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Ensemble forecasting

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215:, exists to determine the initial uncertainty in the model initialization, the equations are too complex to run in real-time, even with the use of supercomputers. The practical importance of ensemble forecasts derives from the fact that in a chaotic and hence nonlinear system, the rate of growth of forecast error is dependent on starting conditions. An ensemble forecast therefore provides a prior estimate of state-dependent predictability, i.e. an estimate of the types of weather that might occur, given inevitable uncertainties in the forecast initial conditions and in the accuracy of the computational representation of the equations. These uncertainties limit forecast model accuracy to about six days into the future. The first operational ensemble forecasts were produced for sub-seasonal timescales in 1985. However, it was realised that the philosophy underpinning such forecasts was also relevant on shorter timescales – timescales where predictions had previously been made by purely deterministic means. 452:. The linear regression model takes the ensemble mean as a predictor for the real temperature, ignores the distribution of ensemble members around the mean, and predicts probabilities using the distribution of residuals from the regression. In this calibration setup the value of the ensemble in improving the forecast is then that the ensemble mean typically gives a better forecast than any single ensemble member would, and not because of any information contained in the width or shape of the distribution of the members in the ensemble around the mean. However, in 2004, a generalisation of linear regression (now known as 435:, or how small the spread of the forecast is. The key aim of a forecaster should be to maximise sharpness, while maintaining reliability. Forecasts at long leads will inevitably not be particularly sharp (have particularly high resolution), for the inevitable (albeit usually small) errors in the initial condition will grow with increasing forecast lead until the expected difference between two model states is as large as the difference between two random states from the forecast model's climatology. 486:(THORPEX) is a 10-year international research and development programme to accelerate improvements in the accuracy of one-day to two-week high impact weather forecasts for the benefit of society, the economy and the environment. It establishes an organizational framework that addresses weather research and forecast problems whose solutions will be accelerated through international collaboration among academic institutions, operational forecast centres and users of forecast products. 274:, to measure the state of atmospheric variables. Initial condition uncertainty is represented by perturbing the starting conditions between the different ensemble members. This explores the range of starting conditions consistent with our knowledge of the current state of the atmosphere, together with its past evolution. There are a number of ways to generate these initial condition perturbations. The ECMWF model, the Ensemble Prediction System (EPS), uses a combination of 383:, which shows the dispersion in the forecast of one quantity for one specific location. It is common for the ensemble spread to be too small, such that the observed atmospheric state falls outside of the ensemble forecast. This can lead the forecaster to be overconfident in their forecast. This problem becomes particularly severe for forecasts of the weather about 10 days in advance, particularly if model uncertainty is not accounted for in the forecast. 456:) was introduced that uses a linear transformation of the ensemble spread to give the width of the predictive distribution, and it was shown that this can lead to forecasts with higher skill than those based on linear regression alone. This proved for the first time that information in the shape of the distribution of the members of an ensemble around the mean, in this case summarized by the ensemble spread, can be used to improve forecasts relative to 330:, these parameters are often held constant globally and throughout the integration, in modern numerical weather prediction it is more common to stochastically vary the value of the parameters in time and space. The degree of parameter perturbation can be guided using expert judgement, or by directly estimating the degree of parameter uncertainty for a given model. 365:
various biases, this process is known as "superensemble forecasting". This type of a forecast significantly reduces errors in model output. When models of different physical processes are combined, such as combinations of atmospheric, ocean and wave models, the multi-model ensemble is called hyper-ensemble.
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In addition to being used to improve predictions of uncertainty, the ensemble spread can also be used as a predictor for the likely size of changes in the mean forecast from one forecast to the next. This works because, in some ensemble forecast systems, narrow ensembles tend to precede small changes
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1 cm could be estimated to be 60%. The forecast would be considered reliable if, considering all the situations in the past when a 60% probability was forecast, on 60% of those occasions did the rainfall actually exceed 1 cm. In practice, the probabilities generated from operational weather
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The ensemble forecast is usually evaluated by comparing the ensemble average of the individual forecasts for one forecast variable to the observed value of that variable (the "error"). This is combined with consideration of the degree of agreement between various forecasts within the ensemble system,
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When many different forecast models are used to try to generate a forecast, the approach is termed multi-model ensemble forecasting. This method of forecasting can improve forecasts when compared to a single model-based approach. When the models within a multi-model ensemble are adjusted for their
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Ollinaho, Pirkka; Lock, Sarah-Jane; Leutbecher, Martin; Bechtold, Peter; Beljaars, Anton; Bozzo, Alessio; Forbes, Richard M.; Haiden, Thomas; Hogan, Robin J. (2016-10-01). "Towards process-level representation of model uncertainties: Stochastically perturbed parametrisations in the ECMWF ensemble".
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scheme seeks to represent the average effect of the sub grid-scale motion (e.g. convective clouds) on the resolved scale state (e.g. the large scale temperature and wind fields). A stochastic parametrisation scheme recognises that there may be many sub-grid scale states consistent with a particular
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The spread of the ensemble forecast indicates how confident the forecaster can be in his or her prediction. When ensemble spread is small and the forecast solutions are consistent within multiple model runs, forecasters perceive more confidence in the forecast in general. When the spread is large,
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equations involved. Furthermore, existing observation networks have limited spatial and temporal resolution (for example, over large bodies of water such as the Pacific Ocean), which introduces uncertainty into the true initial state of the atmosphere. While a set of equations, known as the
493:(TIGGE), a World Weather Research Programme to accelerate the improvements in the accuracy of 1-day to 2 week high-impact weather forecasts for the benefit of humanity. Centralized archives of ensemble model forecast data, from many international centers, are used to enable extensive 326:, and so represents a complex physical process using a single number. In a perturbed parameter approach, uncertain parameters in the model's parametrisation schemes are identified and their value changed between ensemble members. While in probabilistic climate modelling, such as 1196:
Berner, Judith; Achatz, Ulrich; Batté, Lauriane; Bengtsson, Lisa; De La Cámara, Alvaro; Christensen, Hannah M.; Colangeli, Matteo; Coleman, Danielle R. B.; Crommelin, Daan (2016-07-19). "Stochastic Parameterization: Towards a new view of Weather and Climate Models".
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This is an indication of how much the forecast deviates from the climatological event frequency – provided that the ensemble is reliable, increasing this deviation will increase the usefulness of the forecast. This forecast quality can also be considered in terms of
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If ensemble forecasts are to be used for predicting probabilities of observed weather variables they typically need calibration in order to create unbiased and reliable forecasts. For forecasts of temperature one simple and effective method of calibration is
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assigned to uncertain processes. Stochastic parametrisations have significantly improved the skill of weather forecasting models, and are now used in operational forecasting centres worldwide. Stochastic parametrisations were first developed at the
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or "spread". Ensemble spread can be visualised through tools such as spaghetti diagrams, which show the dispersion of one quantity on prognostic charts for specific time steps in the future. Another tool where ensemble spread is used is a
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Initial condition uncertainty arises due to errors in the estimate of the starting conditions for the forecast, both due to limited observations of the atmosphere, and uncertainties involved in using indirect measurements, such as
407:) can be evaluated by comparing the standard deviation of the error in the ensemble mean with the forecast spread: for a reliable forecast, the two should match, both at different forecast lead times and for different locations. 55:. Instead of making a single forecast of the most likely weather, a set (or ensemble) of forecasts is produced. This set of forecasts aims to give an indication of the range of possible future states of the atmosphere. 286:. The singular vector perturbations are more active in the extra-tropics, while the EDA perturbations are more active in the tropics. The NCEP ensemble, the Global Ensemble Forecasting System, uses a technique known as 1037:
McCabe, Anne; Swinbank, Richard; Tennant, Warren; Lock, Adrian (2016-10-01). "Representing model uncertainty in the Met Office convection-permitting ensemble prediction system and its impact on fog forecasting".
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in the mean, while wide ensembles tend to precede larger changes in the mean. This has applications in the trading industries, for whom understanding the likely sizes of future forecast changes can be important.
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resolved scale state. Instead of predicting the most likely sub-grid scale motion, a stochastic parametrisation scheme represents one possible realisation of the sub-grid. It does this through including
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Model uncertainty arises due to the limitations of the forecast model. The process of representing the atmosphere in a computer model involves many simplifications such as the development of
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The reliability of forecasts of a specific weather event can also be assessed. For example, if 30 of 50 members indicated greater than 1 cm rainfall during the next 24 h, the
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Experimental ensemble forecasts are made at a number of universities, such as the University of Washington, and ensemble forecasts in the US are also generated by the
460:. Whether or not linear regression can be beaten by using the ensemble spread in this way varies, depending on the forecast system, forecast variable and lead time. 261:
There are two main sources of uncertainty that must be accounted for when making an ensemble weather forecast: initial condition uncertainty and model uncertainty.
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Palmer, T.N.; G.J. Shutts; R. Hagedorn; F.J. Doblas-Reyes; T. Jung; M. Leutbecher (May 2005). "Representing Model Uncertainty in Weather and Climate Prediction".
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was a representative sample of the probability distribution in the atmosphere. It was not until 1992 that ensemble forecasts began being prepared by the
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in 1963, it is impossible for long-range forecasts—those made more than two weeks in advance—to predict the state of the atmosphere with any degree of
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Jewson, S; Brix, A; Ziehmann, C (2004). "A new parametric model for the assessment and calibration of medium-range ensemble temperature forecasts".
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Buizza, R.; Milleer, M.; Palmer, T. N. (1999-10-01). "Stochastic representation of model uncertainties in the ECMWF ensemble prediction system".
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scheme, many new parameters are introduced to represent simplified physical processes. These parameters may be very uncertain. For example, the '
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recognized in 1969 that the atmosphere could not be completely described with a single forecast run due to inherent uncertainty, and proposed a
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should exist, whereby the spread of the ensemble is a good predictor of the expected error in the ensemble mean. If the forecast is
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Today ensemble predictions are commonly made at most of the major operational weather prediction facilities worldwide, including:
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Palmer, Tim (2018). "The ECMWF ensemble prediction system: Looking back (more than) 25 years and projecting forward 25 years".
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Gneiting, Tilmann; Balabdaoui, Fadoua; Raftery, Adrian E. (2007-04-01). "Probabilistic forecasts, calibration and sharpness".
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schemes, which introduce errors into the forecast. Several techniques to represent model uncertainty have been proposed.
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the observed state will behave as if it is drawn from the forecast probability distribution. Reliability (or
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in forecast models: (1) the errors introduced by the use of imperfect initial conditions, amplified by the
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The Use of Ensemble Forecasts to Produce Improved Medium Range (3–15 days) Weather Forecasts.
2162: 1927: 1847: 1318: 574: 567: 449: 1369:"Multimodel SuperEnsemble technique for quantitative precipitation forecasts in Piemonte region" 2549: 1963: 1741: 1565: 975: 930: 913: 743: 521: 344: 1454: 2575: 2519: 2076: 327: 130: 2529: 2375: 2328: 2260: 1620: 1530: 1507: 1495: 1424: 1380: 1327: 1267: 1216: 1154: 1099: 1047: 987: 922: 801: 752: 711: 658: 78:, and the amount of spread should be related to the uncertainty (error) of the forecast. 8: 2472: 2333: 2282: 2081: 1624: 1534: 1499: 1428: 1384: 1331: 1271: 1220: 1158: 1103: 1051: 991: 926: 805: 756: 715: 662: 2565: 2462: 2452: 2318: 2297: 1636: 1610: 1583: 1343: 1291: 1240: 1206: 1178: 1123: 1071: 956: 830: 789: 723: 682: 648: 516: 375: 234: 222: 120: 75: 59: 1672: 1655: 2477: 2457: 2437: 2323: 2287: 1797: 1697: 1640: 1587: 1579: 1464: 1295: 1283: 1232: 1182: 1170: 1127: 1115: 1075: 1063: 948: 835: 817: 770: 674: 578: 457: 445: 279: 115: 1244: 960: 2590: 2585: 2503: 1667: 1628: 1575: 1538: 1503: 1432: 1388: 1347: 1335: 1275: 1224: 1162: 1107: 1055: 995: 940: 825: 809: 760: 719: 686: 666: 622:
Weickmann, Klaus, Jeff Whitaker, Andres Roubicek and Catherine Smith (2001-12-01).
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nature of the evolution equations of the atmosphere, which is often referred to as
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ensemble forecasts are not highly reliable, though with a set of past forecasts (
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In general, this approach can be used to make probabilistic forecasts of any
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where a number of different results from the models run can be compared.
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Invisible in the Storm: the role of mathematics in understanding weather
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revealed that they produced adequate forecasts only when the ensemble
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Leutbecher, M.; Palmer, T. N. (2008-03-20). "Ensemble forecasting".
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Epstein, E.S. (December 1969). "Stochastic dynamic prediction".
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this indicates more uncertainty in the prediction. Ideally, a
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Atmospheric, oceanographic, cryospheric, and climate models
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Reliability and resolution (calibration and sharpness)
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Quarterly Journal of the Royal Meteorological Society
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Another desirable property of ensemble forecasts is
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into the equations of motion. This samples from the
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(2002). 473:Co-ordinated research 360:Multi model ensembles 328:climateprediction.net 131:Bureau of Meteorology 22: 2530:Catastrophe modeling 2376:Scientific modelling 2329:Scientific modelling 1843:Ensemble forecasting 1463:. pp. 266–275. 1141:Christensen, H. M.; 60:Monte Carlo analysis 49:Ensemble forecasting 2617:Monte Carlo methods 2473:Modular Ocean Model 2334:Computer simulation 1803:Oceanographic model 1718:TIGGE Research Page 1625:2004AtScL...5...96J 1535:2008JCoPh.227.3515L 1500:2005AREPS..33..163P 1429:2009PrOce..82..149V 1385:2010NHESS..10..265C 1332:2010WtFor..25..303Z 1272:1999QJRMS.125.2887B 1221:2017BAMS...98..565B 1159:2015JAtS...72.2525C 1104:2017QJRMS.143..408O 1052:2016QJRMS.142.2897M 992:1996QJRMS.122...73M 927:1997MWRv..125.3297T 806:2011RSPTA.369.4751S 800:(1956): 4751–4767. 757:1974MWRv..102..409L 716:1969Tell...21..739E 663:2019QJRMS.145S..12P 284:probability density 278:and an ensemble of 213:Liouville equations 2566:Data visualization 2550:Input–output model 2463:Hydrological model 2453:Geologic modelling 2319:Mathematical model 2254:Cryospheric models 2197:Chemical transport 1735:2010-06-09 at the 1723:2010-03-08 at the 1266:(560): 2887–2908. 1046:(700): 2897–2910. 517:Consensus forecast 376:standard deviation 310:When developing a 280:data assimilations 121:Environment Canada 46: 2599: 2598: 2478:Wildfire modeling 2458:Groundwater model 2438:Atmospheric model 2342: 2341: 2324:Statistical model 2310: 2309: 2306: 2305: 1866: 1865: 1808:Cryospheric model 1798:Atmospheric model 1470:978-0-521-51389-0 921:(12): 3297–3319. 584:978-0-471-38108-2 458:linear regression 446:linear regression 294:Model uncertainty 2634: 2591:Visual analytics 2586:Systems thinking 2504:Population model 2369: 2362: 2355: 2346: 2345: 1883: 1882: 1872: 1871: 1784: 1783: 1771: 1764: 1757: 1748: 1747: 1707: 1678: 1677: 1675: 1651: 1645: 1644: 1618: 1598: 1592: 1591: 1573: 1553: 1547: 1546: 1529:(7): 3515–3539. 1518: 1512: 1511: 1481: 1475: 1474: 1450: 1441: 1440: 1414: 1405: 1399: 1398: 1396: 1364: 1358: 1357: 1355: 1354: 1315: 1306: 1300: 1299: 1255: 1249: 1248: 1214: 1193: 1187: 1186: 1153:(6): 2525–2544. 1138: 1132: 1131: 1098:(702): 408–422. 1086: 1080: 1079: 1034: 1028: 1027: 1025: 1024: 1010: 1004: 1003: 971: 965: 964: 938: 904: 898: 897: 895: 894: 879: 873: 872: 870: 869: 860:. 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Index


Weather Research and Forecasting model
Hurricane Rita
National Hurricane Center
numerical weather prediction
Monte Carlo analysis
uncertainty
chaotic
sensitive dependence on initial conditions
spread
dynamical system
National Centers for Environmental Prediction
European Centre for Medium-Range Weather Forecasts
Met Office
Météo-France
Environment Canada
Japan Meteorological Agency
Bureau of Meteorology
China Meteorological Administration
Korea Meteorological Administration
CPTEC
Ministry of Earth Sciences
US Navy
Air Force
spaghetti plots
History of numerical weather prediction
Edward Lorenz
skill
chaotic nature
fluid dynamics

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