Online Learning with Optimism and Delay

Inspired by the demands of real-time climate and weather forecasting, we develop optimistic online learning algorithms that require no parameter tuning and have optimal regret guarantees under delayed feedback. Our algorithms -- DORM, DORM+, and AdaHedgeD -- arise from a novel reduction of delayed online learning to optimistic online learning that reveals how optimistic hints can mitigate the regret penalty caused by delay. We pair this delay-as-optimism perspective with a new analysis of optimistic learning that exposes its robustness to hinting errors and a new meta-algorithm for learning effective hinting strategies in the presence of delay. We conclude by benchmarking our algorithms on four subseasonal climate forecasting tasks, demonstrating low regret relative to state-of-the-art forecasting models.Comment: ICML 2021. 9 pages of main paper and 26 pages of appendix tex

Adaptive Bias Correction for Improved Subseasonal Forecasting

Subseasonal forecasting \unicode{x2013} predicting temperature and precipitation 2 to 6 weeks \unicode{x2013} ahead is critical for effective water allocation, wildfire management, and drought and flood mitigation. Recent international research efforts have advanced the subseasonal capabilities of operational dynamical models, yet temperature and precipitation prediction skills remains poor, partly due to stubborn errors in representing atmospheric dynamics and physics inside dynamical models. To counter these errors, we introduce an adaptive bias correction (ABC) method that combines state-of-the-art dynamical forecasts with observations using machine learning. When applied to the leading subseasonal model from the European Centre for Medium-Range Weather Forecasts (ECMWF), ABC improves temperature forecasting skill by 60-90% and precipitation forecasting skill by 40-69% in the contiguous U.S. We couple these performance improvements with a practical workflow, based on Cohort Shapley, for explaining ABC skill gains and identifying higher-skill windows of opportunity based on specific climate conditions.Comment: 16 pages of main paper and 2 pages of appendix tex

Prediction of SPEI using MLR and ANN: a case study for Wilsons Promontory Station in Victoria

The prediction of drought is of major importance in climate-related studies, hydrologic engineering, wildlife or agricultural studies. This study explores the ability of two machine learning methods to predict 1, 3, 6 and 12 months standardized precipitation and evapotranspiration index (SPEI) for the Wilsons Promontory station in eastern Australia. The two methods are multiple linear regression (MLR) and artificial neural networks (ANN). The data-driven models were based on combinations of the input variables: mean precipitations, mean, maximum and minimum temperatures and evapotranspiration, for data between 1915 and 2012. Two performance metrics were used to compare the performance of the optimum MLR and ANN models: the coefficient of determination (R2) and the root mean square error (RMSE). It was found that ANN provided greater accuracy than MLR in forecasting the 1, 3, 6 and 12 months SPEI

Input selection and data-driven model performance optimization to predict the Standardized Precipitation and Evaporation Index in a drought-prone region

Accurate predictions of drought events to plan and manage the adverse effects of drought on agriculture and the environment requires tools that precisely predict standardized drought metrics. Improving on the World Meteorological Organization approved Standardized Precipitation Index (SPI), the multi-scalar Standardized Precipitation and Evapotranspiration Index (SPEI), a variant of the SPI, is a relatively recent drought index, which takes into account the impacts of temperature change on overall dryness, along with precipitation and evapotranspiration effects. In this paper, an extreme learning machine (ELM) model was applied to predict SPEI in a drought-prone region in eastern Australia, and the quality of the model's performance was compared to that of a multiple linear regression (MLR), an artificial neural network (ANN), and a least support vector regression (LSSVR) model. The SPEI data were derived from climatic variables recorded at six weather stations between January 1915 and December 2012. Model performance was evaluated by means of the normalized root mean square error (NRMSE), normalized mean absolute error (NMAE), coefficients of determination (r2), and the Nash-Sutcliffe efficiency coefficient (NASH) in the testing period. Results showed that the ELM and ANN models outperformed the MLR and LSSVR models, and all four models revealed a greater predictive accuracy for the 12-month compared to the 3-month SPEI predictions. For the 12-month SPEI predictions, optimal models had r2 that ranged from 0.668 for the LSSVR model (Station 6) to 0.894 for the ANN model (Station 4). The good agreement between observed and predicted SPEI at different locations within the study region indicated the potential of the developed models to contribute to a more thorough understanding of potential future drought-risks in eastern Australia, and their applicability to drought assessments over multiple timescales. The models and findings have useful implications for water resources assessment in drought-prone regions

WeatherBench: A Benchmark Data Set for Data-Driven Weather Forecasting

Data-driven approaches, most prominently deep learning, have become powerful tools for prediction in many domains. A natural question to ask is whether data-driven methods could also be used to predict global weather patterns days in advance. First studies show promise but the lack of a common data set and evaluation metrics make intercomparison between studies difficult. Here we present a benchmark data set for data-driven medium-range weather forecasting (specifically 3–5 days), a topic of high scientific interest for atmospheric and computer scientists alike. We provide data derived from the ERA5 archive that has been processed to facilitate the use in machine learning models. We propose simple and clear evaluation metrics which will enable a direct comparison between different methods. Further, we provide baseline scores from simple linear regression techniques, deep learning models, as well as purely physical forecasting models. The data set is publicly available at https://github.com/pangeo-data/WeatherBench and the companion code is reproducible with tutorials for getting started. We hope that this data set will accelerate research in data-driven weather forecasting