Combining predictive distributions for the statistical post-processing of ensemble forecasts

Sándor Baran and Sebastian Lerch

International Journal of Forecasting, 2018, vol. 34, issue 3, 477-496

Abstract: Statistical post-processing techniques are now used widely for correcting systematic biases and errors in the calibration of ensemble forecasts obtained from multiple runs of numerical weather prediction models. A standard approach is the ensemble model output statistics (EMOS) method, which results in a predictive distribution that is given by a single parametric law, with parameters that depend on the ensemble members. This article assesses the merits of combining multiple EMOS models based on different parametric families. In four case studies with wind speed and precipitation forecasts from two ensemble prediction systems, we investigate the performances of state of the art forecast combination methods and propose a computationally efficient approach for determining linear pool combination weights. We study the performance of forecast combination compared to that of the theoretically superior but cumbersome estimation of a full mixture model, and assess which degree of flexibility of the forecast combination approach yields the best practical results for post-processing applications.

Keywords: Combining forecasts; Comparative studies; Density forecasts; Ensemble model output statistics; Precipitation; Weather forecasting; Wind speed (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:34:y:2018:i:3:p:477-496

DOI: 10.1016/j.ijforecast.2018.01.005

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