Rigorous uncertainty quantification of probabilistic AI weather forecasts with conformal prediction

2026-06-17

AI Summary

This study addresses the persistent challenges of inadequate statistical coverage and inaccurate uncertainty quantification in existing AI-based weather forecasting models, particularly during extreme events. It introduces, for the first time, an online conformal prediction framework that makes no distributional assumptions to post-process outputs from three leading global probabilistic AI models—GenCast, NeuralGCM, and AIFS-ENS. The proposed method significantly improves the statistical coverage accuracy of temperature and precipitation forecasts, including extreme events, without compromising other probabilistic performance metrics. By providing mathematically rigorous uncertainty guarantees, this approach enables reliably calibrated AI-driven weather predictions.

Abstract

Probabilistic weather forecasting is undergoing rapid transformation with artificial intelligence (AI). In traditional numerical weather prediction, computing power can limit how well ensemble forecasts approximate the unknown statistical distribution of future states. AI models facilitate larger ensembles and are trained with probabilistic considerations, ideally leading to better uncertainty quantification. Forecasts from these state-of-the-art models are often considered well-calibrated. However, here we show that the statistical coverage of such models, the ultimate measure of calibration, can struggle, especially on extreme events. To address this shortcoming, we employ conformal prediction, a class of statistical methods that mathematically guarantees coverage under no distributional assumptions, unlike previous post-processing techniques. We apply online conformal prediction to temperature and precipitation forecasts (including extremes) of three leading global weather models, GenCast, NeuralGCM, and AIFS-ENS, ensuring calibrated uncertainty at no expense to other probabilistic metrics. This post-processing method can be applied to any forecasting model.

Problem

• uncertainty quantification
• probabilistic weather forecasting
• statistical coverage
• extreme events
• calibration

Innovation

• conformal prediction
• uncertainty quantification
• probabilistic forecasting
• extreme weather events
• AI weather models