Spatiotemporally Consistent Multivariate Bias Correction for Climate Projections via Nested Vine Copulas
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| Format: | Preprint |
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2026
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| _version_ | 1866915923182485504 |
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| author | Meier, Theresa Koch, Erwan Chavez-Demoulin, Valérie Vatter, Thibault |
| author_facet | Meier, Theresa Koch, Erwan Chavez-Demoulin, Valérie Vatter, Thibault |
| contents | Climate models are essential for understanding large-scale climate dynamics and long-term climate change, yet they exhibit systematic biases when compared with historical observations. Existing multivariate bias correction (MBC) approaches do not explicitly handle spatiotemporal dependence. However, preserving both spatiotemporal and inter-variable consistency is essential for realistic climate dynamics and reliable regional impact assessments. To address this gap, we propose a novel MBC method called GN-VBC that uses generalized additive models (GAMs) to disentangle spatiotemporal deterministic effects from stochastic residuals. To model joint distributions and dependencies across variables and locations, we introduce nested vine copulas (NVCs), a hierarchical vine merging strategy. NVC in the context of MBC combines two dependence levels: (i) spatial dependence across locations, modeled separately for each variable, and (ii) inter-variable dependence modeled at a selected reference location, which links the spatial models into a coherent multivariate and spatial structure. An application to Switzerland shows improvements in preserving inter-variable, spatial and temporal dependence across a wide range of evaluation metrics. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2603_14984 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Spatiotemporally Consistent Multivariate Bias Correction for Climate Projections via Nested Vine Copulas Meier, Theresa Koch, Erwan Chavez-Demoulin, Valérie Vatter, Thibault Methodology Applications 62P12, 62H05, 62M30, 86A08 G.3; J.2; I.6 Climate models are essential for understanding large-scale climate dynamics and long-term climate change, yet they exhibit systematic biases when compared with historical observations. Existing multivariate bias correction (MBC) approaches do not explicitly handle spatiotemporal dependence. However, preserving both spatiotemporal and inter-variable consistency is essential for realistic climate dynamics and reliable regional impact assessments. To address this gap, we propose a novel MBC method called GN-VBC that uses generalized additive models (GAMs) to disentangle spatiotemporal deterministic effects from stochastic residuals. To model joint distributions and dependencies across variables and locations, we introduce nested vine copulas (NVCs), a hierarchical vine merging strategy. NVC in the context of MBC combines two dependence levels: (i) spatial dependence across locations, modeled separately for each variable, and (ii) inter-variable dependence modeled at a selected reference location, which links the spatial models into a coherent multivariate and spatial structure. An application to Switzerland shows improvements in preserving inter-variable, spatial and temporal dependence across a wide range of evaluation metrics. |
| title | Spatiotemporally Consistent Multivariate Bias Correction for Climate Projections via Nested Vine Copulas |
| topic | Methodology Applications 62P12, 62H05, 62M30, 86A08 G.3; J.2; I.6 |
| url | https://arxiv.org/abs/2603.14984 |