scholarly journals Skewed and Mixture of Gaussian Distributions for Ensemble Postprocessing

Atmosphere ◽  
2021 ◽  
Vol 12 (8) ◽  
pp. 966
Author(s):  
Maxime Taillardat
Keyword(s):  
Computational Cost ◽  
Weather Forecast ◽  
Estimation Methods ◽  
Ensemble Forecasts ◽  
Forecast Performance ◽  
Medium Range Weather Forecast ◽  
Analytical Formulas ◽  
Ensemble Model Output Statistics ◽  
Model Output Statistics ◽  
Mixture Of Gaussian

The implementation of statistical postprocessing of ensemble forecasts is increasingly developed among national weather services. The so-called Ensemble Model Output Statistics (EMOS) method, which consists of generating a given distribution whose parameters depend on the raw ensemble, leads to significant improvements in forecast performance for a low computational cost, and so is particularly appealing for reduced performance computing architectures. However, the choice of a parametric distribution has to be sufficiently consistent so as not to lose information on predictability such as multimodalities or asymmetries. Different distributions are applied to the postprocessing of the European Centre for Medium-range Weather Forecast (ECMWF) ensemble forecast of surface temperature. More precisely, a mixture of Gaussian and skewed normal distributions are tried from 3- up to 360-h lead time forecasts, with different estimation methods. For this work, analytical formulas of the continuous ranked probability score have been derived and appropriate link functions are used to prevent overfitting. The mixture models outperform single parametric distributions, especially for the longest lead times. This statement is valid judging both overall performance and tolerance to misspecification.

Mixtures of (skewed) Gaussian distributions for statistical post-processing

2021 ◽  
Author(s):  
Maxime Taillardat
Keyword(s):  
Computational Cost ◽  
Post Processing ◽  
Ensemble Forecasts ◽  
Forecast Performance ◽  
First Results ◽  
Analytical Formulas ◽  
Ensemble Model Output Statistics ◽  
Model Output Statistics ◽  
Performance Computing ◽  
Low Computational Cost

<p>The implementation of statistical post-processing of ensemble forecasts is increasingly developed among national weather services. The so-called Ensemble Model Output Statistics (EMOS) method, which consists in generating a given distribution whose parameters depend on the raw ensemble, leads to significant improvments in forecast performance for a low computational cost, and so is particularly appealing for reduced performance computing architectures. However, the choice of a parametric distribution has to be sufficiently consistent so as not to lose information on predictability such as multimodalities or asymmetries.</p><p>Different distributions are applied to the post-processing of the ECMWF ensemble forecast of surface temperature. More precisely, mixture of Gaussian and skew-Normal distributions are tryed from 3 up to 360h lead time forecasts. For this work, analytical formulas of the continuous ranked probability score have been derived. We will discuss the first results obtained judging both overall performance and tolerance to mispecification.</p>

scholarly journals How Suitable is Quantile Mapping For Postprocessing GCM Precipitation Forecasts?

2017 ◽  
Vol 30 (9) ◽  
pp. 3185-3196 ◽  
Author(s):  
Tongtiegang Zhao ◽  
James C. Bennett ◽  
Q. J. Wang ◽  
Andrew Schepen ◽  
Andrew W. Wood ◽  
...  
Keyword(s):  
Joint Probability ◽  
Ensemble Model ◽  
Ensemble Spread ◽  
Quantile Mapping ◽  
Ensemble Forecasts ◽  
Probability Modeling ◽  
Satisfactory Method ◽  
Coherent Forecasts ◽  
Ensemble Model Output Statistics ◽  
Model Output Statistics

GCMs are used by many national weather services to produce seasonal outlooks of atmospheric and oceanic conditions and fluxes. Postprocessing is often a necessary step before GCM forecasts can be applied in practice. Quantile mapping (QM) is rapidly becoming the method of choice by operational agencies to postprocess raw GCM outputs. The authors investigate whether QM is appropriate for this task. Ensemble forecast postprocessing methods should aim to 1) correct bias, 2) ensure forecasts are reliable in ensemble spread, and 3) guarantee forecasts are at least as skillful as climatology, a property called “coherence.” This study evaluates the effectiveness of QM in achieving these aims by applying it to precipitation forecasts from the POAMA model. It is shown that while QM is highly effective in correcting bias, it cannot ensure reliability in forecast ensemble spread or guarantee coherence. This is because QM ignores the correlation between raw ensemble forecasts and observations. When raw forecasts are not significantly positively correlated with observations, QM tends to produce negatively skillful forecasts. Even when there is significant positive correlation, QM cannot ensure reliability and coherence for postprocessed forecasts. Therefore, QM is not a fully satisfactory method for postprocessing forecasts where the issues of bias, reliability, and coherence pre-exist. Alternative postprocessing methods based on ensemble model output statistics (EMOS) are available that achieve not only unbiased but also reliable and coherent forecasts. This is shown with one such alternative, the Bayesian joint probability modeling approach.

scholarly journals Forest-Based and Semiparametric Methods for the Postprocessing of Rainfall Ensemble Forecasting

2019 ◽  
Vol 34 (3) ◽  
pp. 617-634 ◽  
Author(s):  
Maxime Taillardat ◽  
Anne-Laure Fougères ◽  
Philippe Naveau ◽  
Olivier Mestre
Keyword(s):  
Heavy Rainfall ◽  
Hybrid Methods ◽  
Ensemble Prediction ◽  
Ensemble Forecasts ◽  
Ensemble Prediction System ◽  
Wide Range ◽  
Selection Step ◽  
Heavy Tailed ◽  
Ensemble Model Output Statistics ◽  
Model Output Statistics

Abstract To satisfy a wide range of end users, rainfall ensemble forecasts have to be skillful for both low precipitation and extreme events. We introduce local statistical postprocessing methods based on quantile regression forests and gradient forests with a semiparametric extension for heavy-tailed distributions. These hybrid methods make use of the forest-based outputs to fit a parametric distribution that is suitable to model jointly low, medium, and heavy rainfall intensities. Our goal is to improve ensemble quality and value for all rainfall intensities. The proposed methods are applied to daily 51-h forecasts of 6-h accumulated precipitation from 2012 to 2015 over France using the Météo-France ensemble prediction system called Prévision d’Ensemble ARPEGE (PEARP). They are verified with a cross-validation strategy and compete favorably with state-of-the-art methods like analog ensemble or ensemble model output statistics. Our methods do not assume any parametric links between the variables to calibrate and possible covariates. They do not require any variable selection step and can make use of more than 60 predictors available such as summary statistics on the raw ensemble, deterministic forecasts of other parameters of interest, or probabilities of convective rainfall. In addition to improvements in overall performance, hybrid forest-based procedures produced the largest skill improvements for forecasting heavy rainfall events.

Probabilistic Weather Prediction with an Analog Ensemble

2013 ◽  
Vol 141 (10) ◽  
pp. 3498-3516 ◽  
Author(s):  
Luca Delle Monache ◽  
F. Anthony Eckel ◽  
Daran L. Rife ◽  
Badrinath Nagarajan ◽  
Keith Searight
Keyword(s):  
Current Model ◽  
Weather Prediction ◽  
Computational Cost ◽  
Ensemble Prediction ◽  
Ensemble Prediction System ◽  
Forecast Lead Time ◽  
Ensemble Model Output Statistics ◽  
Model Output Statistics ◽  
Statistical Consistency ◽  
State Of The Science

Abstract This study explores an analog-based method to generate an ensemble [analog ensemble (AnEn)] in which the probability distribution of the future state of the atmosphere is estimated with a set of past observations that correspond to the best analogs of a deterministic numerical weather prediction (NWP). An analog for a given location and forecast lead time is defined as a past prediction, from the same model, that has similar values for selected features of the current model forecast. The AnEn is evaluated for 0–48-h probabilistic predictions of 10-m wind speed and 2-m temperature over the contiguous United States and against observations provided by 550 surface stations, over the 23 April–31 July 2011 period. The AnEn is generated from the Environment Canada (EC) deterministic Global Environmental Multiscale (GEM) model and a 12–15-month-long training period of forecasts and observations. The skill and value of AnEn predictions are compared with forecasts from a state-of-the-science NWP ensemble system, the 21-member Regional Ensemble Prediction System (REPS). The AnEn exhibits high statistical consistency and reliability and the ability to capture the flow-dependent behavior of errors, and it has equal or superior skill and value compared to forecasts generated via logistic regression (LR) applied to both the deterministic GEM (as in AnEn) and REPS [ensemble model output statistics (EMOS)]. The real-time computational cost of AnEn and LR is lower than EMOS.

Towards operational postprocessing of cloud cover at MeteoSwiss

2020 ◽  
Author(s):  
Stephan Hemri ◽  
Christoph Spirig ◽  
Jonas Bhend ◽  
Lionel Moret ◽  
Mark Liniger
Keyword(s):  
Cloud Cover ◽  
Prediction Models ◽  
Weather Prediction ◽  
Weather Forecast ◽  
Forecast Errors ◽  
Observation Data ◽  
Model Output ◽  
Ensemble Forecasts ◽  
Direct Model ◽  
Ensemble Model Output Statistics

<p>Over the last decades ensemble approaches have become state-of-the-art for the quantification of weather forecast uncertainty. Despite ongoing improvements, ensemble forecasts issued by numerical weather prediction models (NWPs) still tend to be biased and underdispersed. Statistical postprocessing has proven to be an appropriate tool to correct biases and underdispersion, and hence to improve forecast skill. Here we focus on multi-model postprocessing of cloud cover forecasts in Switzerland. In order to issue postprocessed forecasts at any point in space, ensemble model output statistics (EMOS) models are trained and verified against EUMETSAT CM SAF satellite data with a spatial resolution of around 2 km over Switzerland. Training with a minimal record length of the past 45 days of forecast and observation data already produced an EMOS model improving direct model output (DMO). Training on a 3 years record of the corresponding season further improved the performance. We evaluate how well postprocessing corrects the most severe forecast errors, like missing fog and low level stratus in winter. For such conditions, postprocessing of cloud cover benefits strongly from incorporating additional predictors into the postprocessing suite. A quasi-operational prototype has been set up and was used to explore meteogram-like visualizations of probabilistic cloud cover forecasts.</p>

scholarly journals Calibrated Ensemble Forecasts Using Quantile Regression Forests and Ensemble Model Output Statistics

2016 ◽  
Vol 144 (6) ◽  
pp. 2375-2393 ◽  
Author(s):  
Maxime Taillardat ◽  
Olivier Mestre ◽  
Michaël Zamo ◽  
Philippe Naveau
Keyword(s):  
Quantile Regression ◽  
Weather Forecasting ◽  
Real Data ◽  
Ensemble Model ◽  
Model Output ◽  
General Measure ◽  
Ensemble Forecasts ◽  
Probabilistic Forecasts ◽  
Ensemble Model Output Statistics ◽  
Model Output Statistics

Abstract Ensembles used for probabilistic weather forecasting tend to be biased and underdispersive. This paper proposes a statistical method for postprocessing ensembles based on quantile regression forests (QRF), a generalization of random forests for quantile regression. This method does not fit a parametric probability density function (PDF) like in ensemble model output statistics (EMOS) but provides an estimation of desired quantiles. This is a nonparametric approach that eliminates any assumption on the variable subject to calibration. This method can estimate quantiles using not only members of the ensemble but any predictor available including statistics on other variables. The method is applied to the Météo-France 35-member ensemble forecast (PEARP) for surface temperature and wind speed for available lead times from 3 up to 54 h and compared to EMOS. All postprocessed ensembles are much better calibrated than the PEARP raw ensemble and experiments on real data also show that QRF performs better than EMOS, and can bring a real gain for human forecasters compared to EMOS. QRF provides sharp and reliable probabilistic forecasts. At last, classical scoring rules to verify predictive forecasts are completed by the introduction of entropy as a general measure of reliability.

scholarly journals Calibrated ensemble forecasts of the height of new snow using quantile regression forests and ensemble model output statistics

2021 ◽  
Vol 28 (3) ◽  
pp. 467-480
Author(s):  
Guillaume Evin ◽  
Matthieu Lafaysse ◽  
Maxime Taillardat ◽  
Michaël Zamo
Keyword(s):  
Quantile Regression ◽  
Specific Humidity ◽  
Ensemble Model ◽  
Model Output ◽  
Post Processing ◽  
Ensemble Forecasts ◽  
Mountain Areas ◽  
Processing Methods ◽  
Ensemble Model Output Statistics ◽  
Model Output Statistics

Abstract. Height of new snow (HN) forecasts help to prevent critical failures of infrastructures in mountain areas, e.g. transport networks and ski resorts. The French national meteorological service, Météo-France, operates a probabilistic forecasting system based on ensemble meteorological forecasts and a detailed snowpack model to provide ensembles of HN forecasts. These forecasts are, however, biased and underdispersed. As for many weather variables, post-processing methods can be used to alleviate these drawbacks and obtain meaningful 1 to 4 d HN forecasts. In this paper, we compare the skill of two post-processing methods. The first approach is an ensemble model output statistics (EMOS) method, which can be described as a nonhomogeneous regression with a censored shifted Gamma distribution. The second approach is based on quantile regression forests, using different meteorological and snow predictors. Both approaches are evaluated using a 22 year reforecast. Thanks to a larger number of predictors, the quantile regression forest is shown to be a powerful alternative to EMOS for the post-processing of HN ensemble forecasts. The gain of performance is large in all situations but is particularly marked when raw forecasts completely miss the snow event. This type of situation happens when the rain–snow transition elevation is overestimated by the raw forecasts (rain instead of snow in the raw forecasts) or when there is no precipitation in the forecast. In that case, quantile regression forests improve the predictions using the other weather predictors (wind, temperature, and specific humidity).

scholarly journals Calibrated ensemble forecasts of the height of new snow using quantile regression forests and Ensemble Model Output Statistics

2021 ◽  
Author(s):  
Guillaume Evin ◽  
Matthieu Lafaysse ◽  
Maxime Taillardat ◽  
Michaël Zamo
Keyword(s):  
Quantile Regression ◽  
Specific Humidity ◽  
Ensemble Model ◽  
Model Output ◽  
Post Processing ◽  
Ensemble Forecasts ◽  
Mountain Areas ◽  
Processing Methods ◽  
Ensemble Model Output Statistics ◽  
Model Output Statistics

Abstract. Height of new snow (HN) forecasts help to prevent critical failures of infrastructures in mountain areas, e.g. transport networks, ski resorts. The French national meteorological service, Meteo-France, operates a probabilistic forecasting system based on ensemble meteorological forecasts and a detailed snowpack model to provide ensembles of HN forecasts. These forecasts are however significantly biased and underdispersed. As for many weather variables, post-processing methods can be used to alleviate these drawbacks and obtain meaningful 1-day to 4-day HN forecasts. In this paper, we compare the skill of two post-processing methods. The first approach is an ensemble model output statistics (EMOS) method, which can be described as a Nonhomogeneous Regression with a Censored Shifted Gamma distribution. The second approach is based on quantile regression forests, using different meteorological and snow predictors. Both approaches are evaluated using a 22-year reforecast. Thanks to a larger number of predictors, the quantile regression forest is shown to be a powerful alternative to EMOS for the post-processing of HN ensemble forecasts. The gain of performance is important in all situations but is particularly marked when raw forecasts completely miss the snow event. This type of situations happens when the rain-snow transition elevation is overestimated by the raw forecasts (rain instead of snow in the raw forecasts) or when there is no precipitation in the forecast. In that case, quantile regression forests improve the predictions using the other weather predictors (wind, temperature, specific humidity).

German Near-Real Time Ensemble Hydroclimate Forecasting System

2021 ◽  
Author(s):  
Husain Najafi ◽  
Stephan Thober ◽  
Oldrich Rakovec ◽  
Pallav Kumar Shrestha ◽  
Luis Samaniego-Eguiguren
Keyword(s):  
Real Time ◽  
Heat Waves ◽  
Initial Conditions ◽  
Weather Forecast ◽  
Time Range ◽  
Ensemble Forecasts ◽  
Medium Range Weather Forecast ◽  
Operational Forecasts ◽  
Streamflow Forecasts ◽  
Forecasting System

<p>Helmholtz Centres are developing a research infrastructure in Germany to investigate the interactions of short-term events and long-term trends across Earth compartments under the Modular Observation Solutions for Earth System initiate (MOSES- https://www.ufz.de/moses/). A near-real time hydroclimate forecasting system at sub-seasonal to seasonal time range (HS2S) is developed for MOSES to provide tailored information for early warning of extreme events. </p><p>Here, we introduce two components of the HS2S which benefits from operational forecasts provided by the European Center for Medium-range Weather Forecast (ECMWF). The first component is weekly averaged forecasts of two atmospheric variables (total precipitation and maximum air temperature) which are bias corrected using a trend-preserving approach. The second component is German hydrological forecasting system. We use the mesoscale Hydrological Model (mHM- https://www.ufz.de/mhm) for generating hydrological initial conditions and ensemble forecasting. The same approach by German Drought Monitor (www.ufz.de/duerremonitor) is applied to interpolate near-real time in-situ observations from the German Meteorological Service (DWD) into 1-km grids. Then 51 real-time atmospheric daily ensemble forecasts from ECMWF ensemble extended product are bias corrected to generate of soil moisture and streamflow forecasts up to 30-day in advance. By post-processing mHM ensemble forecasts, an overview of drought conditions for the next 30-days horizon is disseminated online over Germany (https://www.ufz.de/moses/index.php?en=47304). Hydroclimate forecast are updated operationally twice a week to support MOSES event-driven campaigns for flood, drought and heat waves and to understand the predictability and skill of near-real time hydroclimate forecasts in Central Europe based on the state-of-the-art models and tools.  </p>

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