Mixture EMOS model for calibrating ensemble forecasts of wind speed

DOI10.1002/ENV.2380MaRDI QIDQ6139185zbMATH OpenOpenAlexWikidataFDO

Authors Sándor Baran, Sebastian Lerch

Publication date 18 December 2023

Published in Environmetrics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/1507.06517

zbMATH Keywords

continuous ranked probability scoreensemble calibrationensemble model output statisticslog-normal distributiontruncated normal distribution

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Abstract: Ensemble model output statistics (EMOS) is a statistical tool for post-processing forecast ensembles of weather variables obtained from multiple runs of numerical weather prediction models in order to produce calibrated predictive probability density functions (PDFs). The EMOS predictive PDF is given by a parametric distribution with parameters depending on the ensemble forecasts. We propose an EMOS model for calibrating wind speed forecasts based on weighted mixtures of truncated normal (TN) and log-normal (LN) distributions where model parameters and component weights are estimated by optimizing the values of proper scoring rules over a rolling training period. The new model is tested on wind speed forecasts of the 50 member European Centre for Medium-Range Weather Forecasts ensemble, the 11 member Aire Limit'ee Adaptation dynamique D'eveloppement International-Hungary Ensemble Prediction System ensemble of the Hungarian Meteorological Service and the eight-member University of Washington mesoscale ensemble, and its predictive performance is compared to that of various benchmark EMOS models based on single parametric families and combinations thereof. The results indicate improved calibration of probabilistic and accuracy of point forecasts in comparison with the raw ensemble and climatological forecasts. The mixture EMOS model significantly outperforms the TN and LN EMOS methods, moreover, it provides better calibrated forecasts than the TN-LN combination model and offers an increased flexibility while avoiding covariate selection problems.

Cites work

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Cited in

(5)

• Local scale invariance and robustness of proper scoring rules
• Joint probabilistic forecasting of wind speed and temperature using Bayesian model averaging
• Stochastic optimization with dynamic probabilistic forecasts
• Model aggregation using optimal transport and applications in wind speed forecasting
• Truncated generalized extreme value distribution-based ensemble model output statistics model for calibration of wind speed ensemble forecasts

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