Skewed and Mixture of Gaussian Distributions for Ensemble Postprocessing

Maxime Taillardat (1, 2)

1 DIRSE - Météo-France Direction Interrégionale Sud-Est
2 CNRM - Centre national de recherches météorologiques

The implementation of statistical postprocessing of ensemble forecasts is increasingly developed among national weather services. The so-called Ensemble Model Output Statistics (EMOS) method, which consists of generating a given distribution whose parameters depend on the raw ensemble, leads to significant improvements in forecast performance for a low computational cost, and so is particularly appealing for reduced performance computing architectures. However, the choice of a parametric distribution has to be sufficiently consistent so as not to lose information on predictability such as multimodalities or asymmetries. Different distributions are applied to the postprocessing of the European Centre for Medium-range Weather Forecast (ECMWF) ensemble forecast of surface temperature. More precisely, a mixture of Gaussian and skewed normal distributions are tried from 3- up to 360-h lead time forecasts, with different estimation methods. For this work, analytical formulas of the continuous ranked probability score have been derived and appropriate link functions are used to prevent overfitting. The mixture models outperform single parametric distributions, especially for the longest lead times. This statement is valid judging both overall performance and tolerance to misspecification.

Domains: Ocean, Atmosphere; Atmospheric and Oceanic Physics [physics.ao-ph]; Machine Learning [stat.ML]; Applications [stat.AP]; Methodology [stat.ME]; Statistics [math.ST]

Maxime Taillardat. Skewed and Mixture of Gaussian Distributions for Ensemble Postprocessing. Atmosphere, 2021, 12 (8), pp.966. ⟨10.3390/atmos12080966⟩. ⟨meteo-03543695⟩