Inaccuracies with Multimodel Postprocessing Methods Involving Weighted, Regression-Corrected Forecasts
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Inaccuracies with Multimodel Postprocessing Methods Involving Weighted, Regression-Corrected Forecasts
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  • Source:
    Monthly Weather Review, 144(4), 1649-1668.
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  • Description:
    Ensemble postprocessing is frequently applied to correct biases and deficiencies in the spread of ensemble forecasts. Methods involving weighted, regression-corrected forecasts address the typical biases and under-dispersion of ensembles through a regression correction of ensemble members followed by the generation of a probability density function (PDF) from the weighted sum of kernels fit around each corrected member. The weighting step accounts for the situation where the ensemble is constructed from different model forecasts or generated in some way that creates ensemble members that do not represent equally likely states. In the present work, it is shown that an overweighting of climatology in weighted, regression-corrected forecasts can occur when one first performs a regression-based correction before weighting each member. This overweighting of climatology results in an increase in the mean-squared error of the mean of the predicted PDF. The overweighting of climatology is illustrated in a simulation study and a real-data study, where the reference is generated through a direct application of Bayes's rule. The real-data example is a comparison of a particular method referred to as Bayesian model averaging (BMA) and a direct application of Bayes's rule for ocean wave heights using U.S. Navy and National Weather Service global deterministic forecasts. This direct application of Bayes's rule is shown to not overweight climatology and may be a low-cost replacement for the generally more expensive weighted, regression-correction methods.
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