IDEAS home Printed from https://ideas.repec.org/p/inn/wpaper/2016-21.html
   My bibliography  Save this paper

Ensemble Post-Processing of Daily Precipitation Sums over Complex Terrain Using Censored High-Resolution Standardized Anomalies

Author

Listed:
  • Reto Stauffer
  • Jakob W. Messner
  • Georg J. Mayr
  • Nikolaus Umlauf
  • Achim Zeileis

Abstract

Probabilistic forecasts provided by numerical ensemble prediction systems have systematic errors and are typically underdispersive. This is especially true over complex topography with extensive terrain induced small-scale effects which cannot be resolved by the ensemble system. To alleviate these errors statistical post-processing methods are often applied to calibrate the forecasts. This article presents a new full-distributional spatial post-processing method for daily precipitation sums based on the Standardized Anomaly Model Output Statistics (SAMOS) approach. Observations and forecasts are transformed into standardized anomalies by subtracting the long-term climatological mean and dividing by the climatological standard deviation. This removes all site-specific characteristics from the data and permits to fit one single regression model for all stations at once. As the model does not depend on the station locations, it directly allows to create probabilistic forecasts for any arbitrary location. SAMOS uses a left-censored power-transformed logistic response distribution to account for the large fraction of zero observations (dry days), the limitation to non-negative values, and the positive skewness of the data. ECMWF reforecasts are used for model training and to correct the ECMWF ensemble forecasts with the big advantage that SAMOS does not require an extensive archive of past ensemble forecasts as only the most recent four reforecasts are needed and it automatically adapts to changes in the ECMWF ensemble model. The application of the new method to the central Alps shows that the new method is able to depict the small-scale properties and returns accurate fully probabilistic spatial forecasts.

Suggested Citation

  • Reto Stauffer & Jakob W. Messner & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2016. "Ensemble Post-Processing of Daily Precipitation Sums over Complex Terrain Using Censored High-Resolution Standardized Anomalies," Working Papers 2016-21, Faculty of Economics and Statistics, Universität Innsbruck.
  • Handle: RePEc:inn:wpaper:2016-21
    as

    Download full text from publisher

    File URL: https://www2.uibk.ac.at/downloads/c4041030/wpaper/2016-21.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Reto Stauffer & Jakob W. Messner & Georg J. Mayr & Nikolaus Umlauf & Achim Zeileis, 2016. "Spatio-Temporal Precipitation Climatology over Complex Terrain Using a Censored Additive Regression Model," Working Papers 2016-07, Faculty of Economics and Statistics, Universität Innsbruck.
    2. Thordis L. Thorarinsdottir & Tilmann Gneiting, 2010. "Probabilistic forecasts of wind speed: ensemble model output statistics by using heteroscedastic censored regression," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(2), pages 371-388, April.
    3. Tilmann Gneiting & Fadoua Balabdaoui & Adrian E. Raftery, 2007. "Probabilistic forecasts, calibration and sharpness," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(2), pages 243-268, April.
    4. Michael Scheuerer & Luca Büermann, 2014. "Spatially adaptive post-processing of ensemble forecasts for temperature," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 63(3), pages 405-422, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Markus Dabernig & Georg J. Mayr & Jakob W. Messner & Achim Zeileis, 2016. "Simultaneous Ensemble Post-Processing for Multiple Lead Times with Standardized Anomalies," Working Papers 2016-31, Faculty of Economics and Statistics, Universität Innsbruck.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Sebastian Lerch & Sándor Baran, 2017. "Similarity-based semilocal estimation of post-processing models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(1), pages 29-51, January.
    2. Michaël Zamo & Liliane Bel & Olivier Mestre, 2021. "Sequential aggregation of probabilistic forecasts—Application to wind speed ensemble forecasts," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(1), pages 202-225, January.
    3. Pierre-Julien Trombe & Pierre Pinson & Henrik Madsen, 2012. "A General Probabilistic Forecasting Framework for Offshore Wind Power Fluctuations," Energies, MDPI, vol. 5(3), pages 1-37, March.
    4. Marie Courbariaux & Pierre Barbillon & Luc Perreault & Éric Parent, 2019. "Post-processing Multiensemble Temperature and Precipitation Forecasts Through an Exchangeable Normal-Gamma Model and Its Tobit Extension," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(2), pages 309-345, June.
    5. Jakob W. Messner & Georg J. Mayr & Achim Zeileis, 2016. "Non-homogeneous boosting for predictor selection in ensemble post-processing," Working Papers 2016-04, Faculty of Economics and Statistics, Universität Innsbruck.
    6. Manuel Gebetsberger & Reto Stauffer & Georg J. Mayr & Achim Zeileis, 2018. "Skewed logistic distribution for statistical temperature post-processing in mountainous areas," Working Papers 2018-06, Faculty of Economics and Statistics, Universität Innsbruck.
    7. Baran, Sándor & Lerch, Sebastian, 2018. "Combining predictive distributions for the statistical post-processing of ensemble forecasts," International Journal of Forecasting, Elsevier, vol. 34(3), pages 477-496.
    8. Alonzo, Bastien & Tankov, Peter & Drobinski, Philippe & Plougonven, Riwal, 2020. "Probabilistic wind forecasting up to three months ahead using ensemble predictions for geopotential height," International Journal of Forecasting, Elsevier, vol. 36(2), pages 515-530.
    9. Peter Tankov & Laura Tinsi, 2021. "Decision making with dynamic probabilistic forecasts," Papers 2106.16047, arXiv.org.
    10. Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S. & Grose, Simone D., 2012. "Probabilistic forecasts of volatility and its risk premia," Journal of Econometrics, Elsevier, vol. 171(2), pages 217-236.
    11. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    12. Nowotarski, Jakub & Weron, Rafał, 2018. "Recent advances in electricity price forecasting: A review of probabilistic forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P1), pages 1548-1568.
    13. Tilmann Gneiting & Larissa Stanberry & Eric Grimit & Leonhard Held & Nicholas Johnson, 2008. "Rejoinder on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(2), pages 256-264, August.
    14. Daniel Cervone & Alex D’Amour & Luke Bornn & Kirk Goldsberry, 2016. "A Multiresolution Stochastic Process Model for Predicting Basketball Possession Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 585-599, April.
    15. Bijak Jakub & Alberts Isabel & Alho Juha & Bryant John & Buettner Thomas & Falkingham Jane & Forster Jonathan J. & Gerland Patrick & King Thomas & Onorante Luca & Keilman Nico & O’Hagan Anthony & Owen, 2015. "Letter to the Editor," Journal of Official Statistics, Sciendo, vol. 31(4), pages 537-544, December.
    16. Sigrist, Fabio & Leuenberger, Nicola, 2023. "Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1390-1406.
    17. Mike Ludkovski & Glen Swindle & Eric Grannan, 2022. "Large Scale Probabilistic Simulation of Renewables Production," Papers 2205.04736, arXiv.org.
    18. Ganics, Gergely & Odendahl, Florens, 2021. "Bayesian VAR forecasts, survey information, and structural change in the euro area," International Journal of Forecasting, Elsevier, vol. 37(2), pages 971-999.
    19. Geweke, John & Amisano, Gianni, 2011. "Optimal prediction pools," Journal of Econometrics, Elsevier, vol. 164(1), pages 130-141, September.
    20. Daniel Ambach & Robert Garthoff, 2016. "Vorhersagen der Windgeschwindigkeit und Windenergie in Deutschland," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(1), pages 15-36, February.

    More about this item

    Keywords

    ensemble post-processing; distributional regression; precipitation; complex terrain; censoring;
    All these keywords.

    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • Q50 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inn:wpaper:2016-21. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Janette Walde (email available below). General contact details of provider: https://edirc.repec.org/data/fuibkat.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.