Multivariate Postprocessing Methods for High-Dimensional Seasonal Weather Forecasts
From MaRDI portal
Abstract: Seasonal weather forecasts are crucial for long-term planning in many practical situations and skillful forecasts may have substantial economic and humanitarian implications. Current seasonal forecasting models require statistical postprocessing of the output to correct systematic biases and unrealistic uncertainty assessments. We propose a multivariate postprocessing approach utilizing covariance tapering, combined with a dimension reduction step based on principal component analysis for efficient computation. Our proposed technique can correctly and efficiently handle non-stationary, non-isotropic and negatively correlated spatial error patterns, and is applicable on a global scale. Further, a moving average approach to marginal postprocessing is shown to flexibly handle trends in biases caused by global warming, and short training periods. In an application to global sea surface temperature forecasts issued by the Norwegian Climate Prediction Model (NorCPM), our proposed methodology is shown to outperform known reference methods.
Recommendations
- Physically coherent probabilistic weather forecasts using multivariate discrete copula-based ensemble postprocessing methods
- Multivariate and spatial ensemble postprocessing methods
- A method for constructing skillful seasonal forecasts using slow modes of climate variability
- A deep spatio-temporal forecasting model for multi-site weather prediction post-processing
- Using covariates to model dependence in nonstationary, high‐frequency meteorological processes
- Singular vectors, predictability and ensemble forecasting for weather and climate
- Time-varying forecast combination for high-dimensional data
Cites work
- scientific article; zbMATH DE number 1313649 (Why is no real title available?)
- Compactly supported correlation functions
- High-dimensional covariance estimation
- On the Concept of Depth for Functional Data
- Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
- Probabilistic Forecasts, Calibration and Sharpness
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Uncertainty quantification in complex simulation models using ensemble copula coupling
Cited in
(4)- A deep spatio-temporal forecasting model for multi-site weather prediction post-processing
- Physically coherent probabilistic weather forecasts using multivariate discrete copula-based ensemble postprocessing methods
- Multivariate and spatial ensemble postprocessing methods
- Quantile based modeling of diurnal temperature range with the five-parameter lambda distribution
This page was built for publication: Multivariate Postprocessing Methods for High-Dimensional Seasonal Weather Forecasts
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6044606)
