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Multi-model Combination and Seamless Prediction

  • Stephan HemriEmail author
Reference work entry

Abstract

(Hydro-) Meteorological predictions are inherently uncertain. Forecasters are trying to estimate and to ultimately also reduce predictive uncertainty. Atmospheric ensemble prediction systems (EPS) provide forecast ensembles that give a first idea of forecast uncertainty. Combining EPS forecasts, issued by different weather services, to multi-model ensembles gives an even better understanding of forecast uncertainty. This article reviews state of the art statistical post-processing methods that allow for sound combinations of multi-model ensemble forecasts. The aim of statistical post-processing is to maximize the sharpness of the predictive distribution subject to calibration. This article focuses on the well-established parametric approaches: Bayesian model averaging (BMA) and ensemble model output statistics (EMOS). Both are readily available and can be used for straightforward implementation of methods for multi-model ensemble combination. Furthermore, methods to ensure seamless predictions in the context of statistical post-processing are summarized. These methods are mainly based on different types of copula approaches. Since skill of (statistically post-processed) ensemble forecasts is generally assessed using particular verification methods, an overview over such methods to verify probabilistic forecasts is provided as well.

Keywords

Bayesian forecasting system (BFS) Bayesian model averaging Bayesian model averaging (BMA) Box-Cox transformation Brier score (BS) Consortium for Small-Scale Modeling (COSMO) ensemble Development of the European Multi-model Ensemble system for seasonal-to-interannual prediction (DEMETER) DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm Ensemble Kalman filter (EnKF) Ensemble model output statistics (EMOS) Ensemble model output statistics (EMOS) method Ensemble prediction systems (EPS) European Centre for Medium-Range Weather Forecasts (ECMWF) European Flood Alert System (EFAS) Multivariate verification Numerical weather prediction (NWP) model Schaake shuffle Seamless prediction methods Spatiotemporal dependence structures U.S. National Centers for Environmental Prediction (NCEP) Univariate verification Verification 

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© Springer-Verlag GmbH Germany, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of Computational StatisticsHITS gGmbHHeidelbergGermany

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