To assess the effects of the EMU on inflation rate dynamics of its member states, the inflation rate series for 21 European countries are investigated for structural changes. To capture changes in mean, variance, and skewness of inflation rates, a generalized logistic model is adopted and...

In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several empirical examples. Here, we report on the results of a replication study using the R statistical...

Statistical post-processing of ensemble predictions is usually adjusted to a particular lead time so that several models must be fitted to forecast multiple lead times. To increase the coherence between lead times, we propose to use standardized anomalies instead of direct observations and...

Bayesian analysis provides a convenient setting for the estimation of complex generalized additive regression models (GAMs). Since computational power has tremendously increased in the past decade it is now possible to tackle complicated inferential problems, e.g., with Markov chain Monte Carlo...

A probabilistic forecasting method to predict thunderstorms in the European Eastern Alps is developed. A statistical model links lightning occurrence from the ground-based ALDIS detection network to a large set of direct and derived variables from a numerical weather prediction (NWP) system. The...

Non-homogeneous regression models are widely used to statistically post-process numerical ensemble weather prediction models. Such regression models are capable of forecasting full probability distributions and correct for ensemble errors in the mean and variance. To estimate the corresponding...

A method to predict lightning by postprocessing numerical weather prediction (NWP) output is developed for the region of the European Eastern Alps. Cloud-to-ground-flashes - detected by the ground-based ALDIS network - are counted on the 18x18 km2 grid of the 51-member NWP ensemble of the...

Structured additive regression (STAR) models provide a flexible framework for modeling possible nonlinear effects of covariates: They contain the well established frameworks of generalized linear models (GLM) and generalized additive models (GAM) as special cases but also allow a wider class of...

The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a monitoring situation – given a history period for which a regression relationship is known to be...