157 research outputs found

    Predictive verification for the design of partially exchangeable multi-model ensembles

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    This is the final version. Available on open access from Taylor & Francis via the DOI in this recordThe performance of an ensemble forecast, as measured by scoring rules, depends on its number of members. Under the assumption of ensemble member exchangeability, ensemble-adjusted scores provide unbiased estimates of the ensemble-size effect. In this study, the concept of ensemble-adjusted scores is revisited and exploited in the general context of multi-model ensemble forecasting. In particular, an ensemblesize adjustment is proposed for the continuous ranked probability score in a multi-model ensemble setting. The method requires that the ensemble forecasts satisfy generalized multi-model exchangeability conditions. These conditions do not require the models themselves to be exchangeable. The adjusted scores are tested here on a dual-resolution ensemble, an ensemble which combines members drawn from the same numerical model but run at two different grid resolutions. It is shown that performance of different ensemble combinations can be robustly estimated based on a small subset of members from each model. At no additional cost, the ensemble-size effect is investigated not only considering the pooling of potential extra-members but also including the impact of optimal weighting strategies. With simple and efficient tools, the proposed methodology paves the way for predictive verification of multi-model ensemble forecasts; the derived statistics can provide guidance for the design of future operational ensemble configurations without having to run additional ensemble forecast experiments for all the potential configurations

    Evaluating Data Assimilation Algorithms

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    Data assimilation leads naturally to a Bayesian formulation in which the posterior probability distribution of the system state, given the observations, plays a central conceptual role. The aim of this paper is to use this Bayesian posterior probability distribution as a gold standard against which to evaluate various commonly used data assimilation algorithms. A key aspect of geophysical data assimilation is the high dimensionality and low predictability of the computational model. With this in mind, yet with the goal of allowing an explicit and accurate computation of the posterior distribution, we study the 2D Navier-Stokes equations in a periodic geometry. We compute the posterior probability distribution by state-of-the-art statistical sampling techniques. The commonly used algorithms that we evaluate against this accurate gold standard, as quantified by comparing the relative error in reproducing its moments, are 4DVAR and a variety of sequential filtering approximations based on 3DVAR and on extended and ensemble Kalman filters. The primary conclusions are that: (i) with appropriate parameter choices, approximate filters can perform well in reproducing the mean of the desired probability distribution; (ii) however they typically perform poorly when attempting to reproduce the covariance; (iii) this poor performance is compounded by the need to modify the covariance, in order to induce stability. Thus, whilst filters can be a useful tool in predicting mean behavior, they should be viewed with caution as predictors of uncertainty. These conclusions are intrinsic to the algorithms and will not change if the model complexity is increased, for example by employing a smaller viscosity, or by using a detailed NWP model
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