Preemptive Forecasts Using an Ensemble Kalman Filter

Brian J. Etherton Department of Geography and Earth Science, University of North Carolina at Charlotte, Charlotte, North Carolina

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Abstract

An ensemble Kalman filter (EnKF) estimates the error statistics of a model forecast using an ensemble of model forecasts. One use of an EnKF is data assimilation, resulting in the creation of an increment to the first-guess field at the observation time. Another use of an EnKF is to propagate error statistics of a model forecast forward in time, such as is done for optimizing the location of adaptive observations. Combining these two uses of an ensemble Kalman filter, a “preemptive forecast” can be generated. In a preemptive forecast, the increment to the first-guess field is, using ensembles, propagated to some future time and added to the future control forecast, resulting in a new forecast. This new forecast requires no more time to produce than the time needed to run a data assimilation scheme, as no model integration is necessary. In an observing system simulation experiment (OSSE), a barotropic vorticity model was run to produce a 300-day “nature run.” The same model, run with a different vorticity forcing scheme, served as the forecast model. The model produced 24- and 48-h forecasts for each of the 300 days. The model was initialized every 24 h by assimilating observations of the nature run using a hybrid ensemble Kalman filter–three-dimensional variational data assimilation (3DVAR) scheme. In addition to the control forecast, a 64-member forecast ensemble was generated for each of the 300 days. Every 24 h, given a set of observations, the 64-member ensemble, and the control run, an EnKF was used to create 24-h preemptive forecasts. The preemptive forecasts were more accurate than the unmodified, original 48-h forecasts, though not quite as accurate as the 24-h forecast obtained from a new model integration initialized by assimilating the same observations as were used in the preemptive forecasts. The accuracy of the preemptive forecasts improved significantly when 1) the ensemble-based error statistics used by the EnKF were localized using a Schur product and 2) a model error term was included in the background error covariance matrices.

Corresponding author address: Brian J. Etherton, Dept. of Geography and Earth Science, University of North Carolina at Charlotte, 9201 University City Blvd., Charlotte, NC 28223. Email: betherto@uncc.edu

Abstract

An ensemble Kalman filter (EnKF) estimates the error statistics of a model forecast using an ensemble of model forecasts. One use of an EnKF is data assimilation, resulting in the creation of an increment to the first-guess field at the observation time. Another use of an EnKF is to propagate error statistics of a model forecast forward in time, such as is done for optimizing the location of adaptive observations. Combining these two uses of an ensemble Kalman filter, a “preemptive forecast” can be generated. In a preemptive forecast, the increment to the first-guess field is, using ensembles, propagated to some future time and added to the future control forecast, resulting in a new forecast. This new forecast requires no more time to produce than the time needed to run a data assimilation scheme, as no model integration is necessary. In an observing system simulation experiment (OSSE), a barotropic vorticity model was run to produce a 300-day “nature run.” The same model, run with a different vorticity forcing scheme, served as the forecast model. The model produced 24- and 48-h forecasts for each of the 300 days. The model was initialized every 24 h by assimilating observations of the nature run using a hybrid ensemble Kalman filter–three-dimensional variational data assimilation (3DVAR) scheme. In addition to the control forecast, a 64-member forecast ensemble was generated for each of the 300 days. Every 24 h, given a set of observations, the 64-member ensemble, and the control run, an EnKF was used to create 24-h preemptive forecasts. The preemptive forecasts were more accurate than the unmodified, original 48-h forecasts, though not quite as accurate as the 24-h forecast obtained from a new model integration initialized by assimilating the same observations as were used in the preemptive forecasts. The accuracy of the preemptive forecasts improved significantly when 1) the ensemble-based error statistics used by the EnKF were localized using a Schur product and 2) a model error term was included in the background error covariance matrices.

Corresponding author address: Brian J. Etherton, Dept. of Geography and Earth Science, University of North Carolina at Charlotte, 9201 University City Blvd., Charlotte, NC 28223. Email: betherto@uncc.edu

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