The Weighted-Average Lagged Ensemble
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The Weighted-Average Lagged Ensemble

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  • Journal Title:
    Journal of Advances in Modeling Earth Systems
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  • Description:
    A lagged ensemble is an ensemble of forecasts from the same model initialized at different times but verifying at the same time. The skill of a lagged ensemble mean can be improved by assigning weights to different forecasts in such a way as to maximize skill. If the forecasts are bias corrected, then an unbiased weighted lagged ensemble requires the weights to sum to one. Such a scheme is called a weighted-average lagged ensemble. In the limit of uncorrelated errors, the optimal weights are positive and decay monotonically with lead time, so that the least skillful forecasts have the least weight. In more realistic applications, the optimal weights do not always behave this way. This paper presents a series of analytic examples designed to illuminate conditions under which the weights of an optimal weighted-average lagged ensemble become negative or depend nonmonotonically on lead time. It is shown that negative weights are most likely to occur when the errors grow rapidly and are highly correlated across lead time. The weights are most likely to behave nonmonotonically when the mean square error is approximately constant over the range forecasts included in the lagged ensemble. An extreme example of the latter behavior is presented in which the optimal weights vanish everywhere except at the shortest and longest lead times.
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  • Source:
    Journal of Advances in Modeling Earth Systems 9(7), 2739-2752, 2017
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  • Pubmed Central ID:
    PMC5784419
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  • Rights Information:
    CC BY-NC-ND
  • Compliance:
    PMC
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