scholarly journals Order of operation for multi-stage post-processing of ensemble wind forecast trajectories

2019 ◽  
Author(s):  
Nina Schuhen
Keyword(s):  
Bayesian Model Averaging ◽  
Weather Prediction ◽  
Model Averaging ◽  
Post Processing ◽  
Dependency Structure ◽  
Multi Stage ◽  
Novel Approach ◽  
Probabilistic Forecasts ◽  
Wide Range ◽  
The Uk

Abstract. With numerical weather prediction ensembles unable to produce sufficiently calibrated forecasts, statistical post-processing is needed to correct deterministic and probabilistic biases. Over the past decades, a number of methods addressing this issue have been proposed, with ensemble model output statistics (EMOS) and Bayesian model averaging (BMA) among the most popular. They are able to produce skillful deterministic and probabilistic forecasts for a wide range of applications. These methods are usually applied to the newest model run as soon as it finished, before the entire forecast trajectory is issued. RAFT (rapid adjustment of forecast trajectories), a recently proposed novel approach, aims to improve these forecasts even further, utilizing the error correlation patterns between lead times. As soon as the first forecasts are verified, we start updating the remainder of the trajectory based on the newly gathered error information. As RAFT works particularly well in conjunction with other post-processing methods like EMOS and techniques designed to reconstruct the multivariate dependency structure like ensemble copula coupling (ECC), we look to identify the optimal combination of these methods. In our study, we apply multi-stage post-processing to wind speed forecasts from the UK Met Office's convective-scale MOGREPS-UK ensemble and analyze results for short-range forecasts at a number of sites in the UK and the Republic of Ireland.

scholarly journals Order of operation for multi-stage post-processing of ensemble wind forecast trajectories

2020 ◽  
Vol 27 (1) ◽  
pp. 35-49
Author(s):  
Nina Schuhen
Keyword(s):  
Bayesian Model Averaging ◽  
Weather Prediction ◽  
Model Averaging ◽  
Post Processing ◽  
Dependency Structure ◽  
Multi Stage ◽  
Novel Approach ◽  
Probabilistic Forecasts ◽  
Wide Range ◽  
The Uk

Abstract. With numerical weather prediction ensembles unable to produce sufficiently calibrated forecasts, statistical post-processing is needed to correct deterministic and probabilistic biases. Over the past decades, a number of methods addressing this issue have been proposed, with ensemble model output statistics (EMOS) and Bayesian model averaging (BMA) among the most popular. They are able to produce skillful deterministic and probabilistic forecasts for a wide range of applications. These methods are usually applied to the newest model run as soon as it has finished, before the entire forecast trajectory is issued. RAFT (rapid adjustment of forecast trajectories), a recently proposed novel approach, aims to improve these forecasts even further, utilizing the error correlation patterns between lead times. As soon as the first forecasts are verified, we start updating the remainder of the trajectory based on the newly gathered error information. As RAFT works particularly well in conjunction with other post-processing methods like EMOS and techniques designed to reconstruct the multivariate dependency structure like ensemble copula coupling (ECC), we look to identify the optimal combination of these methods. In our study, we apply multi-stage post-processing to wind speed forecasts from the UK Met Office's convective-scale MOGREPS-UK ensemble and analyze results for short-range forecasts at a number of sites in the UK and the Republic of Ireland.

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.

scholarly journals From a science vision to a new probabilistic post processing system at the Met Office

2021 ◽  
Author(s):  
Nigel Roberts ◽  
Keyword(s):  
Weather Prediction ◽  
Probabilistic Approach ◽  
Processing System ◽  
Post Processing ◽  
Modular Software ◽  
Probabilistic Forecasts ◽  
Calibration Methods ◽  
Seamless Transition ◽  
The Uk ◽  
Topographic Variation

<p>A fully probabilistic post processing system called IMPROVER has been developed at the UK Met Office. IMPROVER provides frequently updated probabilistic gridded forecasts, as well as forecasts for point locations, for input into automated forecast generation and for users such as operational meteorologists. Although the outputs are probabilistic, a deterministic interpretation can be extracted if required.</p><p>The scientific rationale behind this endeavor is the need to make more optimal use of the current and future generations of convection-allowing Numerical Weather Prediction (NWP) models and ensembles. The aim is to provide seamless, calibrated, probabilistic forecasts that are a blend of NWP models/ensembles from nowcasting to medium range. Today’s NWP systems offer not only many ensemble members but also frequent updates making it very difficult for users to manage the data and exploit latest information, so a key capability of IMPROVER is the frequent cycling, providing a continuously updated forecast blending the most recent available data.</p><p>Several key scientific benefits arise from the probabilistic approach on top of the capability to provide probabilistic outputs. Probabilities allow much simpler and effective blending with older forecasts or between different models/ensembles. We have introduced a variety of probabilistic neighbourhood methods to account for the inherent limited predictability at small scales. Some of these can incorporate topographic variation which is particularly important for variables such as rain, sleet and snow or fog. The ensemble-probabilistic approach has also enabled the use of ensemble calibration methods, which can not only improve skill and spread, but create a much more seamless transition between models/ensembles at different resolutions.</p><p>The system is built with a modular software framework that allows flexibility for future development and includes verification at every stage of the processing. IMPROVER is now routinely running with operational support and is expected to become fully operational in 2022. This presentation will briefly describe the initial scientific vision and current IMPROVER capability and discuss where any compromise or re-evaluation had to be made along the way. Finally, thoughts about the future and lessons learnt will be shared.</p>

scholarly journals Bayesian Model Averaging for Wind Speed Ensemble Forecasts Using Wind Speed and Direction

2017 ◽  
Vol 32 (6) ◽  
pp. 2217-2227 ◽  
Author(s):  
Siri Sofie Eide ◽  
John Bjørnar Bremnes ◽  
Ingelin Steinsland
Keyword(s):  
Wind Speed ◽  
Wind Direction ◽  
Bayesian Model Averaging ◽  
Weather Prediction ◽  
Model Averaging ◽  
Strong Wind ◽  
Ensemble Forecasts ◽  
Wind Speeds ◽  
Low Wind Speeds ◽  
The One

Abstract In this paper, probabilistic wind speed forecasts are constructed based on ensemble numerical weather prediction (NWP) forecasts for both wind speed and wind direction. Including other NWP variables in addition to the one subject to forecasting is common for statistical calibration of deterministic forecasts. However, this practice is rarely seen for ensemble forecasts, probably because of a lack of methods. A Bayesian modeling approach (BMA) is adopted, and a flexible model class based on splines is introduced for the mean model. The spline model allows both wind speed and wind direction to be included nonlinearly. The proposed methodology is tested for forecasting hourly maximum 10-min wind speeds based on ensemble forecasts from the European Centre for Medium-Range Weather Forecasts at 204 locations in Norway for lead times from +12 to +108 h. An improvement in the continuous ranked probability score is seen for approximately 85% of the locations using the proposed method compared to standard BMA based on only wind speed forecasts. For moderate-to-strong wind the improvement is substantial, while for low wind speeds there is generally less or no improvement. On average, the improvement is 5%. The proposed methodology can be extended to include more NWP variables in the calibration and can also be applied to other variables.

scholarly journals Improving prediction quality of sea surface temperature (SST) in Niño3.4 region using Bayesian Model Averaging

2021 ◽  
Vol 893 (1) ◽  
pp. 012028
Author(s):  
Robi Muharsyah ◽  
Dian Nur Ratri ◽  
Damiana Fitria Kussatiti
Keyword(s):  
Surface Temperature ◽  
Bayesian Model ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Seasonal Forecast ◽  
Sea Surface ◽  
Post Processing ◽  
Enso Events ◽  
Prediction Quality

Abstract Prediction of Sea Surface Temperature (SST) in Niño3.4 region (170 W - 120 W; 5S - 5N) is important as a valuable indicator to identify El Niño Southern Oscillation (ENSO), i.e., El Niño, La Niña, and Neutral condition for coming months. More accurate prediction Niño3.4 SST can be used to determine the response of ENSO phenomenon to rainfall over Indonesia region. SST predictions are routinely released by meteorological institutions such as the European Center for Medium-Range Weather Forecasts (ECMWF). However, SST predictions from the direct output (RAW) of global models such as ECMWF seasonal forecast is suffering from bias that affects the poor quality of SST predictions. As a result, it also increases the potential errors in predicting the ENSO events. This study uses SST from the output Ensemble Prediction System (EPS) of ECMWF seasonal forecast, namely SEAS5. SEAS5 SST is downloaded from The Copernicus Climate Change Service (C3S) for period 1993-2020. One value representing SST over Niño3.4 region is calculated for each lead-time (LT), LT0-LT6. Bayesian Model Averaging (BMA) is selected as one of the post-processing methods to improve the prediction quality of SEAS5-RAW. The advantage of BMA over other post-processing methods is its ability to quantify the uncertainty in EPS, which is expressed as probability density function (PDF) predictive. It was found that the BMA calibration process reaches optimal performance using 160 months training window. The result show, prediction quality of Niño3.4 SST of BMA output is superior to SEAS5-RAW, especially for LT0, LT1, and LT2. In term deterministic prediction, BMA shows a lower Root Mean Square Error (RMSE), higher Proportion of Correct (PC). In term probabilistic prediction, the error rate of BMA, which is showed by the Brier Score is lower than RAW. Moreover, BMA shows a good ability to discriminating ENSO events which indicates by AUC ROC close to a perfect score.

scholarly journals Designing Multimodel Applications with Surrogate Forecast Systems

2020 ◽  
Vol 148 (6) ◽  
pp. 2233-2249
Author(s):  
Leonard A. Smith ◽  
Hailiang Du ◽  
Sarah Higgins
Keyword(s):  
Bayesian Model Averaging ◽  
Weather Forecasting ◽  
Model Averaging ◽  
Probabilistic Forecasting ◽  
Single Model ◽  
Forecast System ◽  
Mathematical System ◽  
Probabilistic Forecasts ◽  
Perfect Model ◽  
Seasonal Weather

Abstract Probabilistic forecasting is common in a wide variety of fields including geoscience, social science, and finance. It is sometimes the case that one has multiple probability forecasts for the same target. How is the information in these multiple nonlinear forecast systems best “combined”? Assuming stationarity, in the limit of a very large forecast–outcome archive, each model-based probability density function can be weighted to form a “multimodel forecast” that will, in expectation, provide at least as much information as the most informative single model forecast system. If one of the forecast systems yields a probability distribution that reflects the distribution from which the outcome will be drawn, Bayesian model averaging will identify this forecast system as the preferred system in the limit as the number of forecast–outcome pairs goes to infinity. In many applications, like those of seasonal weather forecasting, data are precious; the archive is often limited to fewer than 26 entries. In addition, no perfect model is in hand. It is shown that in this case forming a single “multimodel probabilistic forecast” can be expected to prove misleading. These issues are investigated in the surrogate model (here a forecast system) regime, where using probabilistic forecasts of a simple mathematical system allows many limiting behaviors of forecast systems to be quantified and compared with those under more realistic conditions.

scholarly journals Model Averaging and Its Use in Economics

2020 ◽  
Vol 58 (3) ◽  
pp. 644-719 ◽  
Author(s):  
Mark F. J. Steel
Keyword(s):  
Model Uncertainty ◽  
Bayesian Model Averaging ◽  
Model Averaging ◽  
Linear Regression Models ◽  
Bayesian Procedures ◽  
Wide Range ◽  
Computational Resources ◽  
Production Modeling ◽  
Frequentist Model Averaging

The method of model averaging has become an important tool to deal with model uncertainty, for example in situations where a large amount of different theories exist, as are common in economics. Model averaging is a natural and formal response to model uncertainty in a Bayesian framework, and most of the paper deals with Bayesian model averaging. The important role of the prior assumptions in these Bayesian procedures is highlighted. In addition, frequentist model averaging methods are also discussed. Numerical techniques to implement these methods are explained, and I point the reader to some freely available computational resources. The main focus is on uncertainty regarding the choice of covariates in normal linear regression models, but the paper also covers other, more challenging, settings, with particular emphasis on sampling models commonly used in economics. Applications of model averaging in economics are reviewed and discussed in a wide range of areas including growth economics, production modeling, finance and forecasting macroeconomic quantities. (JEL C11, C15, C20, C52, O47).

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 Statistical post-processing of wind speed forecasts using convolutional neural networks

2021 ◽  
Author(s):  
Simon Veldkamp ◽  
Kirien Whan ◽  
Sjoerd Dirksen ◽  
Maurice Schmeits
Keyword(s):  
Neural Networks ◽  
Wind Speed ◽  
Convolutional Neural Networks ◽  
Weather Prediction ◽  
Estimation Methods ◽  
Post Processing ◽  
Skill Scores ◽  
Probabilistic Forecasts ◽  
Truncated Normal ◽  
Nwp Model

AbstractCurrent statistical post-processing methods for probabilistic weather forecasting are not capable of using full spatial patterns from the numerical weather prediction (NWP) model. In this paper we incorporate spatial wind speed information by using convolutional neural networks (CNNs) and obtain probabilistic wind speed forecasts in the Netherlands for 48 hours ahead, based on KNMI’s deterministic Harmonie-Arome NWP model. The probabilistic forecasts from the CNNs are shown to have higher Brier skill scores for medium to higher wind speeds, as well as a better continuous ranked probability score (CRPS) and logarithmic score, than the forecasts from fully connected neural networks and quantile regression forests. As a secondary result, we have compared the CNNs using 3 different density estimation methods (quantized softmax (QS), kernel mixture networks, and fitting a truncated normal distribution), and found the probabilistic forecasts based on the QS method to be best.

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