Quantile Regression, Variational Autoencoders, and Diffusion Models for Uncertainty Quantification: A Spatial Analysis of Sub-seasonal Wind Speed Prediction

Fuente: arXiv
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Main Authors: Tian, Ganglin, Charantonis, Anastase Alexandre, Coz, Camille Le, Tantet, Alexis, Plougonven, Riwal
Format: Preprint
Published: 2025
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author Tian, Ganglin
Charantonis, Anastase Alexandre
Coz, Camille Le
Tantet, Alexis
Plougonven, Riwal
author_facet Tian, Ganglin
Charantonis, Anastase Alexandre
Coz, Camille Le
Tantet, Alexis
Plougonven, Riwal
contents This study aims to improve the spatial representation of uncertainties when regressing surface wind speeds from large-scale atmospheric predictors for sub-seasonal forecasting. Sub-seasonal forecasting often relies on large-scale atmospheric predictors such as 500 hPa geopotential height (Z500), which exhibit higher predictability than surface variables and can be downscaled to obtain more localised information. Previous work by Tian et al. (2024) demonstrated that stochastic perturbations based on model residuals can improve ensemble dispersion representation in statistical downscaling frameworks, but this method fails to represent spatial correlations and physical consistency adequately. More sophisticated approaches are needed to capture the complex relationships between large-scale predictors and local-scale predictands while maintaining physical consistency. Probabilistic deep learning models offer promising solutions for capturing complex spatial dependencies. This study evaluates three probabilistic methods with distinct uncertainty quantification mechanisms: Quantile Regression Neural Network that directly models distribution quantiles, Variational Autoencoders that leverage latent space sampling, and Diffusion Models that utilise iterative denoising. These models are trained on ERA5 reanalysis data and applied to ECMWF sub-seasonal hindcasts to regress probabilistic wind speed ensembles. Our results show that probabilistic downscaling approaches provide more realistic spatial uncertainty representations compared to simpler stochastic methods, with each probabilistic model offering different strengths in terms of ensemble dispersion, deterministic skill, and physical consistency. These findings establish probabilistic downscaling as an effective enhancement to operational sub-seasonal wind forecasts for renewable energy planning and risk assessment.
format Preprint
id arxiv_https___arxiv_org_abs_2510_16958
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Quantile Regression, Variational Autoencoders, and Diffusion Models for Uncertainty Quantification: A Spatial Analysis of Sub-seasonal Wind Speed Prediction
Tian, Ganglin
Charantonis, Anastase Alexandre
Coz, Camille Le
Tantet, Alexis
Plougonven, Riwal
Machine Learning
Artificial Intelligence
This study aims to improve the spatial representation of uncertainties when regressing surface wind speeds from large-scale atmospheric predictors for sub-seasonal forecasting. Sub-seasonal forecasting often relies on large-scale atmospheric predictors such as 500 hPa geopotential height (Z500), which exhibit higher predictability than surface variables and can be downscaled to obtain more localised information. Previous work by Tian et al. (2024) demonstrated that stochastic perturbations based on model residuals can improve ensemble dispersion representation in statistical downscaling frameworks, but this method fails to represent spatial correlations and physical consistency adequately. More sophisticated approaches are needed to capture the complex relationships between large-scale predictors and local-scale predictands while maintaining physical consistency. Probabilistic deep learning models offer promising solutions for capturing complex spatial dependencies. This study evaluates three probabilistic methods with distinct uncertainty quantification mechanisms: Quantile Regression Neural Network that directly models distribution quantiles, Variational Autoencoders that leverage latent space sampling, and Diffusion Models that utilise iterative denoising. These models are trained on ERA5 reanalysis data and applied to ECMWF sub-seasonal hindcasts to regress probabilistic wind speed ensembles. Our results show that probabilistic downscaling approaches provide more realistic spatial uncertainty representations compared to simpler stochastic methods, with each probabilistic model offering different strengths in terms of ensemble dispersion, deterministic skill, and physical consistency. These findings establish probabilistic downscaling as an effective enhancement to operational sub-seasonal wind forecasts for renewable energy planning and risk assessment.
title Quantile Regression, Variational Autoencoders, and Diffusion Models for Uncertainty Quantification: A Spatial Analysis of Sub-seasonal Wind Speed Prediction
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2510.16958