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Accurate forecasting of extreme values in time series is critical due to the significant impact of extreme events on human and natural systems. This paper presents DeepExtrema, a novel framework that combines a deep neural network (DNN) with generalized extreme value (GEV) distribution to forecast the block maximum value of a time series. Implementing such a network is a challenge as the framework must preserve the inter-dependent constraints among the GEV model parameters even when the DNN is initialized. We describe our approach to address this challenge and present an architecture that enables both conditional mean and quantile prediction of the block maxima. The extensive experiments performed on both real-world and synthetic data demonstrated the superiority of DeepExtrema compared to other baseline methods., Comment: 7 pages, 6 figures, accepted to IJCAI'22

Normalizing flows, a popular class of deep generative models, often fail to represent extreme phenomena observed in real-world processes. In particular, existing normalizing flow architectures struggle to model multivariate extremes, characterized by heavy-tailed marginal distributions and asymmetric tail dependence among variables. In light of this shortcoming, we propose COMET (COpula Multivariate ExTreme) Flows, which decompose the process of modeling a joint distribution into two parts: (i) modeling its marginal distributions, and (ii) modeling its copula distribution. COMET Flows capture heavy-tailed marginal distributions by combining a parametric tail belief at extreme quantiles of the marginals with an empirical kernel density function at mid-quantiles. In addition, COMET Flows capture asymmetric tail dependence among multivariate extremes by viewing such dependence as inducing a low-dimensional manifold structure in feature space. Experimental results on both synthetic and real-world datasets demonstrate the effectiveness of COMET Flows in capturing both heavy-tailed marginals and asymmetric tail dependence compared to other state-of-the-art baseline architectures. All code is available on GitHub at https://github.com/andrewmcdonald27/COMETFlows., Comment: 7 pages, 4 figures, accepted to IJCAI'22

The purpose of this study is to evaluate the components of the land surface water budget in the four land surface models (Noah, SAC-Sacramento Soil Moisture Accounting Model, (VIC) Variable Infiltration Capacity Model, and Mosaic) applied in the newly implemented National Centers for Environmental Prediction (NCEP) operational and research versions of the North American Land Data Assimilation System version 2 (NLDAS-2). This work focuses on monthly and annual components of the water budget over 12 National Weather Service (NWS) River Forecast Centers (RFCs). Monthly gridded FLUX Network (FLUXNET) evapotranspiration (ET) from the Max-Planck Institute (MPI) of Germany, U.S. Geological Survey (USGS) total runoff (Q), changes in total water storage (dS/dt, derived as a residual by utilizing MPI ET and USGS Q in the water balance equation), and Gravity Recovery and Climate Experiment (GRACE) observed total water storage anomaly (TWSA) and change (TWSC) are used as reference data sets. Compared to these ET and Q benchmarks, Mosaic and SAC (Noah and VIC) in the operational NLDAS-2 overestimate (underestimate) mean annual reference ET and underestimate (overestimate) mean annual reference Q. The multimodel ensemble mean (MME) is closer to the mean annual reference ET and Q. An anomaly correlation (AC) analysis shows good AC values for simulated monthly mean Q and dS/dt but significantly smaller AC values for simulated ET. Upgraded versions of the models utilized in the research side of NLDAS-2 yield largely improved performance in the simulation of these mean annual and monthly water component diagnostics. These results demonstrate that the three intertwined efforts of improving (1) the scientific understanding of parameterization of land surface processes, (2) the spatial and temporal extent of systematic validation of land surface processes, and (3) the engineering-oriented aspects such as parameter calibration and optimization are key to substantially improving product quality in various land data assimilation systems.