Conformal stacked weather forecasting

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Jelmer Neeven, Evgueni Smirnov ;
Proceedings of the Seventh Workshop on Conformal and Probabilistic Prediction and Applications, PMLR 91:220-233, 2018.

Abstract

In this paper we propose to apply the stacking method to aggregating multi-output predictions from different weather-forecasting domains (websites). Depending on the aggregating procedure (non-conformal/conformal), the results can be bare multi-output predictions or multi-output prediction regions. The experiments show the applicability of the stacking method on real data related to eight weather-forecasting domains.

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