenkoski

Renewable energy sources provide a constantly increasing contribution to the total energy production worldwide. However, the power generation from these sources is highly variable…

stat.AP2019

Spatial trend analysis of gridded temperature data at varying spatial scales

Ola Haug, Thordis L Thorarinsdottir, Sigrunn H Sørbye +1

Classical assessments of trends in gridded temperature data perform independent evaluations across the grid, thus, ignoring spatial correlations in the trend estimates. In particul…

stat.AP2018★ 6 cited

Estimating seal pup production in the Greenland Sea using Bayesian hierarchical modeling

Martin Jullum, Thordis Thorarinsdottir, Fabian E. Bachl

The Greenland Sea is an important breeding ground for harp and hooded seals. Estimates of the annual seal pup production are critical factors in the abundance estimation needed for…

stat.AP2018★ 28 cited

Bayesian regional flood frequency analysis for large catchments

Thordis L. Thorarinsdottir, Kristoffer H. Hellton, Gunnhildur H. Steinbakk +2

Regional flood frequency analysis is commonly applied in situations where there exists insufficient data at a location for a reliable estimation of flood quantiles. We develop a Ba…

stat.ME2017

Evaluation of time series models under non-stationarity with application to the comparison of regional climate models

T. M. Erhardt, C. Czado, T. L. Thorarinsdottir

Different disciplines pursue the aim to develop models which characterize certain phenomena as accurately as possible. Climatology is a prime example, where the temporal evolution…

stat.ME2016

Predictive Inference Based on Markov Chain Monte Carlo Output

Fabian Krüger, Sebastian Lerch, Thordis L. Thorarinsdottir +1

In Bayesian inference, predictive distributions are typically in the form of samples generated via Markov chain Monte Carlo (MCMC) or related algorithms. In this paper, we conduct…

stat.ME2015

Forecaster's Dilemma: Extreme Events and Forecast Evaluation

Sebastian Lerch, Thordis L. Thorarinsdottir, Francesco Ravazzolo +1

In public discussions of the quality of forecasts, attention typically focuses on the predictive performance in cases of extreme events. However, the restriction of conventional fo…