scholarly journals Locally Calibrated Probabilistic Temperature Forecasting Using Geostatistical Model Averaging and Local Bayesian Model Averaging

2011 ◽  
Vol 139 (8) ◽  
pp. 2630-2649 ◽  
Author(s):  
William Kleiber ◽  
Adrian E. Raftery ◽  
Jeffrey Baars ◽  
Tilmann Gneiting ◽  
Clifford F. Mass ◽  
...  

AbstractThe authors introduce two ways to produce locally calibrated grid-based probabilistic forecasts of temperature. Both start from the Global Bayesian model averaging (Global BMA) statistical postprocessing method, which has constant predictive bias and variance across the domain, and modify it to make it local. The first local method, geostatistical model averaging (GMA), computes the predictive bias and variance at observation stations and interpolates them using a geostatistical model. The second approach, Local BMA, estimates the parameters of BMA at a grid point from stations that are close to the grid point and similar to it in elevation and land use. The results of these two methods applied to the eight-member University of Washington Mesoscale Ensemble (UWME) are given for the 2006 calendar year. GMA was calibrated and sharper than Global BMA, with prediction intervals that were 8% narrower than Global BMA on average. Examples using sparse and dense training networks of stations are shown. The sparse network experiment illustrates the ability of GMA to draw information from the entire training network. The performance of Local BMA was not statistically different from Global BMA in the dense network experiment, and was superior to both GMA and Global BMA in areas with sufficient nearby training data.

2011 ◽  
Vol 29 (7) ◽  
pp. 1295-1303 ◽  
Author(s):  
I. Soltanzadeh ◽  
M. Azadi ◽  
G. A. Vakili

Abstract. Using Bayesian Model Averaging (BMA), an attempt was made to obtain calibrated probabilistic numerical forecasts of 2-m temperature over Iran. The ensemble employs three limited area models (WRF, MM5 and HRM), with WRF used with five different configurations. Initial and boundary conditions for MM5 and WRF are obtained from the National Centers for Environmental Prediction (NCEP) Global Forecast System (GFS) and for HRM the initial and boundary conditions come from analysis of Global Model Europe (GME) of the German Weather Service. The resulting ensemble of seven members was run for a period of 6 months (from December 2008 to May 2009) over Iran. The 48-h raw ensemble outputs were calibrated using BMA technique for 120 days using a 40 days training sample of forecasts and relative verification data. The calibrated probabilistic forecasts were assessed using rank histogram and attribute diagrams. Results showed that application of BMA improved the reliability of the raw ensemble. Using the weighted ensemble mean forecast as a deterministic forecast it was found that the deterministic-style BMA forecasts performed usually better than the best member's deterministic forecast.


2013 ◽  
Vol 141 (6) ◽  
pp. 2107-2119 ◽  
Author(s):  
J. McLean Sloughter ◽  
Tilmann Gneiting ◽  
Adrian E. Raftery

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.


2010 ◽  
Vol 9 (1) ◽  
pp. 19-36 ◽  
Author(s):  
Zainal Ahmad ◽  
Tang Pick Ha ◽  
Rabiatul ‘Adawiah Mat Noor

Improving model generalization of aggregated multiple neural networks for nonlinear dynamic process modeling using Bayesian Model Averaging (BMA) is proposed in this paper. Using BMA method, the posterior probability of a particular network being the true model is used as the combination weight for aggregating the network despite of using fixed combination weight as the model. The posterior probabilities are calculated using the sum square error (SSE) from the training data on each of the sample time, and tested to the testing data. The selections for the final weight are based on the least SSE calculated when each of the posterior probability is applied to the testing data. The likelihood method is employed for calculating the network error for each input data. Then, it is used to calculate the combination weight for the networks. Two non-linear dynamic system-modeling case studies are selected for this proposed method, which are water tank level prediction and pH neutralization process. Application result demonstrates that the combination using BMA technique can significantly improve model generalization compared to other linear combination approaches.


2008 ◽  
Vol 136 (12) ◽  
pp. 4641-4652 ◽  
Author(s):  
Craig H. Bishop ◽  
Kevin T. Shanley

Abstract Methods of ensemble postprocessing in which continuous probability density functions are constructed from ensemble forecasts by centering functions around each of the ensemble members have come to be called Bayesian model averaging (BMA) or “dressing” methods. Here idealized ensemble forecasting experiments are used to show that these methods are liable to produce systematically unreliable probability forecasts of climatologically extreme weather. It is argued that the failure of these methods is linked to an assumption that the distribution of truth given the forecast can be sampled by adding stochastic perturbations to state estimates, even when these state estimates have a realistic climate. It is shown that this assumption is incorrect, and it is argued that such dressing techniques better describe the likelihood distribution of historical ensemble-mean forecasts given the truth for certain values of the truth. This paradigm shift leads to an approach that incorporates prior climatological information into BMA ensemble postprocessing through Bayes’s theorem. This new approach is shown to cure BMA’s ill treatment of extreme weather by providing a posterior BMA distribution whose probabilistic forecasts are reliable for both extreme and nonextreme weather forecasts.


2013 ◽  
Vol 13 (2) ◽  
pp. 211-220 ◽  
Author(s):  
D. Cane ◽  
S. Ghigo ◽  
D. Rabuffetti ◽  
M. Milelli

Abstract. In this work, we compare the performance of an hydrological model when driven by probabilistic rain forecast derived from two different post-processing techniques. The region of interest is Piemonte, northwestern Italy, a complex orography area close to the Mediterranean Sea where the forecast are often a challenge for weather models. The May 2008 flood is here used as a case study, and the very dense weather station network allows us for a very good description of the event and initialization of the hydrological model. The ensemble probabilistic forecasts of the rainfall fields are obtained with the Bayesian model averaging, with the classical poor man ensemble approach and with a new technique, the Multimodel SuperEnsemble Dressing. In this case study, the meteo-hydrological chain initialized with the Multimodel SuperEnsemble Dressing is able to provide more valuable discharge ranges with respect to the one initialized with Bayesian model averaging multi-model.


Author(s):  
Kosuke Ono

AbstractThis study extends Bayesian model averaging (BMA) to a form suitable for time series forecasts. BMA is applied to a three-member ensemble for temperature forecasts with a 1-h interval time series at specific stations. The results of such an application typically have a problematic characteristic. BMA weights assigned to ensemble members fluctuate widely within a few hours because BMA optimizations are independent at each lead time, which is incompatible with the spatiotemporal continuity of meteorological phenomena. To ameliorate this issue, a degree of correlation among different lead times is introduced by the extension of latent variables to lead times adjacent to the target lead time for the calculation of BMA weights and variances. This extension approach stabilizes the BMA weights, improving the performance of deterministic and probabilistic forecasts. Also, an investigation of the effects of this extension technique on the shapes of forecasted probability density functions showed that the extension approach offers advantages in bimodal cases. This extension technique may show promise in other applications to improve the performance of forecasts by BMA.


Author(s):  
Lorenzo Bencivelli ◽  
Massimiliano Giuseppe Marcellino ◽  
Gianluca Moretti

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