Ensembles of meteorological quantities obtained from numerical models can be used for forecasting weather variables. Unfortunately, such ensembles are often biased and under-dispersed and therefore need to be post-processed. Ensemble Model Output Statistics (EMOS) is a widely used post-processing technique to reduce bias and dispersion errors of numerical ensembles. In the EMOS approach, a full probabilistic prediction is given in the form of a predictive distribution with parameters depending on the ensemble forecast members. Parameters are then estimated and substituted, thus obtaining a so-called estimative predictive distribution. Nonetheless, estimative distributions may perform poorly in terms of the coverage probability of the corresponding quantiles. This work proposes the use of predictive distributions based on a bootstrap adjustment of estimative predictive distributions, in the context of EMOS models. These distributions are calibrated, which means that the corresponding quantiles provide exact coverage probabilities, in contrast to the estimative distributions. The introduction of the bootstrap calibrated procedure for EMOS is the innovative aspect of this study. The performance of the suggested calibrated EMOS is evaluated in two simulation studies, comparing the different predictive distributions by means of the log-score, the continuous ranked probability score, and the coverage of the corresponding predictive quantiles. The results of these simulation studies show that the proposed calibrated predictive distributions improve estimative solutions, both reducing the mean scores and producing quantiles with exact coverage levels. The good performance of the new calibrated EMOS is further stressed in two real data applications, one about maximum daily temperatures at sites located in the Veneto region (Italy) and the other one about wind speed forecasts at weather stations over Germany.

Calibrated EMOS: applications to temperature and wind speed forecasting

Valentina Mameli
2024-01-01

Abstract

Ensembles of meteorological quantities obtained from numerical models can be used for forecasting weather variables. Unfortunately, such ensembles are often biased and under-dispersed and therefore need to be post-processed. Ensemble Model Output Statistics (EMOS) is a widely used post-processing technique to reduce bias and dispersion errors of numerical ensembles. In the EMOS approach, a full probabilistic prediction is given in the form of a predictive distribution with parameters depending on the ensemble forecast members. Parameters are then estimated and substituted, thus obtaining a so-called estimative predictive distribution. Nonetheless, estimative distributions may perform poorly in terms of the coverage probability of the corresponding quantiles. This work proposes the use of predictive distributions based on a bootstrap adjustment of estimative predictive distributions, in the context of EMOS models. These distributions are calibrated, which means that the corresponding quantiles provide exact coverage probabilities, in contrast to the estimative distributions. The introduction of the bootstrap calibrated procedure for EMOS is the innovative aspect of this study. The performance of the suggested calibrated EMOS is evaluated in two simulation studies, comparing the different predictive distributions by means of the log-score, the continuous ranked probability score, and the coverage of the corresponding predictive quantiles. The results of these simulation studies show that the proposed calibrated predictive distributions improve estimative solutions, both reducing the mean scores and producing quantiles with exact coverage levels. The good performance of the new calibrated EMOS is further stressed in two real data applications, one about maximum daily temperatures at sites located in the Veneto region (Italy) and the other one about wind speed forecasts at weather stations over Germany.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11390/1272404
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