scholarly journals A Local Ensemble Prediction System for Fog and Low Clouds: Construction, Bayesian Model Averaging Calibration, and Validation

2008 ◽  
Vol 47 (12) ◽  
pp. 3072-3088 ◽  
Author(s):  
Stevie Roquelaure ◽  
Thierry Bergot
Keyword(s):  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Ensemble Prediction ◽  
Prediction System ◽  
Ensemble Prediction System ◽  
Low Clouds ◽  
Wide Range ◽  
Ensemble Strategy ◽  
Low Visibility

Abstract At main international airports, air traffic safety and economic issues related to poor visibility conditions are crucial. Meteorologists face the challenge of supplying airport authorities with accurate forecasts of fog and cloud ceiling. These events are difficult to forecast because conditions evolve on short space and time scales during their life cycle. To obtain accurate forecasts of fog and low clouds, the Code de Brouillard à l’Echelle Locale (the local scale fog code)–Interactions between Soil, Biosphere, and Atmosphere (COBEL–ISBA) local numerical forecast system was implemented at Charles de Gaulle International Airport in Paris. However, even with dedicated observations and initialization, uncertainties remain in both initial conditions and mesoscale forcings. A local ensemble prediction system (LEPS) has been designed around the COBEL–ISBA numerical model and tested to assess the predictability of low visibility procedures events, defined as a visibility less than 600 m and/or a ceiling below 60 m. This work describes and evaluates a local ensemble strategy for the prediction of low visibility procedures. A Bayesian model averaging method has been applied to calibrate the ensemble. The study shows that the use of LEPS for specific local event prediction is well adapted and useful for low visibility prediction in the aeronautic context. Moreover, a wide range of users, especially those with low cost–loss ratios, can expect economic savings with the use of this probabilistic system.

A Comparison between Raw Ensemble Output, (Modified) Bayesian Model Averaging, and Extended Logistic Regression Using ECMWF Ensemble Precipitation Reforecasts

2010 ◽  
Vol 138 (11) ◽  
pp. 4199-4211 ◽  
Author(s):  
Maurice J. Schmeits ◽  
Kees J. Kok
Keyword(s):  
Logistic Regression ◽  
Bias Correction ◽  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Ensemble Prediction ◽  
Ensemble Forecasts ◽  
Ensemble Prediction System ◽  
The Difference ◽  
Model Output Statistics

Abstract Using a 20-yr ECMWF ensemble reforecast dataset of total precipitation and a 20-yr dataset of a dense precipitation observation network in the Netherlands, a comparison is made between the raw ensemble output, Bayesian model averaging (BMA), and extended logistic regression (LR). A previous study indicated that BMA and conventional LR are successful in calibrating multimodel ensemble forecasts of precipitation for a single forecast projection. However, a more elaborate comparison between these methods has not yet been made. This study compares the raw ensemble output, BMA, and extended LR for single-model ensemble reforecasts of precipitation; namely, from the ECMWF ensemble prediction system (EPS). The raw EPS output turns out to be generally well calibrated up to 6 forecast days, if compared to the area-mean 24-h precipitation sum. Surprisingly, BMA is less skillful than the raw EPS output from forecast day 3 onward. This is due to the bias correction in BMA, which applies model output statistics to individual ensemble members. As a result, the spread of the bias-corrected ensemble members is decreased, especially for the longer forecast projections. Here, an additive bias correction is applied instead and the equation for the probability of precipitation in BMA is also changed. These modifications to BMA are referred to as “modified BMA” and lead to a significant improvement in the skill of BMA for the longer projections. If the area-maximum 24-h precipitation sum is used as a predictand, both modified BMA and extended LR improve the raw EPS output significantly for the first 5 forecast days. However, the difference in skill between modified BMA and extended LR does not seem to be statistically significant. Yet, extended LR might be preferred, because incorporating predictors that are different from the predictand is straightforward, in contrast to BMA.

scholarly journals Calibration Of Rainfall Ensemble Prediction Of ECMWF System 4 Using Bayesian Model Averaging

Agromet ◽  
2020 ◽  
Vol 34 (1) ◽  
pp. 20-33
Author(s):  
Robi Muharsyah ◽  
Tri Wahyu Hadi ◽  
Sapto Wahyu Indratno
Keyword(s):  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Skill Score ◽  
Seasonal Forecast ◽  
Probabilistic Forecast ◽  
Ensemble Prediction ◽  
Operating Characteristics ◽  
Ensemble Prediction System ◽  
Medium Range

Bayesian model averaging (BMA) is a statistical post-processing method for producing probabilistic forecasts from ensembles in the form of predictive PDFs. It is known that BMA is able to improve the reliability of probabilistic forecast of short range and medium range rainfall forecast. This study aims to develop the application of BMA to calibrate seasonal forecast (long range) in order to improved quality of seasonal forecast in Indonesia. The seasonal forecast used is monthly rainfall from the output of the ensemble prediction system European Center for Medium-Range Weather Forecasts (ECMWF) system 4 model (ECS4) and it is calibrated against observational data at 26 stations of the Agency for Meteorology Climatology and Geophysics of Republic of Indonesia (BMKG) in Java Island in 1981 – 2018. BMA predictive PDFs is generated with Gamma distribution approach which is obtained based on sequential training windows (JTS) and conditionals training windows (JTC). BMA-JTS approach is done by selecting the width of the 30-month training window as the optimal training period while the BMA-JTC is carried out with a cross-validation scheme for each month. In general, Both of BMA-JTS and BMA-JTC better than RAW models. BMA-JTC calibration results are varying according to spatial and temporal, but in general the result is better in the dry season and during the El Nino phase. BMA is able to improve the distribution characteristics of the RAW model ECS4 prediction which is shown by: a smaller value of Continuous Rank Probability Score (CRPS), a larger value of the Continuous Rank Probability Skill Score (CRPSS) and more flat form of the Verification Rank Histogram (VRH) than the RAW model. BMA also increases the skill, esolution and reliability of prediction of probability Below Normal (BN) and Above Normal (AN), which is known from the increasing Brier Skill Score (BSS), and the increasing area under curve of Relative Operating Characteristics (ROC) compared to the RAW model. Furthermore, the reliability of BN and AN of BMA results also has the category of “still very useful” and “perfect” compared to RAW models that are in the “dangerous”, “not useful” and “marginally useful” categories. The reliability of BMA results with the category “still very useful” and “perfect” show that the probabilistic forecast of BN and AN events can be used in making decisions related to seasonal forecast.

Skill of a Ceiling and Visibility Local Ensemble Prediction System (LEPS) according to Fog-Type Prediction at Paris-Charles de Gaulle Airport

2009 ◽  
Vol 24 (6) ◽  
pp. 1511-1523 ◽  
Author(s):  
Stevie Roquelaure ◽  
Robert Tardif ◽  
Samuel Remy ◽  
Thierry Bergot
Keyword(s):  
Traffic Safety ◽  
Ensemble Prediction ◽  
Prediction System ◽  
Radiation Fog ◽  
Ensemble Prediction System ◽  
Charles De Gaulle ◽  
Low Visibility ◽  
Radiation Fogs ◽  
Event Based ◽  
De Gaulle

Abstract A specific event, called a low-visibility procedure (LVP), has been defined when visibility is under 600 m and/or the ceiling is under 60 m at Paris-Charles de Gaulle Airport, Paris, France, to ensure air traffic safety and to reduce the economic issues related to poor visibility conditions. The Local Ensemble Prediction System (LEPS) has been designed to estimate LVP likelihood in order to help forecasters in their tasks. This work evaluates the skill of LEPS for each type of LVP that takes place at the airport area during five winter seasons from 2002 to 2007. An event-based classification reveals that stratus base lowering, advection, and radiation fogs make up for 78% of the LVP cases that occurred near the airport during this period. This study also demonstrates that LEPS is skillful on these types of event for short-term forecasts. When the ensemble runs start with initialized LVP events, the prediction of advection fogs is as skillful as the prediction of radiation fog events and stratus base lowering. At 3 and 6 h before the runs where LVP events were initialized, LEPS still shows positive skill for radiation fog events and stratus base lowering cases.

Multi-model ensemble prediction of terrestrial evapotranspiration across north China using Bayesian model averaging

2016 ◽  
Vol 30 (16) ◽  
pp. 2861-2879 ◽  
Author(s):  
Gaofeng Zhu ◽  
Xin Li ◽  
Kun Zhang ◽  
Zhenyu Ding ◽  
Tuo Han ◽  
...  
Keyword(s):  
Bayesian Model ◽  
North China ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Ensemble Prediction ◽  
Model Ensemble

Probabilistic Wind Vector Forecasting Using Ensembles and Bayesian Model Averaging

2013 ◽  
Vol 141 (6) ◽  
pp. 2107-2119 ◽  
Author(s):  
J. McLean Sloughter ◽  
Tilmann Gneiting ◽  
Adrian E. Raftery
Keyword(s):  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Prediction Models ◽  
Weather Prediction ◽  
Model Averaging ◽  
Wind Vector ◽  
Bivariate Distributions ◽  
Ensemble Forecasts ◽  
Probabilistic Forecasts ◽  
Wide Range

Abstract Probabilistic forecasts of wind vectors are becoming critical as interest grows in wind as a clean and renewable source of energy, in addition to a wide range of other uses, from aviation to recreational boating. Unlike other common forecasting problems, which deal with univariate quantities, statistical approaches to wind vector forecasting must be based on bivariate distributions. The prevailing paradigm in weather forecasting is to issue deterministic forecasts based on numerical weather prediction models. Uncertainty can then be assessed through ensemble forecasts, where multiple estimates of the current state of the atmosphere are used to generate a collection of deterministic predictions. Ensemble forecasts are often uncalibrated, however, and Bayesian model averaging (BMA) is a statistical way of postprocessing these forecast ensembles to create calibrated predictive probability density functions (PDFs). It represents the predictive PDF as a weighted average of PDFs centered on the individual bias-corrected forecasts, where the weights reflect the forecasts’ relative contributions to predictive skill over a training period. In this paper the authors extend the BMA methodology to use bivariate distributions, enabling them to provide probabilistic forecasts of wind vectors. The BMA method is applied to 48-h-ahead forecasts of wind vectors over the North American Pacific Northwest in 2003 using the University of Washington mesoscale ensemble and is shown to provide better-calibrated probabilistic forecasts than the raw ensemble, which are also sharper than probabilistic forecasts derived from climatology.

Calibrated Surface Temperature Forecasts from the Canadian Ensemble Prediction System Using Bayesian Model Averaging

2007 ◽  
Vol 135 (4) ◽  
pp. 1364-1385 ◽  
Author(s):  
Laurence J. Wilson ◽  
Stephane Beauregard ◽  
Adrian E. Raftery ◽  
Richard Verret
Keyword(s):  
Surface Temperature ◽  
Bias Correction ◽  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Training Sample ◽  
Ensemble Prediction ◽  
Ensemble Forecasts ◽  
Modest Improvement ◽  
Component Models

Abstract Bayesian model averaging (BMA) has recently been proposed as a way of correcting underdispersion in ensemble forecasts. BMA is a standard statistical procedure for combining predictive distributions from different sources. The output of BMA is a probability density function (pdf), which is a weighted average of pdfs centered on the bias-corrected forecasts. The BMA weights reflect the relative contributions of the component models to the predictive skill over a training sample. The variance of the BMA pdf is made up of two components, the between-model variance, and the within-model error variance, both estimated from the training sample. This paper describes the results of experiments with BMA to calibrate surface temperature forecasts from the 16-member Canadian ensemble system. Using one year of ensemble forecasts, BMA was applied for different training periods ranging from 25 to 80 days. The method was trained on the most recent forecast period, then applied to the next day’s forecasts as an independent sample. This process was repeated through the year, and forecast quality was evaluated using rank histograms, the continuous rank probability score, and the continuous rank probability skill score. An examination of the BMA weights provided a useful comparative evaluation of the component models, both for the ensemble itself and for the ensemble augmented with the unperturbed control forecast and the higher-resolution deterministic forecast. Training periods around 40 days provided a good calibration of the ensemble dispersion. Both full regression and simple bias-correction methods worked well to correct the bias, except that the full regression failed to completely remove seasonal trend biases in spring and fall. Simple correction of the bias was sufficient to produce positive forecast skill out to 10 days with respect to climatology, which was improved by the BMA. The addition of the control forecast and the full-resolution model forecast to the ensemble produced modest improvement in the forecasts for ranges out to about 7 days. Finally, BMA produced significantly narrower 90% prediction intervals compared to a simple Gaussian bias correction, while achieving similar overall accuracy.

scholarly journals A Review of the ‘BMS’ Package for R with Focus on Jointness

Econometrics ◽  
2020 ◽  
Vol 8 (1) ◽  
pp. 6
Author(s):  
Shahram Amini ◽  
Christopher F. Parmeter
Keyword(s):  
Software Package ◽  
Bayesian Model ◽  
Alternative Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Simple Function ◽  
General Overview ◽  
Model Search ◽  
Wide Range

We provide a general overview of Bayesian model averaging (BMA) along with the concept of jointness. We then describe the relative merits and attractiveness of the newest BMA software package, BMS, available in the statistical language R to implement a BMA exercise. BMS provides the user a wide range of customizable priors for conducting a BMA exercise, provides ample graphs to visualize results, and offers several alternative model search mechanisms. We also provide an application of the BMS package to equity premia and describe a simple function that can easily ascertain jointness measures of covariates and integrates with the BMS package.

MODEL SELECTION AND AVERAGING OF HEALTH COSTS IN EPISODE TREATMENT GROUPS

2016 ◽  
Vol 47 (1) ◽  
pp. 153-167 ◽  
Author(s):  
Shujuan Huang ◽  
Brian Hartman ◽  
Vytaras Brazauskas
Keyword(s):  
Random Forest ◽  
Model Selection ◽  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Cost Model ◽  
Model Averaging ◽  
Large Data ◽  
Data Set ◽  
Treatment Groups ◽  
Wide Range

Episode Treatment Groups (ETGs) classify related services into medically relevant and distinct units describing an episode of care. Proper model selection for those ETG-based costs is essential to adequately price and manage health insurance risks. The optimal claim cost model (or model probabilities) can vary depending on the disease. We compare four potential models (lognormal, gamma, log-skew-t and Lomax) using four different model selection methods (AIC and BIC weights, Random Forest feature classification and Bayesian model averaging) on 320 ETGs. Using the data from a major health insurer, which consists of more than 33 million observations from 9 million claimants, we compare the various methods on both speed and precision, and also examine the wide range of selected models for the different ETGs. Several case studies are provided for illustration. It is found that Random Forest feature selection is computationally efficient and sufficiently accurate, hence being preferred in this large data set. When feasible (on smaller data sets), Bayesian model averaging is preferred because of the posterior model probabilities.

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