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Calibrated Ensemble Forecasts Using Quantile Regression Forests and Ensemble Model Output Statistics

Abstract : Abstract Ensembles used for probabilistic weather forecasting tend to be biased and underdispersive. This paper proposes a statistical method for postprocessing ensembles based on quantile regression forests (QRF), a generalization of random forests for quantile regression. This method does not fit a parametric probability density function (PDF) like in ensemble model output statistics (EMOS) but provides an estimation of desired quantiles. This is a nonparametric approach that eliminates any assumption on the variable subject to calibration. This method can estimate quantiles using not only members of the ensemble but any predictor available including statistics on other variables. The method is applied to the Météo-France 35-member ensemble forecast (PEARP) for surface temperature and wind speed for available lead times from 3 up to 54 h and compared to EMOS. All postprocessed ensembles are much better calibrated than the PEARP raw ensemble and experiments on real data also show that QRF performs better than EMOS, and can bring a real gain for human forecasters compared to EMOS. QRF provides sharp and reliable probabilistic forecasts. At last, classical scoring rules to verify predictive forecasts are completed by the introduction of entropy as a general measure of reliability.
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Submitted on : Tuesday, March 1, 2022 - 5:06:31 PM
Last modification on : Monday, May 16, 2022 - 8:20:31 AM
Long-term archiving on: : Monday, May 30, 2022 - 7:49:30 PM

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Maxime Taillardat, Olivier Mestre, Michaël Zamo, Philippe Naveau. Calibrated Ensemble Forecasts Using Quantile Regression Forests and Ensemble Model Output Statistics. Monthly Weather Review, American Meteorological Society, 2016, 144 (6), pp.2375-2393. ⟨10.1175/MWR-D-15-0260.1⟩. ⟨meteo-03544106⟩

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