Consolidation of Multimodel Forecasts by Ridge Regression: Application to Pacific Sea Surface Temperature

Abstract

The performance of ridge regression methods for consolidation of multiple seasonal ensemble prediction systems is analyzed. The methods are applied to predict SST in the tropical Pacific based on ensembles from the Development of a European Multimodel Ensemble System for Seasonal-to-Interannual Prediction (DEMETER) models, plus two of NCEP?s operational models. Strategies to increase the ratio of the effective sample size of the training data to the number of coefficients to be fitted are proposed and tested. These strategies include objective selection of a smaller subset of models, pooling of information from neighboring grid points, and consolidating all ensemble members rather than each model?s ensemble average. In all variations of the ridge regression consolidation methods tested, increased effective sample size produces more stable weights and more skillful predictions on independent data. While the scores may not increase significantly as the effective sampling size is increased, the benefit is seen in terms of consistent improvements over the simple equal weight ensemble average. In the western tropical Pacific, most consolidation methods tested outperform the simple equal weight ensemble average; in other regions they have similar skill as measured by both the anomaly correlation and the relative operating curve. The main obstacles to progress are a short period of data and a lack of independent information among models.