scholarly journals R<sup>2</sup>D<sup>2</sup> v2.0: accounting for temporal dependences in multivariate bias correction via analogue rank resampling

2020 ◽  
Vol 13 (11) ◽  
pp. 5367-5387
Author(s):  
Mathieu Vrac ◽  
Soulivanh Thao

Abstract. Over the last few years, multivariate bias correction methods have been developed to adjust spatial and/or inter-variable dependence properties of climate simulations. Most of them do not correct – and sometimes even degrade – the associated temporal features. Here, we propose a multivariate method to adjust the spatial and/or inter-variable properties while also accounting for the temporal dependence, such as autocorrelations. Our method consists of an extension of a previously developed approach that relies on an analogue-based method applied to the ranks of the time series to be corrected rather than to their “raw” values. Several configurations are tested and compared on daily temperature and precipitation simulations over Europe from one Earth system model. Those differ by the conditioning information used to compute the analogues and can include multiple variables at each given time, a univariate variable lagged over several time steps or both – multiple variables lagged over time steps. Compared to the initial approach, results of the multivariate corrections show that, while the spatial and inter-variable correlations are still satisfactorily corrected even when increasing the dimension of the conditioning, the temporal autocorrelations are improved with some of the tested configurations of this extension. A major result is also that the choice of the information to condition the analogues is key since it partially drives the capability of the proposed method to reconstruct proper multivariate dependences.

2020 ◽  
Author(s):  
Mathieu Vrac ◽  
Soulivanh Thao

Abstract. Over the last few years, multivariate bias correction methods have been developed to adjust spatial and/or inter-variable dependence properties of climate simulations. Most of them do not correct – and sometimes even degrade – the associated temporal features. Here, we propose a multivariate method to adjust the spatial and/or inter-variable properties while also accounting for the temporal dependence, such as autocorrelations. Our method consists in an extension of a previously developed approach that relies on an analogue-based method applied to the ranks of the time series to be corrected, rather than applied to their ``raw’’ values. Several configurations are tested and compared on daily temperature and precipitation simulations over Europe from one Earth System Model. Those differ by the conditioning information used to compute the analogues, and can include multiple variables at each given time, a univariate variable lagged over several time steps, or both – multiple variables lagged over time steps. Compared to the initial approach, results of the multivariate corrections show that, while the spatial and inter-variable correlations are still satisfactorily corrected even when increasing the dimension of the conditioning, the temporal autocorrelations are improved with some of the tested configurations of this extension. A major result is also that the choice of the information to condition the analogues is key since it partially drives the capability of the proposed method to reconstruct proper multivariate dependencies.


2018 ◽  
Vol 22 (6) ◽  
pp. 3175-3196 ◽  
Author(s):  
Mathieu Vrac

Abstract. Climate simulations often suffer from statistical biases with respect to observations or reanalyses. It is therefore common to correct (or adjust) those simulations before using them as inputs into impact models. However, most bias correction (BC) methods are univariate and so do not account for the statistical dependences linking the different locations and/or physical variables of interest. In addition, they are often deterministic, and stochasticity is frequently needed to investigate climate uncertainty and to add constrained randomness to climate simulations that do not possess a realistic variability. This study presents a multivariate method of rank resampling for distributions and dependences (R2D2) bias correction allowing one to adjust not only the univariate distributions but also their inter-variable and inter-site dependence structures. Moreover, the proposed R2D2 method provides some stochasticity since it can generate as many multivariate corrected outputs as the number of statistical dimensions (i.e., number of grid cell  ×  number of climate variables) of the simulations to be corrected. It is based on an assumption of stability in time of the dependence structure – making it possible to deal with a high number of statistical dimensions – that lets the climate model drive the temporal properties and their changes in time. R2D2 is applied on temperature and precipitation reanalysis time series with respect to high-resolution reference data over the southeast of France (1506 grid cell). Bivariate, 1506-dimensional and 3012-dimensional versions of R2D2 are tested over a historical period and compared to a univariate BC. How the different BC methods behave in a climate change context is also illustrated with an application to regional climate simulations over the 2071–2100 period. The results indicate that the 1d-BC basically reproduces the climate model multivariate properties, 2d-R2D2 is only satisfying in the inter-variable context, 1506d-R2D2 strongly improves inter-site properties and 3012d-R2D2 is able to account for both. Applications of the proposed R2D2 method to various climate datasets are relevant for many impact studies. The perspectives of improvements are numerous, such as introducing stochasticity in the dependence itself, questioning its stability assumption, and accounting for temporal properties adjustment while including more physics in the adjustment procedures.


2020 ◽  
Author(s):  
Flavio Maria Emanuele Pons ◽  
Davide Faranda

Abstract. The description and analysis of compound extremes affecting mid and high latitudes in the winter requires an accurate estimation of snowfall. Such variable is often missing for in-situ observations, and biased in climate model outputs, both in magnitude and number of events. While climate models can be adjusted using bias correction (BC), snowfall presents additional challenges compared to other variables, preventing from applying traditional univariate BC methods. We extend the existing literature on the estimation of the snowfall fraction from near-surface temperature, which usually involves binary thresholds or fitting parametric nonlinear functions. We show that, combining breakpoint search algorithms to define threshold temperatures and segmented regression models, it is possible to obtain accurate out-of-sample estimates of snowfall over Europe in ERA5 reanalysis, and to perform effective BC on the IPSL-WRF high resolution EURO-CORDEX climate model only relying on bias adjusted temperature and precipitation. This method offers a feasible way to reconstruct or adjust snowfall observations without requiring multivariate or conditional bias correction and stochastic generation of unobserved events.


2021 ◽  
Author(s):  
Bastien François ◽  
Soulivanh Thao ◽  
Mathieu Vrac

AbstractClimate model outputs are commonly corrected using statistical univariate bias correction methods. Most of the time, those 1d-corrections do not modify the ranks of the time series to be corrected. This implies that biases in the spatial or inter-variable dependences of the simulated variables are not adjusted. Hence, over the last few years, some multivariate bias correction (MBC) methods have been developed to account for inter-variable structures, inter-site ones, or both. As proof-of-concept, we propose to adapt a computer vision technique used for Image-to-Image translation tasks (CycleGAN) for the adjustment of spatial dependence structures of climate model projections. The proposed algorithm, named MBC-CycleGAN, aims to transfer simulated maps (seen as images) with inappropriate spatial dependence structure from climate model outputs to more realistic images with spatial properties similar to the observed ones. For evaluation purposes, the method is applied to adjust maps of temperature and precipitation from climate simulations through two cross-validation approaches. The first one is designed to assess two different post-processing schemes (Perfect Prognosis and Model Output Statistics). The second one assesses the influence of nonstationary properties of climate simulations on the performance of MBC-CycleGAN to adjust spatial dependences. Results are compared against a popular univariate bias correction method, a “quantile-mapping” method, which ignores inter-site dependencies in the correction procedure, and two state-of-the-art multivariate bias correction algorithms aiming to adjust spatial correlation structure. In comparison with these alternatives, the MBC-CycleGAN algorithm reasonably corrects spatial correlations of climate simulations for both temperature and precipitation, encouraging further research on the improvement of this approach for multivariate bias correction of climate model projections.


2018 ◽  
Author(s):  
Mathieu Vrac

Abstract. Climate simulations often suffer from statistical biases with respect to observations or reanalyses. It is therefore common to correct (or adjust) those simulations before using them as inputs into impact models. However, most bias correction (BC) methods are univariate and so do not account for the statistical dependences linking the different locations and/or physical variables of interest. In addition, they are often deterministic, while stochasticity is frequently needed to investigate climate uncertainty and to add constrained randomness to climate simulations that do not possess a realistic variability. This study presents a multivariate method of rank resampling for distributions and dependences (R2D2) bias correction allowing to adjust not only the univariate distributions, but also their inter-variable and inter-site dependence structures. Moreover, the proposed R2D2 method provides some stochasticity since it can generate as many multivariate corrected outputs as the number of statistical dimensions (i.e., number of grid-cells × number of climate variables) of the simulations to be corrected. It is based on an assumption of stability in time of the dependence structure – allowing to deal with a high number of statistical dimensions –, that lets the climate model drive the temporal properties and their changes in time. R2D2 is applied on temperature and precipitation reanalyses time series with respect to high-resolution reference data over South-East of France (1506 grid-cells). Bivariate, 1506-dimensional and 3012-dimensional versions of R2D2 are tested over a historical period and compared to a univariate BC. How the different BC methods behave in a climate change context is also illustrated with an application to regional climate simulations over the 2071–2100 period. The results indicate that the 1d-BC basically reproduces the climate model multivariate properties, 2d-R2D2 is only satisfying in the inter-variable context, 1506d-R2D2 strongly improves inter-site properties and 3012d-R2D2 is able to account for both. Applications of the proposed R2D2 method to various climate datasets are relevant for many impact studies. The perspectives of improvements are numerous, such as introducing stochasticity in the dependence itself, questioning its stability assumption, and accounting for temporal properties adjustment while including more physics in the adjustment procedures.


2021 ◽  
Author(s):  
Bastien François ◽  
Soulivanh Thao ◽  
Mathieu Vrac

Abstract Climate model outputs are commonly corrected using statistical univariate bias correction methods. Most of the time, those 1d-corrections do not modify the ranks of the time series to be corrected. This implies that biases in the spatial or inter-variable dependences of the simulated variables are not adjusted. Hence, over the last few years, some multivariate bias correction (MBC) methods have been developed to account for inter-variable structures, inter-site ones, or both. As proof-of-concept, we propose to adapt a computer vision technique used for Image-to-Image translation tasks (CycleGAN) for the adjustment of spatial dependence structures of climate model projections. The proposed algorithm, named MBC-CycleGAN, aims to transfer simulated maps (seen as images) with inappropriate spatial dependence structure from climate model outputs to more realistic images with spatial properties similar to the observed ones. For evaluation purposes, the method is applied to adjust maps of temperature and precipitation from climate simulations through two cross-validation approaches. The first one is designed to assess two different post-processing schemes (Perfect Prognosis and Model Output Statistics). The second one assesses the influence of nonstationary properties of climate simulations on the performance of MBC-CycleGAN to adjust spatial dependences. Results are compared against a popular univariate bias correction method, a ``quantile-mapping'' method, which ignores inter-site dependencies in the correction procedure, and two state-of-the-art multivariate bias correction algorithms aiming to adjust spatial correlation structure. In comparison with these alternatives, the MBC-CycleGAN algorithm reasonably corrects spatial correlations of climate simulations for both temperature and precipitation, encouraging further research on the improvement of this approach for multivariate bias correction of climate model projections.


2021 ◽  
Author(s):  
Bastien François ◽  
Soulivanh Thao ◽  
Mathieu Vrac

&lt;p&gt;Climate model outputs are commonly corrected using statistical univariate bias correction methods. Most of the time, those 1d-corrections do not modify the ranks of the time series to be corrected. This implies that biases in the spatial or inter-variable dependences of the simulated variables are not adjusted. Hence, over the last few years, some multivariate bias correction (MBC) methods have been developed to account for inter-variable structures, inter-site ones, or both. As proof-of-concept, we propose to adapt&amp;#160; a computer vision technique used for Image-to-Image translation tasks (CycleGAN) for the adjustment of spatial dependence structures of climate model projections. The proposed algorithm, named MBC-CycleGAN, aims to transfer simulated maps (seen as images) with inappropriate spatial dependence structure from climate model outputs to more realistic images with spatial properties similar to the observed ones. For evaluation purposes, the method is applied to adjust maps of temperature and precipitation from climate simulations through two cross-validation approaches. The first one is designed to assess two different post-processing schemes (Perfect Prognosis and Model Output Statistics). The second one assesses the influence of non-stationary properties of climate simulations on the performance of MBC-CycleGAN to adjust spatial dependences. Results are compared against a popular univariate bias correction method, a &quot;quantile-mapping&quot; method, which ignores inter-site dependencies in the correction procedure, and two state-of-the-art multivariate bias correction algorithms aiming to adjust spatial correlation structure. In comparison with these alternatives, the MBC-CycleGAN algorithm reasonably corrects spatial correlations of climate simulations for both temperature and precipitation, encouraging further research on the improvement of this approach for multivariate bias correction of climate model projections.&lt;/p&gt;


2019 ◽  
Vol 58 (12) ◽  
pp. 2617-2632 ◽  
Author(s):  
Qifen Yuan ◽  
Thordis L. Thorarinsdottir ◽  
Stein Beldring ◽  
Wai Kwok Wong ◽  
Shaochun Huang ◽  
...  

AbstractIn applications of climate information, coarse-resolution climate projections commonly need to be downscaled to a finer grid. One challenge of this requirement is the modeling of subgrid variability and the spatial and temporal dependence at the finer scale. Here, a postprocessing procedure for temperature projections is proposed that addresses this challenge. The procedure employs statistical bias correction and stochastic downscaling in two steps. In the first step, errors that are related to spatial and temporal features of the first two moments of the temperature distribution at model scale are identified and corrected. Second, residual space–time dependence at the finer scale is analyzed using a statistical model, from which realizations are generated and then combined with an appropriate climate change signal to form the downscaled projection fields. Using a high-resolution observational gridded data product, the proposed approach is applied in a case study in which projections of two regional climate models from the Coordinated Downscaling Experiment–European Domain (EURO-CORDEX) ensemble are bias corrected and downscaled to a 1 km × 1 km grid in the Trøndelag area of Norway. A cross-validation study shows that the proposed procedure generates results that better reflect the marginal distributional properties of the data product and have better consistency in space and time when compared with empirical quantile mapping.


2021 ◽  
Author(s):  
luis Augusto sanabria ◽  
Xuerong Qin ◽  
Jin Li ◽  
Robert Peter Cechet

Abstract Most climatic models show that climate change affects natural perils' frequency and severity. Quantifying the impact of future climate conditions on natural hazard is essential for mitigation and adaptation planning. One crucial factor to consider when using climate simulations projections is the inherent systematic differences (bias) of the modelled data compared with observations. This bias can originate from the modelling process, the techniques used for downscaling of results, and the ensembles' intrinsic variability. Analysis of climate simulations has shown that the biases associated with these data types can be significant. Hence, it is often necessary to correct the bias before the data can be reliably used for further analysis. Natural perils are often associated with extreme climatic conditions. Analysing trends in the tail end of distributions are already complicated because noise is much more prominent than that in the mean climate. The bias of the simulations can introduce significant errors in practical applications. In this paper, we present a methodology for bias correction of climate simulated data. The technique corrects the bias in both the body and the tail of the distribution (extreme values). As an illustration, maps of the 50 and 100-year Return Period of climate simulated Forest Fire Danger Index (FFDI) in Australia are presented and compared against the corresponding observation-based maps. The results show that the algorithm can substantially improve the calculation of simulation-based Return Periods. Forthcoming work will focus on the impact of climate change on these Return Periods considering future climate conditions.


2018 ◽  
Vol 22 (9) ◽  
pp. 4867-4873 ◽  
Author(s):  
Douglas Maraun ◽  
Martin Widmann

Abstract. We demonstrate both analytically and with a modelling example that cross-validation of free-running bias-corrected climate change simulations against observations is misleading. The underlying reasoning is as follows: a cross-validation can have in principle two outcomes. A negative (in the sense of not rejecting a null hypothesis), if the residual bias in the validation period after bias correction vanishes; and a positive, if the residual bias in the validation period after bias correction is large. It can be shown analytically that the residual bias depends solely on the difference between the simulated and observed change between calibration and validation periods. This change, however, depends mainly on the realizations of internal variability in the observations and climate model. As a consequence, the outcome of a cross-validation is also dominated by internal variability, and does not allow for any conclusion about the sensibility of a bias correction. In particular, a sensible bias correction may be rejected (false positive) and a non-sensible bias correction may be accepted (false negative). We therefore propose to avoid cross-validation when evaluating bias correction of free-running bias-corrected climate change simulations against observations. Instead, one should evaluate non-calibrated temporal, spatial and process-based aspects.


Sign in / Sign up

Export Citation Format

Share Document