Scalable non-separable spatio-temporal Gaussian process models for large-scale short-term weather prediction

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Gyger, Tim, Furrer, Reinhard, Sigrist, Fabio
Natura: Preprint
Pubblicazione: 2026
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866918332818522112
author Gyger, Tim
Furrer, Reinhard
Sigrist, Fabio
author_facet Gyger, Tim
Furrer, Reinhard
Sigrist, Fabio
contents Monitoring daily weather fields is critical for climate science, agriculture, and environmental planning, yet fully probabilistic spatio-temporal models become computationally prohibitive at continental scale. We present a case study on short-term forecasting of daily maximum temperature and precipitation across the conterminous United States using novel scalable spatio-temporal Gaussian process methodology. Building on three approximation families - inducing-point methods (FITC), Vecchia approximations, and a hybrid Vecchia-inducing-point full-scale approach (VIF) - we introduce three extensions that address key bottlenecks in large space-time settings: (i) a scalable correlation-based neighbor selection strategy for Vecchia approximations with point-referenced data, enabling accurate conditioning under complex dependence structures, (ii) a space-time kMeans++ inducing-point selection algorithm, and (iii) GPU-accelerated implementations of computationally expensive operations, including matrix operations and neighbor searches. Using both synthetic experiments and a large NOAA station dataset containing more than one million space-time observations, we analyze the models with respect to predictive performance, parameter estimation, and computational efficiency. Our results demonstrate that scalable Gaussian process models can yield accurate continental-scale forecasts while remaining computationally feasible, offering practical tools for weather applications.
format Preprint
id arxiv_https___arxiv_org_abs_2602_03609
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Scalable non-separable spatio-temporal Gaussian process models for large-scale short-term weather prediction
Gyger, Tim
Furrer, Reinhard
Sigrist, Fabio
Applications
60G15, 62M20, 62R07, 68T09
Monitoring daily weather fields is critical for climate science, agriculture, and environmental planning, yet fully probabilistic spatio-temporal models become computationally prohibitive at continental scale. We present a case study on short-term forecasting of daily maximum temperature and precipitation across the conterminous United States using novel scalable spatio-temporal Gaussian process methodology. Building on three approximation families - inducing-point methods (FITC), Vecchia approximations, and a hybrid Vecchia-inducing-point full-scale approach (VIF) - we introduce three extensions that address key bottlenecks in large space-time settings: (i) a scalable correlation-based neighbor selection strategy for Vecchia approximations with point-referenced data, enabling accurate conditioning under complex dependence structures, (ii) a space-time kMeans++ inducing-point selection algorithm, and (iii) GPU-accelerated implementations of computationally expensive operations, including matrix operations and neighbor searches. Using both synthetic experiments and a large NOAA station dataset containing more than one million space-time observations, we analyze the models with respect to predictive performance, parameter estimation, and computational efficiency. Our results demonstrate that scalable Gaussian process models can yield accurate continental-scale forecasts while remaining computationally feasible, offering practical tools for weather applications.
title Scalable non-separable spatio-temporal Gaussian process models for large-scale short-term weather prediction
topic Applications
60G15, 62M20, 62R07, 68T09
url https://arxiv.org/abs/2602.03609