scholarly journals Using Bayesian Model Averaging (BMA) to calibrate probabilistic surface temperature forecasts over Iran

2011 ◽  
Vol 29 (7) ◽  
pp. 1295-1303 ◽  
Author(s):  
I. Soltanzadeh ◽  
M. Azadi ◽  
G. A. Vakili
Keyword(s):  
Boundary Conditions ◽  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Training Sample ◽  
Limited Area ◽  
Probabilistic Forecasts ◽  
Rank Histogram ◽  
Initial And Boundary Conditions ◽  
Environmental Prediction

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.

scholarly journals Bayesian Model Averaging with Stratified Sampling for Probabilistic Quantitative Precipitation Forecasting in Northern China during Summer 2010

2015 ◽  
Vol 143 (9) ◽  
pp. 3628-3641 ◽  
Author(s):  
Jiangshan Zhu ◽  
Fanyou Kong ◽  
Lingkun Ran ◽  
Hengchi Lei
Keyword(s):  
Logistic Regression ◽  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Northern China ◽  
Training Sample ◽  
Stratified Sampling ◽  
Ensemble Spread ◽  
Skill Scores ◽  
The Impact

Abstract To study the impact of training sample heterogeneity on the performance of Bayesian model averaging (BMA), two BMA experiments were performed on probabilistic quantitative precipitation forecasts (PQPFs) in the northern China region in July and August of 2010 generated from an 11-member short-range ensemble forecasting system. One experiment, as in many conventional BMA studies, used an overall training sample that consisted of all available cases in the training period, while the second experiment used stratified sampling BMA by first dividing all available training cases into subsamples according to their ensemble spread, and then performing BMA on each subsample. The results showed that ensemble spread is a good criterion to divide ensemble precipitation cases into subsamples, and that the subsamples have different statistical properties. Pooling the subsamples together forms a heterogeneous overall sample. Conventional BMA is incapable of interpreting heterogeneous samples, and produces unreliable PQPF. It underestimates the forecast probability at high-threshold PQPF and local rainfall maxima in BMA percentile forecasts. BMA with stratified sampling according to ensemble spread overcomes the problem reasonably well, producing sharper predictive probability density functions and BMA percentile forecasts, and more reliable PQPF than the conventional BMA approach. The continuous ranked probability scores, Brier skill scores, and reliability diagrams of the two BMA experiments were examined for all available forecast days, along with a logistic regression experiment. Stratified sampling BMA outperformed the raw ensemble and conventional BMA in all verifications, and also showed better skill than logistic regression in low-threshold forecasts.

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 Bayesian Model Averaging’s Problematic Treatment of Extreme Weather and a Paradigm Shift That Fixes It

2008 ◽  
Vol 136 (12) ◽  
pp. 4641-4652 ◽  
Author(s):  
Craig H. Bishop ◽  
Kevin T. Shanley
Keyword(s):  
Paradigm Shift ◽  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Extreme Weather ◽  
Ensemble Forecasts ◽  
Stochastic Perturbations ◽  
New Approach ◽  
Weather Forecasts ◽  
Probabilistic Forecasts

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.

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 ◽  
...  
Keyword(s):  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Grid Point ◽  
Model Averaging ◽  
Training Data ◽  
Geostatistical Model ◽  
Local Method ◽  
Probabilistic Forecasts ◽  
Temperature Forecasting ◽  
Network Experiment

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.

scholarly journals Real-time flood forecasting coupling different postprocessing techniques of precipitation forecast ensembles with a distributed hydrological model. The case study of may 2008 flood in western Piemonte, Italy

2013 ◽  
Vol 13 (2) ◽  
pp. 211-220 ◽  
Author(s):  
D. Cane ◽  
S. Ghigo ◽  
D. Rabuffetti ◽  
M. Milelli
Keyword(s):  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Hydrological Model ◽  
Good Description ◽  
Model Averaging ◽  
Region Of Interest ◽  
Precipitation Forecast ◽  
Distributed Hydrological Model ◽  
Probabilistic Forecasts

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.

scholarly journals Bayesian Model Averaging with Temporal Correlation for Time Series Forecasts

2021 ◽  
Author(s):  
Kosuke Ono
Keyword(s):  
Time Series ◽  
Latent Variables ◽  
Bayesian Model ◽  
Lead Time ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Temporal Correlation ◽  
Lead Times ◽  
Probabilistic Forecasts ◽  
Interval Time Series

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.

Selecting Predictors by Using Bayesian Model Averaging in Bridge Models

2012 ◽  
Author(s):  
Lorenzo Bencivelli ◽  
Massimiliano Giuseppe Marcellino ◽  
Gianluca Moretti
Keyword(s):  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Bridge Models
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