Combining low-dimensional ensemble postprocessing with reordering methods

TL;DR

This paper introduces a novel ensemble postprocessing method that combines low-dimensional parametric techniques with reordering strategies to improve multivariate weather forecast calibration and accuracy.

Contribution

It proposes a new approach that integrates low-dimensional parametric postprocessing with reordering methods to enhance high-dimensional ensemble forecast calibration.

Findings

Outperforms reference ensembles in temperature and wind speed forecasts

Shows good predictive skill in European weather forecast data

Effectively combines parametric and non-parametric postprocessing techniques

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.