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Multivariate Postprocessing Methods for High-Dimensional Seasonal Weather Forecasts
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DOI：10.1080/01621459.2020.1769634.png)
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Abstract
En 中文
Seasonal weather forecasts are crucial for long-term planning in many practical situations and skillful forecasts may have substantial economic and humanitarian implications. Current seasonal forecasting models require statistical postprocessing of the output to correct systematic biases and unrealistic uncertainty assessments. We propose a multivariate postprocessing approach using covariance tapering, combined with a dimension reduction step based on principal component analysis for efficient computation. Our proposed technique can correctly and efficiently handle nonstationary, non-isotropic and negatively correlated spatial error patterns, and is applicable on a global scale. Further, a moving average approach to marginal postprocessing is shown to flexibly handle trends in biases caused by global warming, and short training periods. In an application to global sea surface temperature forecasts issued by the Norwegian climate prediction model, our proposed methodology is shown to outperform known reference methods.for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
Keywords:
Covariance regularization
Moving average
Multivariate postprocessing
Probabilistic forecast
Sea surface temperature
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