Skip to main content

Short-Range Ensemble Forecast Post-processing

  • Living reference work entry
  • First Online:
Book cover Handbook of Hydrometeorological Ensemble Forecasting

Abstract

Short-term hydrological ensemble forecasts do not usually account for the uncertainty in the initial conditions. Consequently, raw forecasts are often biased and under-dispersed and must be post-processed. Both precipitation and streamflow forecasts for short lead-time depart from the Gaussian distribution, and this important characteristic limits the choice of possible post-processing approaches. Post-processing is performed by calibrating a statistical model using a training dataset containing past forecasts and the corresponding observations. This chapter covers the most common post-processing approaches for short-term hydrological forecasts. They are divided into four categories: analog methods, regressions, kernel dressing, and Bayesian Model Averaging. The vast majority of post-processing methods can be categorized as regression-based. A selection of the most commonly encountered ones in hydrology is presented: quantile regression, nonhomogeneous regression, and logistic regression. Any post-processing approach brings benefits and drawbacks, which are discussed at the end of this chapter. However, according to the few existing comparative studies, no single method is appropriate for all forecasting situation. Therefore, the reader should make his or her own mind regarding which one to choose, according to his or her own specific needs and limitations.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

References

  • S. Applequist, G.E. Gahrs, R.L. Pfeffer, X.-F. Niu, Comparison of methodologies for probabilistic quantitative precipitation forecasting. Weather Forecast. 17(4), 783–799 (2002)

    Article  Google Scholar 

  • Z. Ben Bouallègue, Calibrated short-range ensemble precipitation forecasts using extended logistic regression with interaction terms. Weather Forecast. 28(2), 515–524 (2013)

    Article  Google Scholar 

  • M.-A. Boucher, L. Perreault, F. Anctil, A.-C. Favre, Exploratory analysis of statistical post-processing methods for hydrological ensemble forecasts, a comparative study. Hydrol. Process. 29, 1141–1155 (2015)

    Article  Google Scholar 

  • J.B. Bremnes, Probabilistic forecasts of precipitation in terms of quantiles using NWP model output. Mon. Weather Rev. 132, 338–347 (2004)

    Article  Google Scholar 

  • J. Broecker, L.A. Smith, From ensemble forecasts to predictive distribution functions. Tellus Ser A 60(4), 663–678 (2008)

    Article  Google Scholar 

  • G.M. Carter, J.P. Dallavalle, H.R. Glahn, Statistical forecasts based on the National Meteorological Center’s numerical weather prediction system. Weather Forecast. 4, 401–412 (1989)

    Article  Google Scholar 

  • M. Clark, S. Gangopadhyay, L. Hay, B. Rajagopalan, R. Wilby, The Schaake shuffle: a method for reconstructing space-time variability in forecasted precipitation and temperature fields. J. Hydrometeorol. 5(1), 243–262 (2004)

    Article  Google Scholar 

  • J. Demargne, L. Wu, S.K. Regonda, J.D. Brown, H. Lee, M.X. He, D.J. Seo, R. Hartman, H.D. Herr, M. Fresch, J. Schaake, Y.J. Zhu, The science of NOAA’s operational hydrologic ensemble forecast service. Bull. Am. Meteorol. Soc. 95(1), 79–98 (2014)

    Article  Google Scholar 

  • V. Fortin, A.-C. Favre, M. Saïd, Probabilistic forecasting from ensemble prediction systems: improving upon the best-member method by using a different weight and dressing kernel for each member. Q. J. R. Meteorol. Soc. 132(617), 1349–1369 (2006)

    Article  Google Scholar 

  • C. Fraley, A.E. Raftery, J.M. Sloughter, T. Gneiting, ensembleBMA: An R Package for Probabilistic Forecasting Using Ensembles and Bayesian Model Averaging. Technical Report 516 (Department of Statistics, University of Washington, 2007)

    Google Scholar 

  • C. Fraley, A.E. Raftery, T. Gneiting, Calibrating multi-model forecast ensembles with exchangeable and missing members using Bayesian Model Averaging. Mon. Weather Rev. 138, 190–202 (2010)

    Article  Google Scholar 

  • P. Friederichs, A. Hense, Statistical downscaling of extreme precipitation events using censored quantile regression. Mon. Weather Rev. 135(6), 2365–2378 (2007)

    Article  Google Scholar 

  • F. Fundel, M. Zappa, Hydrological ensemble forecasting in mesoscale catchments: sensitivity to initial conditions and value of reforecasts. Water Resour. Res. 47(9), p 9520 (2011)

    Google Scholar 

  • H.R. Glahn, D.A. Lowry, The use of model output statistics (MOS) in objective weather forecasting. J. Appl. Meteorol. 11, 1203–1211 (1972)

    Article  Google Scholar 

  • T. Gneiting, A.-E. Raftery, A.-H. Westveld, T. Goldman, Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS estimation. Mon. Weather Rev. 133(5), 1098–1118 (2005)

    Article  Google Scholar 

  • T.M. Hamill, Verification of TIGGE multimodel and ECMWF reforecast-calibrated probabilistic precipitation forecasts over the contiguous United States. Mon. Weather Rev. 140, 2232–2252 (2012)

    Article  Google Scholar 

  • T.M. Hamill, J.S. Whitaker, Probabilistic quantitative precipitation forecasts based on reforecast analogs: theory and application. Mon. Weather Rev. 134(11), 3209–3229 (2006)

    Article  Google Scholar 

  • J.A. Hoeting, D. Madigan, A.E. Raftery, C.T. Volinsky, Bayesian Model Averaging: a tutorial (with discussion). Stat. Sci. 14(4), 382–417 (1999). Correction: vol. 15, pp. 193–195. The corrected version is available at http://www.stat.washington.edu/www/research/online/hoeting1999.pdf

  • C. Johnson, N. Bowler, On the reliability and calibration of ensemble forecasts. Mon. Weather Rev. 137, 1717–1720 (2009)

    Article  Google Scholar 

  • T.H. Kang, Y.O. Kim, I.P. Hong, Comparison of pre- and post-processors for ensemble streamflow prediction. Atmos. Sci. Lett. 11(2), 153–159 (2010)

    Article  Google Scholar 

  • R. Koenker, Quantile regression in R: a vignette (2018). Retrieved from https://cran.r-project.org/web/packages/quantreg/vignettes/rq.pdf

  • R. Koenker, G. Basset, Regression quantiles. Econometrica 46(1), 33–50 (1978)

    Article  Google Scholar 

  • E.N. Lorenz, Atmospheric predictability as revealed by naturally occurring analogues. J. Atmos. Sci. 26(4), 636–646 (1969)

    Article  Google Scholar 

  • R. Marty, V. Fortin, H. Kuswanto, A.-C. Favre, E. Parent, Combining the Bayesian processor of output with Bayesian Model Averaging for reliable ensemble forecasting. J. R. Stat. Soc. C Appl. Stat. 64(1), 75–92 (2014)

    Article  Google Scholar 

  • J.W. Messner, A. Zeileis, crch: Censored Regression with Conditional Heteroscedasticity (2013). R package version 0.1-0

    Google Scholar 

  • J.W. Messner, G.J. Mayr, D.S. Wilks, A. Zeileis, Extending extended logistic regression: extended vs. separate vs. ordered vs. censored. Mon. Weather Rev. 142(8), 3003–3014 (2014a)

    Google Scholar 

  • J.W. Messner, G.J. Mayr, A. Zeileis, D.S. Wilks, Heteroscedastic extended logistic regression for post-processing of ensemble guidance. Mon. Weather Rev. 142(1), 448–456 (2014b)

    Article  Google Scholar 

  • J.A. Nelder, R.W.M. Wedderburn, Generalized linear models. J. R. Stat. Soc. Ser. A Gen. 135(3), 370–384 (1972)

    Article  Google Scholar 

  • T.C. Pagano, D.L. Shrestha, Q.J. Wang, D. Robertson, P. Hapuarachchi, Ensemble dressing for hydrological applications. Hydrol. Process. 27(1), 106–116 (2013)

    Article  Google Scholar 

  • A.E. Raftery, T. Gneiting, F. Balabdaoui, M. Polakowski, Using Bayesian Model Averaging to calibrate forecast ensembles. Mon. Weather Rev. 133, 1155–1174 (2005)

    Article  Google Scholar 

  • E. Roulin, S. Vannitsem, Post-processing of ensemble precipitation predictions with extended logistic regression based on hindcasts. Mon. Weather Rev. 140, 874–888 (2012)

    Article  Google Scholar 

  • E. Roulin, S. Vannitsem, Post-processing of medium range probabilistic hydrological forecasting: impact of forcing, initial conditions and model errors. Hydrol. Process. 29(6), 1434–1449 (2014)

    Article  Google Scholar 

  • M.-S. Roulston, L.-A. Smith, Combining dynamical and statistical ensembles. Tellus 55A(1), 16–30 (2003)

    Article  Google Scholar 

  • R. Schefzik, T.L. Thorarinsdottir, T. Gneiting, Uncertainty quantification in complex simulation models using ensemble copula coupling. Stat. Sci. 28(4), 616–640 (2013)

    Article  Google Scholar 

  • M. Scheuerer, Probabilistic quantitative precipitation forecasting using ensemble model output statistics. Q. J. R. Meteorol. Soc. 140(680), 1086–1096 (2014)

    Article  Google Scholar 

  • M.J. Schmeits, K.J. Kok, A comparison between raw ensemble output, (modified) Bayesian Model Averaging, and extended logistic regression using ECMWF ensemble precipitation reforecasts. Mon. Weather Rev. 138, 4199–4211 (2010)

    Article  Google Scholar 

  • J.M. Sloughter, A.E. Raftery, T. Gneiting, Probabilistic quantitative precipitation forecasting using Bayesian Model Averaging. Mon. Weather Rev. 135, 3209–3220 (2007)

    Article  Google Scholar 

  • S.J. van Andel, A.H. Weerts, J. Schaake, K. Bogner, Post-processing hydrological ensemble predictions intercomparison experiment. Hydrol. Process. 27(1), 158–161 (2012)

    Article  Google Scholar 

  • H.M. Van Den Dool, Searching for analogues, how long must we wait? Tellus A 46, 314–324 (1994)

    Article  Google Scholar 

  • B. Van Schaeybroeck, S. Vannitsem, Post-processing through linear regression. Nonlinear Process. Geophys. 18, 147–160 (2011)

    Article  Google Scholar 

  • B. Van Schaeybroeck, S. Vannitsem, Ensemble post-processing using member-by-member approaches: theoretical aspects. Q. J. R. Meteorol. Soc. 141(688), 807–818 Part: A Published: APR 2015. Early View (2014)

    Google Scholar 

  • S. Vannitsem, A unified linear model output statistics scheme for both deterministic and ensemble forecasts. Q. J. R. Meteorol. Soc. 135(644), 1801–1815 (2009)

    Article  Google Scholar 

  • J.S. Verkade, J.D. Brown, P. Reggiani, A.H. Weerts, Post-processing ECMWF precipitation and temperature ensemble reforecasts for operational hydrologic forecasting at various spatial scales. Mon. Weather Rev. 135(6), 2379–2390 (2007)

    Article  Google Scholar 

  • M.-P. Wand, M.-C. Jones, Kernel Smoothing (Chapman and Hall, London, 1995)

    Book  Google Scholar 

  • A.H. Weerts, H.C. Winsemius, J.S. Verkade, Estimation of predictive hydrological uncertainty using quantile regression: example from the national flood forecasting system (England and Wales). Hydrol. Earth Syst. Sci. 15, 255–265 (2011)

    Article  Google Scholar 

  • D.S. Wilks, Comparison of ensemble-MOS methods in the Lorenz ’96 setting. Meteorol. Appl. 13(3), 243–256 (2006)

    Article  Google Scholar 

  • D.S. Wilks, Extending logistic regression to provide full-probability-distribution MOS forecasts. Meteorol. Appl. 16(3), 361–368 (2009)

    Article  Google Scholar 

  • D.S. Wilks, Statistical Methods in the Atmospheric Sciences (Academic/Elsevier, 2011)

    Google Scholar 

  • D.S. Wilks, T.M. Hamill, Comparison of ensemble-MOS methods using GFS reforecasts. Mon. Weather Rev. 135(6), 2379–2390 (2007)

    Article  Google Scholar 

  • R.M. Williams, C.A.T. Ferro, F. Kwasniok, A comparison of ensemble post-processing methods for extreme events. Q. J. R. Meteorol. Soc. 140, 1112–1120 (2014)

    Article  Google Scholar 

  • L.J. Wilson, S. Beauregard, A.E. Raftery, R. Verret, Calibrated surface temperature forecasts from the Canadian ensemble prediction system using Bayesian Model Averaging (with discussion). Mon. Weather Rev. 135, 1364–1385 (2007). Discussion pages 4226–4236

    Article  Google Scholar 

  • A.W. Wood, Dynamical-statistical approaches for hydrological ensemble prediction, in Science Symposium Proceedings, Melbourne, Australia, 2012 (CSIRO: Water for a Healthy Country National Research Flagship, 2012)

    Google Scholar 

  • A.W. Wood, J.C. Schaake, Correcting errors in streamflow forecast ensemble mean and spread. J. Hydrometeorol. 9, 132–148 (2008)

    Article  Google Scholar 

  • L. Zhao, Q. Duan, J. Schaake, A. Ye, J. Xia, A hydrologic post-processor for ensemble streamflow predictions. Adv. Geosci. 29, 51–59 (2011)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to M. -A. Boucher .

Editor information

Editors and Affiliations

Section Editor information

Rights and permissions

Reprints and permissions

Copyright information

© 2018 Springer-Verlag GmbH Germany, part of Springer Nature

About this entry

Check for updates. Verify currency and authenticity via CrossMark

Cite this entry

Boucher, M.A., Roulin, E., Fortin, V. (2018). Short-Range Ensemble Forecast Post-processing. In: Duan, Q., Pappenberger, F., Thielen, J., Wood, A., Cloke, H., Schaake, J. (eds) Handbook of Hydrometeorological Ensemble Forecasting. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-40457-3_71-1

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-40457-3_71-1

  • Received:

  • Accepted:

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-40457-3

  • Online ISBN: 978-3-642-40457-3

  • eBook Packages: Springer Reference Earth and Environm. ScienceReference Module Physical and Materials ScienceReference Module Earth and Environmental Sciences

Publish with us

Policies and ethics