Analog-Based Ensemble Model Output Statistics

Constantin Junk ForWind—Center for Wind Energy Research, University of Oldenburg, Oldenburg, Germany

Search for other papers by Constantin Junk in
Current site
Google Scholar
PubMed
Close
,
Luca Delle Monache National Center for Atmospheric Research, Boulder, Colorado

Search for other papers by Luca Delle Monache in
Current site
Google Scholar
PubMed
Close
, and
Stefano Alessandrini National Center for Atmospheric Research, Boulder, Colorado

Search for other papers by Stefano Alessandrini in
Current site
Google Scholar
PubMed
Close
Restricted access

We are aware of a technical issue preventing figures and tables from showing in some newly published articles in the full-text HTML view.
While we are resolving the problem, please use the online PDF version of these articles to view figures and tables.

Abstract

An analog-based ensemble model output statistics (EMOS) is proposed to improve EMOS for the calibration of ensemble forecasts. Given a set of analog predictors and corresponding weights, which are optimized with a brute-force continuous ranked probability score (CRPS) minimization, forecasts similar to a current ensemble forecast (i.e., analogs) are searched. The best analogs and the corresponding observations form the training dataset for estimating the EMOS coefficients. To test the new approach for renewable energy applications, wind speed measurements at 100-m height from six measurement towers and wind ensemble forecasts at 100-m height from the European Centre for Medium-Range Weather Forecasts (ECMWF) Ensemble Prediction System (EPS) are used. The analog-based EMOS is compared against EMOS, an adaptive and recursive wind vector calibration (AUV), and an analog ensemble applied to ECMWF EPS. It is shown that the analog-based EMOS outperforms EMOS, AUV, and the analog ensemble at all measurement sites in terms of CRPS and Brier score for common and rare events. The CRPS improvements relative to EMOS reach up to 11% and are statistically significant at almost all sites. The reliability of the analog-based EMOS ensemble for rare events is better compared to EMOS and AUV and is similar compared to the analog ensemble.

Denotes Open Access content.

Publisher’s Note: This article was revised on 19 August 2015 to include the open access designation that was missing when originally published.

Corresponding author address: Constantin Junk, ForWind—University of Oldenburg, Ammerländer Heerstr. 136, 26129 Oldenburg, Germany. E-mail: constantin.junk@forwind.de

Abstract

An analog-based ensemble model output statistics (EMOS) is proposed to improve EMOS for the calibration of ensemble forecasts. Given a set of analog predictors and corresponding weights, which are optimized with a brute-force continuous ranked probability score (CRPS) minimization, forecasts similar to a current ensemble forecast (i.e., analogs) are searched. The best analogs and the corresponding observations form the training dataset for estimating the EMOS coefficients. To test the new approach for renewable energy applications, wind speed measurements at 100-m height from six measurement towers and wind ensemble forecasts at 100-m height from the European Centre for Medium-Range Weather Forecasts (ECMWF) Ensemble Prediction System (EPS) are used. The analog-based EMOS is compared against EMOS, an adaptive and recursive wind vector calibration (AUV), and an analog ensemble applied to ECMWF EPS. It is shown that the analog-based EMOS outperforms EMOS, AUV, and the analog ensemble at all measurement sites in terms of CRPS and Brier score for common and rare events. The CRPS improvements relative to EMOS reach up to 11% and are statistically significant at almost all sites. The reliability of the analog-based EMOS ensemble for rare events is better compared to EMOS and AUV and is similar compared to the analog ensemble.

Denotes Open Access content.

Publisher’s Note: This article was revised on 19 August 2015 to include the open access designation that was missing when originally published.

Corresponding author address: Constantin Junk, ForWind—University of Oldenburg, Ammerländer Heerstr. 136, 26129 Oldenburg, Germany. E-mail: constantin.junk@forwind.de
Save
  • Alessandrini, S., S. Sperati, and P. Pinson, 2013: A comparison between the ECMWF and COSMO Ensemble Prediction Systems applied to short-term wind power forecasting on real data. Appl. Energy, 107, 271–280, doi:10.1016/j.apenergy.2013.02.041.

    • Search Google Scholar
    • Export Citation
  • Baran, S., and S. Lerch, 2015: Log-normal distribution based Ensemble Model Output Statistics models for probabilistic wind-speed forecasting. Quart. J. Roy. Meteor. Soc., doi:10.1002/qj.2521, in press.

    • Search Google Scholar
    • Export Citation
  • Brier, G. W., 1950: Verification of forecasts expressed in terms of probability. Mon. Wea. Rev., 78, 1–3, doi:10.1175/1520-0493(1950)078<0001:VOFEIT>2.0.CO;2.

    • Search Google Scholar
    • Export Citation
  • Bröcker, J., and L. Smith, 2007: Increasing the reliability of reliability diagrams. Wea. Forecasting, 22, 651–661, doi:10.1175/WAF993.1.

    • Search Google Scholar
    • Export Citation
  • Delle Monache, L., T. Nipen, Y. Liu, G. Roux, and R. Stull, 2011: Kalman filter and analog schemes to postprocess numerical weather predictions. Mon. Wea. Rev., 139, 3554–3570, doi:10.1175/2011MWR3653.1.

    • Search Google Scholar
    • Export Citation
  • Delle Monache, L., F. A. Eckel, B. Nagarajan, D. Rife, J. Knievel, T. McClung, and K. R. Searight, 2013a: Optimization of the analog ensemble method. Special Symp. on Advancing Weather and Climate Forecasts: Innovative Techniques and Applications, Austin, TX, Amer. Meteor. Soc., 851. [Available online at https://ams.confex.com/ams/93Annual/webprogram/Paper222187.html.]

  • Delle Monache, L., F. A. Eckel, D. L. Rife, B. Nagarajan, and K. Searight, 2013b: Probabilistic weather prediction with an analog ensemble. Mon. Wea. Rev., 141, 3498–3516, doi:10.1175/MWR-D-12-00281.1.

    • Search Google Scholar
    • Export Citation
  • Efron, B., 1979: Bootstrap methods: Another look at the jackknife. Ann. Stat., 7, 1–26, doi:10.1214/aos/1176344552.

  • Ferro, C. A., D. S. Richardson, and A. P. Weigel, 2008: On the effect of ensemble size on the discrete and continuous ranked probability scores. Meteor. Appl., 15, 19–24, doi:10.1002/met.45.

    • Search Google Scholar
    • Export Citation
  • Gneiting, T., and A. E. Raftery, 2007: Strictly proper scoring rules, prediction, and estimation. J. Amer. Stat. Assoc., 102, 359–378, doi:10.1198/016214506000001437.

    • Search Google Scholar
    • Export Citation
  • Gneiting, T., A. E. Raftery, A. Westveld, and T. Goldman, 2005: Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS estimation. Mon. Wea. Rev., 133, 1098–1118, doi:10.1175/MWR2904.1.

    • Search Google Scholar
    • Export Citation
  • Hamill, T., and J. Whitaker, 2006: Probabilistic quantitative precipitation forecasts based on reforecast analogs: Theory and application. Mon. Wea. Rev., 134, 3209–3229, doi:10.1175/MWR3237.1.

    • Search Google Scholar
    • Export Citation
  • Jammalamadaka, S. R., and A. Sengupta, 2001: Topics in Circular Statistics. Vol. 5. World Scientific Publishing Co. Inc., 336 pp.

  • Junk, C., L. von Bremen, M. Kühn, S. Späth, and D. Heinemann, 2014: Comparison of postprocessing methods for the calibration of 100-m wind ensemble forecasts at off- and onshore sites. J. Appl. Meteor. Climatol., 53, 950–969, doi:10.1175/JAMC-D-13-0162.1.

    • Search Google Scholar
    • Export Citation
  • Junk, C., L. Delle Monache, S. Alessandrini, G. Cervone, and L. von Bremen, 2015: Predictor-weighting strategies for probabilistic wind power forecasting with an analog ensemble. Meteor. Z., doi:10.1127/metz/2015/0659, in press.

    • Search Google Scholar
    • Export Citation
  • Lerch, S., and T. Thorarinsdottir, 2013: Comparison of non-homogeneous regression models for probabilistic wind speed forecasting. Tellus, 65A, 21206, http://dx.doi.org/10.3402/tellusa.v65i0.21206.

    • Search Google Scholar
    • Export Citation
  • Pinson, P., 2012: Adaptive calibration of (u,v)-wind ensemble forecasts. Quart. J. Roy. Meteor. Soc., 138, 1273–1284, doi:10.1002/qj.1873.

    • Search Google Scholar
    • Export Citation
  • Pinson, P., P. McSharry, and H. Madsen, 2010: Reliability diagrams for non-parametric density forecasts of continuous variables: Accounting for serial correlation. Quart. J. Roy. Meteor. Soc., 136, 77–90, doi:10.1002/qj.559.

    • Search Google Scholar
    • Export Citation
  • Raftery, A., T. Gneiting, F. Balabdaoui, and M. Polakowski, 2005: Using Bayesian model averaging to calibrate forecast ensembles. Mon. Wea. Rev., 133, 1155–1174, doi:10.1175/MWR2906.1.

    • Search Google Scholar
    • Export Citation
  • Thorarinsdottir, T., and T. Gneiting, 2010: Probabilistic forecasts of wind speed: Ensemble model output statistics by using heteroscedastic censored regression. J. Roy. Stat. Soc., 173A, 371–388, doi:10.1111/j.1467-985X.2009.00616.x.

    • Search Google Scholar
    • Export Citation
  • Wilks, D. S., 2009: Extending logistic regression to provide full-probability-distribution MOS forecasts. Meteor. Appl., 16, 361–368, doi:10.1002/met.134.

    • Search Google Scholar
    • Export Citation
  • Wilks, D. S., 2011: Statistical Methods in the Atmospheric Sciences. Academic Press, 676 pp.

All Time Past Year Past 30 Days
Abstract Views 0 0 0
Full Text Views 1452 809 463
PDF Downloads 594 118 5