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contributor authorFraley, Chris
contributor authorRaftery, Adrian E.
contributor authorGneiting, Tilmann
date accessioned2017-06-09T16:32:22Z
date available2017-06-09T16:32:22Z
date copyright2010/01/01
date issued2010
identifier issn0027-0644
identifier otherams-69630.pdf
identifier urihttp://onlinelibrary.yabesh.ir/handle/yetl/4211320
description abstractBayesian model averaging (BMA) is a statistical postprocessing technique that generates calibrated and sharp predictive probability density functions (PDFs) from forecast ensembles. It represents the predictive PDF as a weighted average of PDFs centered on the bias-corrected ensemble members, where the weights reflect the relative skill of the individual members over a training period. This work adapts the BMA approach to situations that arise frequently in practice; namely, when one or more of the member forecasts are exchangeable, and when there are missing ensemble members. Exchangeable members differ in random perturbations only, such as the members of bred ensembles, singular vector ensembles, or ensemble Kalman filter systems. Accounting for exchangeability simplifies the BMA approach, in that the BMA weights and the parameters of the component PDFs can be assumed to be equal within each exchangeable group. With these adaptations, BMA can be applied to postprocess multimodel ensembles of any composition. In experiments with surface temperature and quantitative precipitation forecasts from the University of Washington mesoscale ensemble and ensemble Kalman filter systems over the Pacific Northwest, the proposed extensions yield good results. The BMA method is robust to exchangeability assumptions, and the BMA postprocessed combined ensemble shows better verification results than any of the individual, raw, or BMA postprocessed ensemble systems. These results suggest that statistically postprocessed multimodel ensembles can outperform individual ensemble systems, even in cases in which one of the constituent systems is superior to the others.
publisherAmerican Meteorological Society
titleCalibrating Multimodel Forecast Ensembles with Exchangeable and Missing Members Using Bayesian Model Averaging
typeJournal Paper
journal volume138
journal issue1
journal titleMonthly Weather Review
identifier doi10.1175/2009MWR3046.1
journal fristpage190
journal lastpage202
treeMonthly Weather Review:;2010:;volume( 138 ):;issue: 001
contenttypeFulltext


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