Jakob W. Messner

Heteroscedastic Extended Logistic Regression for Postprocessing of Ensemble Guidance

AbstractTo achieve well-calibrated probabilistic forecasts, ensemble forecasts are often statistically postprocessed. One recent ensemble-calibration method is extended logistic regression, which extends the popular logistic regression to yield full probability distribution forecasts. Although the purpose of this method is to postprocess ensemble forecasts, usually only the ensemble mean is used as the predictor variable, whereas the ensemble spread is neglected because it does not improve the forecasts. In this study it is shown that when simply used as an ordinary predictor variable in extended logistic regression, the ensemble spread affects the location but not the variance of the predictive distribution. Uncertainty information contained in the ensemble spread is therefore not utilized appropriately. To solve this drawback a new approach is proposed where the ensemble spread is directly used to predict the dispersion of the predictive distribution. With wind speed data and ensemble forecasts from the...

Wind Speeds at Heights Crucial for Wind Energy: Measurements and Verification of Forecasts

AbstractWind speed measurements from one year from meteorological towers and wind turbines at heights between 20 and 250 m for various European sites are analyzed and are compared with operational short-term forecasts of the global ECMWF model. The measurement sites encompass a variety of terrain: offshore, coastal, flat, hilly, and mountainous regions, with low and high vegetation and also urban influences. The strongly differing site characteristics modulate the relative contribution of synoptic-scale and smaller-scale forcing to local wind conditions and thus the performance of the NWP model. The goal of this study was to determine the best-verifying model wind among various standard wind outputs and interpolation methods as well as to reveal its skill relative to the different site characteristics. Highest skill is reached by wind from a neighboring model level, as well as by linearly interpolated wind from neighboring model levels, whereas the frequently applied 10-m wind logarithmically extrapolated...

Extending Extended Logistic Regression: Extended versus Separate versus Ordered versus Censored

AbstractExtended logistic regression is a recent ensemble calibration method that extends logistic regression to provide full continuous probability distribution forecasts. It assumes conditional logistic distributions for the (transformed) predictand and fits these using selected predictand category probabilities. In this study extended logistic regression is compared to the closely related ordered and censored logistic regression models. Ordered logistic regression avoids the logistic distribution assumption but does not yield full probability distribution forecasts, whereas censored regression directly fits the full conditional predictive distributions. The performance of these and other ensemble postprocessing methods is tested on wind speed and precipitation data from several European locations and ensemble forecasts from the European Centre for Medium-Range Weather Forecasts (ECMWF). Ordered logistic regression performed similarly to extended logistic regression for probability forecasts of discrete...

Non-homogeneous boosting for predictor selection in ensemble post-processing

Non-homogeneous regression is often used to statistically post-process ensemble forecasts. Usually only ensemble forecasts of the predictand variable are used as input but other potentially useful information sources are ignored. Although it is straightforward to add further input variables, overfitting can easily deteriorate the forecast performance for increasing numbers of input variables. This paper proposes a boosting algorithm to estimate the regression coefficients while automatically selecting the most relevant input variables by restricting the coefficients of less important variables to zero. A case study with ensemble forecasts from the European Centre for Medium-Range Weather Forecasts (ECMWF) shows that this approach effectively selects important input variables to clearly improve minimum and maximum temperature predictions at 5 central European stations.

Spatio-Temporal Precipitation Climatology over Complex Terrain Using a Censored Additive Regression Model

ABSTRACT Flexible spatio‐temporal models are widely used to create reliable and accurate estimates for precipitation climatologies. Most models are based on square root transformed monthly or annual means, where a normal distribution seems to be appropriate. This assumption becomes invalid on a daily time scale as the observations involve large fractions of zero observations and are limited to non‐negative values. We develop a novel spatio‐temporal model to estimate the full climatological distribution of precipitation on a daily time scale over complex terrain using a left‐censored normal distribution. The results demonstrate that the new method is able to account for the non‐normal distribution and the large fraction of zero observations. The new climatology provides the full climatological distribution on a very high spatial and temporal resolution, and is competitive with, or even outperforms existing methods, even for arbitrary locations.

Probabilistic Forecasts Using Analogs in the Idealized Lorenz96 Setting

AbstractThree methods to make probabilistic weather forecasts by using analogs are presented and tested. The basic idea of these methods is that finding similar NWP model forecasts to the current one in an archive of past forecasts and taking the corresponding analyses as prediction should remove all systematic errors of the model. Furthermore, this statistical postprocessing can convert NWP forecasts to forecasts for point locations and easily turn deterministic forecasts into probabilistic ones. These methods are tested in the idealized Lorenz96 system and compared to a benchmark bracket formed by ensemble relative frequencies from direct model output and logistic regression. The analog methods excel at longer lead times.

Ensemble Post-Processing of Daily Precipitation Sums over Complex Terrain Using Censored High-Resolution Standardized Anomalies

AbstractProbabilistic forecasts provided by numerical ensemble prediction systems have systematic errors and are typically underdispersive. This is especially true over complex topography with extensive terrain induced small-scale effects which cannot be resolved by the ensemble system. To alleviate these errors statistical post-processing methods are often applied to calibrate the forecasts. This article presents a new full-distributional spatial post-processing method for daily precipitation sums based on the Standardized Anomaly Model Output Statistics (SAMOS) approach. Observations and forecasts are transformed into standardized anomalies by subtracting the long-term climatological mean and dividing by the climatological standard deviation. This removes all site-specific characteristics from the data and permits to fit one single regression model for all stations at once. As the model does not depend on the station locations, it directly allows to create probabilistic forecasts for any arbitrary location. SAMOS uses a left-censored power-transformed logistic response distribution to account for the large fraction of zero observations (dry days), the limitation to non-negative values, and the positive skewness of the data. ECMWF reforecasts are used for model training and to correct the ECMWF ensemble forecasts with the big advantage that SAMOS does not require an extensive archive of past ensemble forecasts as only the most recent four reforecasts are needed and it automatically adapts to changes in the ECMWF ensemble model. The application of the new method to the central Alps shows that the new method is able to depict the small-scale properties and returns accurate fully probabilistic spatial forecasts.

Predicting Wind Power with Reforecasts

AbstractEnergy traders and decision-makers need accurate wind power forecasts. For this purpose, numerical weather predictions (NWPs) are often statistically postprocessed to correct systematic errors. This requires a dataset of past forecasts and observations that is often limited by frequent NWP model enhancements that change the statistical model properties. Reforecasts that recompute past forecasts with a recent model provide considerably longer datasets but usually have weaker setups than operational models. This study tests the reforecasts from the National Oceanic and Atmospheric Administration (NOAA) and the European Centre for Medium-Range Weather Forecasts (ECMWF) for wind power predictions. The NOAA reforecast clearly performs worse than the ECMWF reforecast, the operational ECMWF deterministic and ensemble forecasts, and a limited-area model of the Austrian weather service [Zentralanstalt fur Meteorologie und Geodynamik (ZAMG)]. On the contrary, the ECMWF reforecast has, of all tested models, ...

Simultaneous Ensemble Post-Processing for Multiple Lead Times with Standardized Anomalies

Statistical post-processing of ensemble predictions is usually adjusted to a particular lead time so that several models must be fitted to forecast multiple lead times. To increase the coherence between lead times, we propose to use standardized anomalies instead of direct observations and predictions. By subtracting a climatological mean and dividing by the climatological standard deviation, lead-time-specific characteristics are eliminated and several lead times can be forecasted simultaneously. The results show that forecasts between +12 and +120 h can be fitted together with a comparable forecast skill to a conventional method. Furthermore, forecasts can be produced with a temporal resolution as high as the observation interval e.g., up to ten minutes.

Fine-Tuning Nonhomogeneous Regression for Probabilistic Precipitation Forecasts: Unanimous Predictions, Heavy Tails, and Link Functions

AbstractRaw ensemble forecasts of precipitation amounts and their forecast uncertainty have large errors, especially in mountainous regions where the modeled topography in the numerical weather prediction model and real topography differ most. Therefore, statistical postprocessing is typically applied to obtain automatically corrected weather forecasts. This study applies the nonhomogenous regression framework as a state-of-the-art ensemble postprocessing technique to predict a full forecast distribution and improves its forecast performance with three statistical refinements. First of all, a novel split-type approach effectively accounts for unanimous zero precipitation predictions of the global ensemble model of the ECMWF. Additionally, the statistical model uses a censored logistic distribution to deal with the heavy tails of precipitation amounts. Finally, it is investigated which are the most suitable link functions for the optimization of regression coefficients for the scale parameter. These three ...