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Skewed logistic distribution for statistical temperature post-processing in mountainous areas

Author

Listed:
  • Manuel Gebetsberger
  • Reto Stauffer
  • Georg J. Mayr
  • Achim Zeileis

Abstract

Non-homogeneous post-processing is often used to improve the predictive performance of probabilistic ensemble forecasts. A common quantity to develop, test, and demonstrate new methods is the near-surface air temperature frequently assumed to follow a Gaussian response distribution. However, Gaussian regression models with only few covariates are often not able to account for site-specific local features leading to strongly skewed residuals. This residual skewness remains even if many covariates are incorporated. Therefore, a simple refinement of the classical non-homogeneous Gaussian regression model is proposed to overcome this problem by assuming a skewed response distribution to account for possible skewness. This study shows a comprehensive analysis of the performance of non-homogeneous post-processing for 2m temperature for three different site types comparing Gaussian, logistic, and skewed logistic response distributions. Satisfying results for the skewed logistic distribution are found, especially for sites located in mountainous areas. Moreover, both alternative model assumptions but in particular the skewed response distribution, can improve on the classical Gaussian assumption with respect to overall performance, sharpness, and calibration of the probabilistic predictions.

Suggested Citation

  • 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.
  • Handle: RePEc:inn:wpaper:2018-06
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    File URL: https://www2.uibk.ac.at/downloads/c4041030/wpaper/2018-06.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. 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)

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    More about this item

    Keywords

    Statistical post-processing Probabilistic temperature forecast; Skewed distribution; Distributional regression;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

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