Regime-dependent statistical post-processing of ensemble forecasts

2020 ◽  
Author(s):  
Sam Allen ◽  
Christopher Ferro ◽  
Frank Kwasniok
Keyword(s):  
Initial Conditions ◽  
Weather Prediction ◽  
Systematic Errors ◽  
Ensemble Forecast ◽  
State Variables ◽  
Post Processing ◽  
Ensemble Forecasts ◽  
Nwp Model ◽  
Processing Techniques ◽  
Geographical Locations

<p>A number of realizations of one or more numerical weather prediction (NWP) models, initialised at a variety of initial conditions, compose an ensemble forecast. These forecasts exhibit systematic errors and biases that can be corrected by statistical post-processing. Post-processing yields calibrated forecasts by analysing the statistical relationship between historical forecasts and their corresponding observations. This article aims to extend post processing methodology to incorporate atmospheric circulation. The circulation, or flow, is largely responsible for the weather that we experience and it is hypothesized here that relationships between the NWP model and the atmosphere depend upon the prevailing flow. Numerous studies have focussed on the tendency of this flow to reduce to a set of recognisable arrangements, known as regimes, which recur and persist at fixed geographical locations. This dynamical phenomenon allows the circulation to be categorized into a small number of regime states. In a highly idealized model of the atmosphere, the Lorenz ‘96 system, ensemble forecasts are subjected to well-known post-processing techniques conditional on the system's underlying regime. Two different variables, one of the state variables and one related to the energy of the system, are forecasted and considerable improvements in forecast skill upon standard post-processing are seen when the distribution of the predictand varies depending on the regime. Advantages of this approach and its inherent challenges are discussed, along with potential extensions for operational forecasters.</p>

Improving Ensemble Weather Prediction System Initialization: Disentangling the Contributions from Model Systematic Errors and Initial Perturbation Size

2021 ◽  
Vol 149 (1) ◽  
pp. 77-90
Author(s):  
Thomas M. Hamill ◽  
Michael Scheuerer
Keyword(s):  
United States ◽  
High Resolution ◽  
Initial Conditions ◽  
Weather Prediction ◽  
Initial Perturbation ◽  
Systematic Errors ◽  
Western United States ◽  
Optimal Interpolation ◽  
Ensemble Forecasts ◽  
Systematic Component

AbstractCharacteristics of the European Centre for Medium-Range Weather Forecast’s (ECMWF’s) 0000 UTC diagnosed 2-m temperatures (T2m) from 4D-Var and global ensemble forecasts initial conditions were examined in 2018 over the contiguous United States at 1/2° grid spacing. These were compared against independently generated, upscaled high-resolution T2m analyses that were created with a somewhat novel data assimilation methodology, an extension of classical optimal interpolation (OI) to surface data analysis. The analysis used a high-resolution, spatially detailed climatological background and was statistically unbiased. Differences of the ECMWF 4D-Var T2m initial states from the upscaled OI reference were decomposed into a systematic component and a residual component. The systematic component was determined by applying a temporal smoothing to the time series of differences between the ECMWF T2m analyses and the OI analyses. Systematic errors at 0000 UTC were commonly 1 K or more and larger in the mountainous western United States, with the ECMWF analyses cooler than the reference. The residual error is regarded as random in character and should be statistically consistent with the spread of the ensemble of initial conditions after inclusion of OI analysis uncertainty. This analysis uncertainty was large in the western United States, complicating interpretation. There were some areas suggestive of an overspread initial ensemble, with others underspread. Assimilation of more observations in the reference OI analysis would reduce analysis uncertainty, facilitating more conclusive determination of initial-condition ensemble spread characteristics.

Regime-dependent statistical post-processing of wind speed forecasts

2020 ◽  
Author(s):  
Sam Allen ◽  
Chris Ferro ◽  
Frank Kwasniok
Keyword(s):  
Wind Speed ◽  
Prediction Models ◽  
Weather Prediction ◽  
Lead Times ◽  
Post Processing ◽  
Ensemble Forecasts ◽  
Atmospheric Flow ◽  
Wind Speeds ◽  
Systematic Biases ◽  
Processing Techniques

<p>Raw output from deterministic numerical weather prediction models is typically subject to systematic biases. Although ensemble forecasts provide invaluable information regarding the uncertainty in a prediction, they themselves often misrepresent the weather that occurs. Given their widespread use, the need for high-quality wind speed forecasts is well-documented. Several statistical approaches have therefore been proposed to recalibrate ensembles of wind speed forecasts, including a heteroscedastic censored regression approach. An extension to this method that utilises the prevailing atmospheric flow is implemented here in a quasigeostrophic simulation study and on reforecast data. It is hoped that this regime-dependent framework can alleviate errors owing to changes in the synoptic-scale atmospheric state. When the wind speed strongly depends on the underlying weather regime, the resulting forecasts have the potential to provide substantial improvements in skill upon conventional post-processing techniques. This is particularly pertinent at longer lead times, where there is more improvement to be gained upon current methods, and in weather regimes associated with wind speeds that differ greatly from climatology. In order to realise this potential, however, an accurate prediction of the future atmospheric regime is required.</p>

scholarly journals A Transformed Lagged Ensemble Forecasting Technique for Increasing Ensemble Size

2007 ◽  
Vol 135 (4) ◽  
pp. 1424-1438 ◽  
Author(s):  
Andrew R. Lawrence ◽  
James A. Hansen
Keyword(s):  
Prediction Models ◽  
Weather Prediction ◽  
Ensemble Forecast ◽  
Ensemble Forecasting ◽  
Limited Area ◽  
Ensemble Size ◽  
Probabilistic Forecasting ◽  
Ensemble Forecasts ◽  
Chaotic Model ◽  
The Impact

Abstract An ensemble-based data assimilation approach is used to transform old ensemble forecast perturbations with more recent observations for the purpose of inexpensively increasing ensemble size. The impact of the transformations are propagated forward in time over the ensemble’s forecast period without rerunning any models, and these transformed ensemble forecast perturbations can be combined with the most recent ensemble forecast to sensibly increase forecast ensemble sizes. Because the transform takes place in perturbation space, the transformed perturbations must be centered on the ensemble mean from the most recent forecasts. Thus, the benefit of the approach is in terms of improved ensemble statistics rather than improvements in the mean. Larger ensemble forecasts can be used for numerous purposes, including probabilistic forecasting, targeted observations, and to provide boundary conditions to limited-area models. This transformed lagged ensemble forecasting approach is explored and is shown to give positive results in the context of a simple chaotic model. By incorporating a suitable perturbation inflation factor, the technique was found to generate forecast ensembles whose skill were statistically comparable to those produced by adding nonlinear model integrations. Implications for ensemble forecasts generated by numerical weather prediction models are briefly discussed, including multimodel ensemble forecasting.

scholarly journals Statistical post-processing of ensemble forecasts of the height of new snow

2019 ◽  
Vol 26 (3) ◽  
pp. 339-357 ◽  
Author(s):  
Jari-Pekka Nousu ◽  
Matthieu Lafaysse ◽  
Matthieu Vernay ◽  
Joseph Bellier ◽  
Guillaume Evin ◽  
...  
Keyword(s):  
Real Time ◽  
Spatial Scales ◽  
Weather Prediction ◽  
Evaluation Criteria ◽  
Training Dataset ◽  
Post Processing ◽  
Probabilistic Forecasting ◽  
Ensemble Forecasts ◽  
Heterogeneous Model ◽  
The Impact

Abstract. Forecasting the height of new snow (HN) is crucial for avalanche hazard forecasting, road viability, ski resort management and tourism attractiveness. Météo-France operates the PEARP-S2M probabilistic forecasting system, including 35 members of the PEARP Numerical Weather Prediction system, where the SAFRAN downscaling tool refines the elevation resolution and the Crocus snowpack model represents the main physical processes in the snowpack. It provides better HN forecasts than direct NWP diagnostics but exhibits significant biases and underdispersion. We applied a statistical post-processing to these ensemble forecasts, based on non-homogeneous regression with a censored shifted Gamma distribution. Observations come from manual measurements of 24 h HN in the French Alps and Pyrenees. The calibration is tested at the station scale and the massif scale (i.e. aggregating different stations over areas of 1000 km2). Compared to the raw forecasts, similar improvements are obtained for both spatial scales. Therefore, the post-processing can be applied at any point of the massifs. Two training datasets are tested: (1) a 22-year homogeneous reforecast for which the NWP model resolution and physical options are identical to the operational system but without the same initial perturbations; (2) 3-year real-time forecasts with a heterogeneous model configuration but the same perturbation methods. The impact of the training dataset depends on lead time and on the evaluation criteria. The long-term reforecast improves the reliability of severe snowfall but leads to overdispersion due to the discrepancy in real-time perturbations. Thus, the development of reliable automatic forecasting products of HN needs long reforecasts as homogeneous as possible with the operational systems.

Predicting Wind Power with Reforecasts

2015 ◽  
Vol 30 (6) ◽  
pp. 1655-1662 ◽  
Author(s):  
Markus Dabernig ◽  
Georg J. Mayr ◽  
Jakob W. Messner
Keyword(s):  
Wind Power ◽  
Systematic Errors ◽  
Decision Makers ◽  
Energy Market ◽  
Limited Area ◽  
Ensemble Forecasts ◽  
Weather Forecasts ◽  
Medium Range ◽  
Operational Models ◽  
Nwp Model

Abstract Energy traders and decision-makers need accurate wind power forecasts. For this purpose, numerical weather predictions (NWPs) are often statistically postprocessed to correct systematic errors. This requires a dataset of past forecasts and observations that is often limited by frequent NWP model enhancements that change the statistical model properties. Reforecasts that recompute past forecasts with a recent model provide considerably longer datasets but usually have weaker setups than operational models. This study tests the reforecasts from the National Oceanic and Atmospheric Administration (NOAA) and the European Centre for Medium-Range Weather Forecasts (ECMWF) for wind power predictions. The NOAA reforecast clearly performs worse than the ECMWF reforecast, the operational ECMWF deterministic and ensemble forecasts, and a limited-area model of the Austrian weather service [Zentralanstalt für Meteorologie und Geodynamik (ZAMG)]. On the contrary, the ECMWF reforecast has, of all tested models, the smallest squared errors and one of the highest financial values in an energy market.

scholarly journals Diagnosis and Optimization of Ensemble Forecasts

2008 ◽  
Vol 136 (3) ◽  
pp. 1054-1074 ◽  
Author(s):  
Tomislava Vukicevic ◽  
Isidora Jankov ◽  
John McGinley
Keyword(s):  
Initial Conditions ◽  
Forecast Error ◽  
Absolute Error ◽  
Ensemble Forecast ◽  
Stochastic Representation ◽  
Ensemble Forecasts ◽  
Ensemble Technique ◽  
Consensus Forecasts ◽  
Almost All ◽  
The Impact

Abstract In the current study, a technique that offers a way to evaluate ensemble forecast uncertainties produced either by initial conditions or different model versions, or both, is presented. The technique consists of first diagnosing the performance of the forecast ensemble and then optimizing the ensemble forecast using results of the diagnosis. The technique is based on the explicit evaluation of probabilities that are associated with the Gaussian stochastic representation of the weather analysis and forecast. It combines an ensemble technique for evaluating the analysis error covariance and the standard Monte Carlo approach for computing samples from a known Gaussian distribution. The technique was demonstrated in a tutorial manner on two relatively simple examples to illustrate the impact of ensemble characteristics including ensemble size, various observation strategies, and configurations including different model versions and varying initial conditions. In addition, the authors assessed improvements in the consensus forecasts gained by optimal weighting of the ensemble members based on time-varying, prior-probabilistic skill measures. The results with different observation configurations indicate that, as observations become denser, there is a need for larger-sized ensembles and/or more accuracy among individual members for the ensemble forecast to exhibit prediction skill. The main conclusions relative to ensembles built up with different physics configurations were, first, that almost all members typically exhibited some skill at some point in the model run, suggesting that all should be retained to acquire the best consensus forecast; and, second, that the normalized probability metric can be used to determine what sets of weights or physics configurations are performing best. A comparison of forecasts derived from a simple ensemble mean to forecasts from a mean developed from variably weighting the ensemble members based on prior performance by the probabilistic measure showed that the latter had substantially reduced mean absolute error. The study also indicates that a weighting scheme that utilized more prior cycles showed additional reduction in forecast error.

scholarly journals A Similarity-Based Implementation of the Schaake Shuffle

2016 ◽  
Vol 144 (5) ◽  
pp. 1909-1921 ◽  
Author(s):  
Roman Schefzik
Keyword(s):  
Prediction Models ◽  
Initial Conditions ◽  
Weather Prediction ◽  
Similarity Criterion ◽  
Ensemble Prediction ◽  
Ensemble Forecasts ◽  
Weather Forecasts ◽  
Prediction Horizon ◽  
Prediction Systems ◽  
Specific Implementation

Contemporary weather forecasts are typically based on ensemble prediction systems, which consist of multiple runs of numerical weather prediction models that vary with respect to the initial conditions and/or the parameterization of the atmosphere. Ensemble forecasts are frequently biased and show dispersion errors and thus need to be statistically postprocessed. However, current postprocessing approaches are often univariate and apply to a single weather quantity at a single location and for a single prediction horizon only, thereby failing to account for potentially crucial dependence structures. Nonparametric multivariate postprocessing methods based on empirical copulas, such as ensemble copula coupling or the Schaake shuffle, can address this shortcoming. A specific implementation of the Schaake shuffle, called the SimSchaake approach, is introduced. The SimSchaake method aggregates univariately postprocessed ensemble forecasts using dependence patterns from past observations. Specifically, the observations are taken from historical dates at which the ensemble forecasts resembled the current ensemble prediction with respect to a specific similarity criterion. The SimSchaake ensemble outperforms all reference ensembles in an application to ensemble forecasts for 2-m temperature from the European Centre for Medium-Range Weather Forecasts.

scholarly journals Subseasonal Forecasting with an Icosahedral, Vertically Quasi-Lagrangian Coupled Model. Part I: Model Overview and Evaluation of Systematic Errors

2018 ◽  
Vol 146 (5) ◽  
pp. 1601-1617 ◽  
Author(s):  
Shan Sun ◽  
Rainer Bleck ◽  
Stanley G. Benjamin ◽  
Benjamin W. Green ◽  
Georg A. Grell
Keyword(s):  
Time Scales ◽  
Weather Prediction ◽  
Three Dimensional ◽  
Coupled Model ◽  
Systematic Errors ◽  
Ocean Model ◽  
Grid Structure ◽  
Ensemble Forecasts ◽  
Vertical Coordinate ◽  
Hybrid Coordinate Ocean Model

Abstract The atmospheric hydrostatic Flow-Following Icosahedral Model (FIM), developed for medium-range weather prediction, provides a unique three-dimensional grid structure—a quasi-uniform icosahedral horizontal grid and an adaptive quasi-Lagrangian vertical coordinate. To extend the FIM framework to subseasonal time scales, an icosahedral-grid rendition of the Hybrid Coordinate Ocean Model (iHYCOM) was developed and coupled to FIM. By sharing a common horizontal mesh, air–sea fluxes between the two models are conserved locally and globally. Both models use similar adaptive hybrid vertical coordinates. Another unique aspect of the coupled model (referred to as FIM–iHYCOM) is the use of the Grell–Freitas scale-aware convective scheme in the atmosphere. A multiyear retrospective study is necessary to demonstrate the potential usefulness and allow for immediate bias correction of a subseasonal prediction model. In these two articles, results are shown based on a 16-yr period of hindcasts from FIM–iHYCOM, which has been providing real-time forecasts out to a lead time of 4 weeks for NOAA’s Subseasonal Experiment (SubX) starting July 2017. Part I provides an overview of FIM–iHYCOM and compares its systematic errors at subseasonal time scales to those of NOAA’s operational Climate Forecast System version 2 (CFSv2). Part II uses bias-corrected hindcasts to assess both deterministic and probabilistic subseasonal skill of FIM–iHYCOM. FIM–iHYCOM has smaller biases than CFSv2 for some fields (including precipitation) and comparable biases for other fields (including sea surface temperature). FIM–iHYCOM also has less drift in bias between weeks 1 and 4 than CFSv2. The unique grid structure and physics suite of FIM–iHYCOM is expected to add diversity to multimodel ensemble forecasts at subseasonal time scales in SubX.

scholarly journals Statistical post-processing of wind speed forecasts using convolutional neural networks

2021 ◽  
Author(s):  
Simon Veldkamp ◽  
Kirien Whan ◽  
Sjoerd Dirksen ◽  
Maurice Schmeits
Keyword(s):  
Neural Networks ◽  
Wind Speed ◽  
Convolutional Neural Networks ◽  
Weather Prediction ◽  
Estimation Methods ◽  
Post Processing ◽  
Skill Scores ◽  
Probabilistic Forecasts ◽  
Truncated Normal ◽  
Nwp Model

AbstractCurrent statistical post-processing methods for probabilistic weather forecasting are not capable of using full spatial patterns from the numerical weather prediction (NWP) model. In this paper we incorporate spatial wind speed information by using convolutional neural networks (CNNs) and obtain probabilistic wind speed forecasts in the Netherlands for 48 hours ahead, based on KNMI’s deterministic Harmonie-Arome NWP model. The probabilistic forecasts from the CNNs are shown to have higher Brier skill scores for medium to higher wind speeds, as well as a better continuous ranked probability score (CRPS) and logarithmic score, than the forecasts from fully connected neural networks and quantile regression forests. As a secondary result, we have compared the CNNs using 3 different density estimation methods (quantized softmax (QS), kernel mixture networks, and fitting a truncated normal distribution), and found the probabilistic forecasts based on the QS method to be best.

scholarly journals Control Simulation Experiment with the Lorenz’s Butterfly Attractor

2021 ◽  
Author(s):  
Takemasa Miyoshi ◽  
Qiwen Sun
Keyword(s):  
Simulation Experiment ◽  
Initial Conditions ◽  
Weather Prediction ◽  
Effective Control ◽  
Observation Error ◽  
Small Perturbations ◽  
Control Simulation ◽  
Starting Point ◽  
Nwp Model ◽  
Systems Simulation

Abstract. In numerical weather prediction (NWP), the sensitivity to initial conditions brings chaotic behaviors and an intrinsic limit to predictability, but it also implies an effective control in which a small control signal grows rapidly to make a substantial difference. The Observing Systems Simulation Experiment (OSSE) is a well-known approach to study predictability, where “the nature” is synthesized by an independent NWP model run. In this study, we extend the OSSE and design the control simulation experiment (CSE) where we apply a small signal to control “the nature”. Idealized experiments with the Lorenz-63 three-variable system show that we can control “the nature” to stay in a chosen regime without shifting to the other, i.e., in a chosen wing of the Lorenz’s butterfly attractor, by adding small perturbations to “the nature”. Using longer-lead-time forecasts, we achieve more effective control with a perturbation size less than only 3 % of the observation error. We anticipate our idealized CSE to be a starting point for realistic CSE using the real-world NWP systems, toward possible future applications to reduce weather disaster risks. The CSE may be applied to other chaotic systems beyond NWP.

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