Reliable Probabilities Through Statistical Post-processing of Ensemble Forecasts

Author(s):  
Bert Van Schaeybroeck ◽  
Stéphane Vannitsem
2019 ◽  
Vol 26 (3) ◽  
pp. 339-357 ◽  
Author(s):  
Jari-Pekka Nousu ◽  
Matthieu Lafaysse ◽  
Matthieu Vernay ◽  
Joseph Bellier ◽  
Guillaume Evin ◽  
...  

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.


2019 ◽  
Vol 27 (1) ◽  
Author(s):  
Mailiu Díaz ◽  
Orietta Nicolis ◽  
Julio César Marín ◽  
Sándor Baran

2019 ◽  
Vol 145 (725) ◽  
pp. 3535-3552 ◽  
Author(s):  
Sam Allen ◽  
Christopher A. T. Ferro ◽  
Frank Kwasniok

2020 ◽  
Vol 27 (2) ◽  
pp. 329-347 ◽  
Author(s):  
Maxime Taillardat ◽  
Olivier Mestre

Abstract. Statistical post-processing of ensemble forecasts, from simple linear regressions to more sophisticated techniques, is now a well-known procedure for correcting biased and poorly dispersed ensemble weather predictions. However, practical applications in national weather services are still in their infancy compared to deterministic post-processing. This paper presents two different applications of ensemble post-processing using machine learning at an industrial scale. The first is a station-based post-processing of surface temperature and subsequent interpolation to a grid in a medium-resolution ensemble system. The second is a gridded post-processing of hourly rainfall amounts in a high-resolution ensemble prediction system. The techniques used rely on quantile regression forests (QRFs) and ensemble copula coupling (ECC), chosen for their robustness and simplicity of training regardless of the variable subject to calibration. Moreover, some variants of classical techniques used, such as QRF and ECC, were developed in order to adjust to operational constraints. A forecast anomaly-based QRF is used for temperature for a better prediction of cold and heat waves. A variant of ECC for hourly rainfall was built, accounting for more realistic longer rainfall accumulations. We show that both forecast quality and forecast value are improved compared to the raw ensemble. Finally, comments about model size and computation time are made.


2019 ◽  
Vol 145 (721) ◽  
pp. 1705-1720 ◽  
Author(s):  
Sándor Baran ◽  
Martin Leutbecher ◽  
Marianna Szabó ◽  
Zied Ben Bouallègue

2013 ◽  
Vol 17 (9) ◽  
pp. 3587-3603 ◽  
Author(s):  
D. E. Robertson ◽  
D. L. Shrestha ◽  
Q. J. Wang

Abstract. Sub-daily ensemble rainfall forecasts that are bias free and reliably quantify forecast uncertainty are critical for flood and short-term ensemble streamflow forecasting. Post-processing of rainfall predictions from numerical weather prediction models is typically required to provide rainfall forecasts with these properties. In this paper, a new approach to generate ensemble rainfall forecasts by post-processing raw numerical weather prediction (NWP) rainfall predictions is introduced. The approach uses a simplified version of the Bayesian joint probability modelling approach to produce forecast probability distributions for individual locations and forecast lead times. Ensemble forecasts with appropriate spatial and temporal correlations are then generated by linking samples from the forecast probability distributions using the Schaake shuffle. The new approach is evaluated by applying it to post-process predictions from the ACCESS-R numerical weather prediction model at rain gauge locations in the Ovens catchment in southern Australia. The joint distribution of NWP predicted and observed rainfall is shown to be well described by the assumed log-sinh transformed bivariate normal distribution. Ensemble forecasts produced using the approach are shown to be more skilful than the raw NWP predictions both for individual forecast lead times and for cumulative totals throughout all forecast lead times. Skill increases result from the correction of not only the mean bias, but also biases conditional on the magnitude of the NWP rainfall prediction. The post-processed forecast ensembles are demonstrated to successfully discriminate between events and non-events for both small and large rainfall occurrences, and reliably quantify the forecast uncertainty. Future work will assess the efficacy of the post-processing method for a wider range of climatic conditions and also investigate the benefits of using post-processed rainfall forecasts for flood and short-term streamflow forecasting.


2020 ◽  
Author(s):  
Sam Allen ◽  
Christopher Ferro ◽  
Frank Kwasniok

<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>


2020 ◽  
Vol 27 (2) ◽  
pp. 349-371 ◽  
Author(s):  
Sebastian Lerch ◽  
Sándor Baran ◽  
Annette Möller ◽  
Jürgen Groß ◽  
Roman Schefzik ◽  
...  

Abstract. Many practical applications of statistical post-processing methods for ensemble weather forecasts require accurate modeling of spatial, temporal, and inter-variable dependencies. Over the past years, a variety of approaches has been proposed to address this need. We provide a comprehensive review and comparison of state-of-the-art methods for multivariate ensemble post-processing. We focus on generally applicable two-step approaches where ensemble predictions are first post-processed separately in each margin and multivariate dependencies are restored via copula functions in a second step. The comparisons are based on simulation studies tailored to mimic challenges occurring in practical applications and allow ready interpretation of the effects of different types of misspecifications in the mean, variance, and covariance structure of the ensemble forecasts on the performance of the post-processing methods. Overall, we find that the Schaake shuffle provides a compelling benchmark that is difficult to outperform, whereas the forecast quality of parametric copula approaches and variants of ensemble copula coupling strongly depend on the misspecifications at hand.


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