• Title/Summary/Keyword: quantile averaging

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Local quantile ensemble for machine learning methods

  • Suin Kim;Yoonsuh Jung
    • Communications for Statistical Applications and Methods
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    • v.31 no.6
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    • pp.627-644
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    • 2024
  • Quantile regression models have become popular due to their benefits in obtaining robust estimates. Some machine learning (ML) models can estimate conditional quantiles. However, current ML methods mainly focus on just adapting quantile regression. In this paper, we propose a local quantile ensemble based on ML methods, which averages multiple estimated quantiles near the target quantile. It is designed to enhance the stability and accuracy of the quantile fits. This approach extends the composite quantile regression algorithm that typically considers the central tendency under a linear model. The proposed methods can be applied to various types of data having nonlinear and heterogeneous trend. We provide an empirical rule for choosing quantiles around the target quantile. The bias-variance tradeoff inherent in this method offers performance benefits. Through empirical studies using Monte Carlo simulations and real data sets, we demonstrate that the proposed method can significantly improve quantile estimation accuracy and stabilize the quantile fits.

Development of the Selected Multi-model Consensus Technique for the Tropical Cyclone Track Forecast in the Western North Pacific (태풍 진로예측을 위한 다중모델 선택 컨센서스 기법 개발)

  • Jun, Sanghee;Lee, Woojeong;Kang, KiRyong;Yun, Won-Tae
    • Atmosphere
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    • v.25 no.2
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    • pp.375-387
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    • 2015
  • A Selected Multi-model CONsensus (SMCON) technique was developed and verified for the tropical cyclone track forecast in the western North Pacific. The SMCON forecasts were produced by averaging numerical model forecasts showing low 70% latest 6 h prediction errors among 21 models. In the homogeneous comparison for 54 tropical cyclones in 2013 and 2014, the SMCON improvement rate was higher than the other forecasts such as the Non-Selected Multi-model CONsensus (NSMCON) and other numerical models (i.e., GDAPS, GEPS, GFS, HWRF, ECMWF, ECMWF_H, ECMWF_EPS, JGSM, TEPS). However, the SMCON showed lower or similar improvement rate than a few forecasts including ECMWF_EPS forecasts at 96 h in 2013 and at 72 h in 2014 and the TEPS forecast at 120 h in 2013. Mean track errors of the SMCON for two year were smaller than the NSMCON and these differences were 0.4, 1.2, 5.9, 12.9, 8.2 km at 24-, 48-, 72-, 96-, 120-h respectively. The SMCON error distributions showed smaller central tendency than the NSMCON's except 72-, 96-h forecasts in 2013. Similarly, the density for smaller track errors of the SMCON was higher than the NSMCON's except at 72-, 96-h forecast in 2013 in the kernel density estimation analysis. In addition, the NSMCON has lager range of errors above the third quantile and larger standard deviation than the SMCON's at 72-, 96-h forecasts in 2013. Also, the SMCON showed smaller bias than ECMWF_H for the cross track bias. Thus, we concluded that the SMCON could provide more reliable information on the tropical cyclone track forecast by reflecting the real-time performance of the numerical models.

Calculation of future rainfall scenarios to consider the impact of climate change in Seoul City's hydraulic facility design standards (서울시 수리시설 설계기준의 기후변화 영향 고려를 위한 미래강우시나리오 산정)

  • Yoon, Sun-Kwon;Lee, Taesam;Seong, Kiyoung;Ahn, Yujin
    • Journal of Korea Water Resources Association
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    • v.54 no.6
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    • pp.419-431
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    • 2021
  • In Seoul, it has been confirmed that the duration of rainfall is shortened and the frequency and intensity of heavy rains are increasing with a changing climate. In addition, due to high population density and urbanization in most areas, floods frequently occur in flood-prone areas for the increase in impermeable areas. Furthermore, the Seoul City is pursuing various projects such as structural and non-structural measures to resolve flood-prone areas. A disaster prevention performance target was set in consideration of the climate change impact of future precipitation, and this study conducted to reduce the overall flood damage in Seoul for the long-term. In this study, 29 GCMs with RCP4.5 and RCP8.5 scenarios were used for spatial and temporal disaggregation, and we also considered for 3 research periods, which is short-term (2006-2040, P1), mid-term (2041-2070, P2), and long-term (2071-2100, P3), respectively. For spatial downscaling, daily data of GCM was processed through Quantile Mapping based on the rainfall of the Seoul station managed by the Korea Meteorological Administration and for temporal downscaling, daily data were downscaled to hourly data through k-nearest neighbor resampling and nonparametric temporal detailing techniques using genetic algorithms. Through temporal downscaling, 100 detailed scenarios were calculated for each GCM scenario, and the IDF curve was calculated based on a total of 2,900 detailed scenarios, and by averaging this, the change in the future extreme rainfall was calculated. As a result, it was confirmed that the probability of rainfall for a duration of 100 years and a duration of 1 hour increased by 8 to 16% in the RCP4.5 scenario, and increased by 7 to 26% in the RCP8.5 scenario. Based on the results of this study, the amount of rainfall designed to prepare for future climate change in Seoul was estimated and if can be used to establish purpose-wise water related disaster prevention policies.