Statistical Deterministic and Ensemble Seasonal Prediction of Tropical Cyclones in the Northwest Australian Region

Statistical seasonal prediction of tropical cyclones (TCs) has been ongoing for quite some time in many different ocean basins across the world. While a few basins (e.g., North Atlantic and western North Pacific) have been extensively studied and forecasted for many years, Southern Hemispheric TCs have been less frequently studied and generally grouped as a whole or into two primary basins: southern Indian Ocean and Australian. This paper investigates the predictability of TCs in the northwest Australian (NWAUS) basin of the southeast Indian Ocean (105°–135°E) and describes two statistical approaches to the seasonal prediction of TC frequency, TC days, and accumulated cyclone energy (ACE). The first approach is a traditional deterministic seasonal prediction using predictors identified from NCEP–NCAR reanalysis fields using multiple linear regression. The second is a 100-member statistical ensemble approach with the same predictors as the deterministic model but with a resampling of the dataset with replacement and smearing input values to generate slightly different coefficients in the multiple linear regression prediction equations. Both the deterministic and ensemble schemes provide valuable forecasts that are better than climatological forecasts. The ensemble approach outperforms the deterministic model as well as adding quantitative uncertainty that reflects the predictability of a given TC season

A Bayesian Hierarchical Approach to Ensemble Weather Forecasting

In meteorology, the traditional approach to forecasting employs deterministic models mimicking atmospheric dynamics. Forecast uncertainty due to the partial knowledge of initial conditions is tackled by Ensemble Predictions Systems (EPS). Probabilistic forecasting is a relatively new approach which may properly account for all sources of uncertainty. In this work we propose a hierarchical Bayesian model which develops this idea and makes it possible to deal with an EPS with non-identifiable members using a suitable definition of the second level of the model. An application to Italian small-scale temperature data is shown.Ensemble Prediction System, hierarchical Bayesian model, predictive distribution, probabilistic forecast, verification rank histogram.

Dual state-parameter estimation of hydrological models using ensemble Kalman filter

Hydrologic models are twofold: models for understanding physical processes and models for prediction. This study addresses the latter, which modelers use to predict, for example, streamflow at some future time given knowledge of the current state of the system and model parameters. In this respect, good estimates of the parameters and state variables are needed to enable the model to generate accurate forecasts. In this paper, a dual state-parameter estimation approach is presented based on the Ensemble Kalman Filter (EnKF) for sequential estimation of both parameters and state variables of a hydrologic model. A systematic approach for identification of the perturbation factors used for ensemble generation and for selection of ensemble size is discussed. The dual EnKF methodology introduces a number of novel features: (1) both model states and parameters can be estimated simultaneously; (2) the algorithm is recursive and therefore does not require storage of all past information, as is the case in the batch calibration procedures; and (3) the various sources of uncertainties can be properly addressed, including input, output, and parameter uncertainties. The applicability and usefulness of the dual EnKF approach for ensemble streamflow forecasting is demonstrated using a conceptual rainfall-runoff model. © 2004 Elsevier Ltd. All rights reserved

Bayesian Nonparametric Calibration and Combination of Predictive Distributions

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights. Building on the work of Ranjan, R. and Gneiting, T. (2010) and Gneiting, T. and Ranjan, R. (2013), we use infinite beta mixtures for the calibration. The proposed Bayesian nonparametric approach takes advantage of the flexibility of Dirichlet process mixtures to achieve any continuous deformation of linearly combined predictive distributions. The inference procedure is based on Gibbs sampling and allows accounting for uncertainty in the number of mixture components, mixture weights, and calibration parameters. The weak posterior consistency of the Bayesian nonparametric calibration is provided under suitable conditions for unknown true density. We study the methodology in simulation examples with fat tails and multimodal densities and apply it to density forecasts of daily S&P returns and daily maximum wind speed at the Frankfurt airport.Comment: arXiv admin note: text overlap with arXiv:1305.2026 by other author

Solar Irradiance Forecasting Using Dynamic Ensemble Selection

Solar irradiance forecasting has been an essential topic in renewable energy generation. Forecasting is an important task because it can improve the planning and operation of photovoltaic systems, resulting in economic advantages. Traditionally, single models are employed in this task. However, issues regarding the selection of an inappropriate model, misspecification, or the presence of random fluctuations in the solar irradiance series can result in this approach underperforming. This paper proposes a heterogeneous ensemble dynamic selection model, named HetDS, to forecast solar irradiance. For each unseen test pattern, HetDS chooses the most suitable forecasting model based on a pool of seven well-known literature methods: ARIMA, support vector regression (SVR), multilayer perceptron neural network (MLP), extreme learning machine (ELM), deep belief network (DBN), random forest (RF), and gradient boosting (GB). The experimental evaluation was performed with four data sets of hourly solar irradiance measurements in Brazil. The proposed model attained an overall accuracy that is superior to the single models in terms of five well-known error metrics