Combining low-dimensional ensemble postprocessing with reordering methods

Abstract

State-of-the-art weather forecasts usually rely on ensemble prediction systems, accounting for the different sources of uncertainty. As ensembles are typically uncalibrated, they should get statistically postprocessed. Several multivariate ensemble postprocessing techniques, which additionally consider spatial, inter-variable and/or temporal dependencies, have been developed. These can be roughly divided into two groups. The first group comprises parametric, mainly low-dimensional approaches that are tailored to specific settings. The second group involves non-parametric reordering methods that impose a specific dependence template on univariately postprocesed forecasts and are suitable in any dimension. In this paper, these different strategies are combined, with the aim to exploit the benefits of both concepts. Specifically, a high-dimensional postprocessing problem is divided into multiple low-dimensional instances, each of which is postprocessed via a suitable multivariate parametric method. From each postprocessed low-dimensional distribution, a sample is drawn, which is then reordered according to the corresponding multidimensional rank structure of an appropriately chosen dependence template. In this context, different ranking concepts for multivariate settings are discussed. Finally, all reordered samples are aggregated to obtain the overall postprocessed ensemble. The new approach is applied to ensemble forecasts for temperature and wind speed at several locations from the European Centre for Medium-Range Weather Forecasts, using a recent bivariate ensemble model output statistics postprocessing technique and a reordering based on the raw ensemble forecasts similar to the ensemble copula coupling method. It shows good predictive skill and outperforms reference ensembles.

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Cited by in corpus (4)

• Forest-based methods and ensemble model output statistics for rainfall ensemble forecasting
• Statistical post-processing of heat index ensemble forecasts: is there a royal road?
• Statistical post-processing of ensemble forecasts of temperature in Santiago de Chile
• Ensemble size dependence of the logarithmic score for forecasts issued as multivariate normal distributions