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Simulation-based comparison of multivariate ensemble post-processing methods

Lerch, Sebastian ORCID iD icon 1; Baran, Sándor; Möller, Annette; Groß, Jürgen; Schefzik, Roman; Hemri, Stephan; Graeter, Maximiliane 1
1 Institut für Stochastik (STOCH), Karlsruher Institut für Technologie (KIT)


Many practical applications of statistical post-processing methods for ensemble weather forecasts require accurate modeling of spatial, temporal, and inter-variable dependencies. Over the past years, a variety of approaches has been proposed to address this need. We provide a comprehensive review and comparison of state-of-the-art methods for multivariate ensemble post-processing. We focus on generally applicable two-step approaches where ensemble predictions are first post-processed separately in each margin and multivariate dependencies are restored via copula functions in a second step. The comparisons are based on simulation studies tailored to mimic challenges occurring in practical applications and allow ready interpretation of the effects of different types of misspecifications in the mean, variance, and covariance structure of the ensemble forecasts on the performance of the post-processing methods. Overall, we find that the Schaake shuffle provides a compelling benchmark that is difficult to outperform, whereas the forecast quality of parametric copula approaches and variants of ensemble copula coupling strongly depend on the misspecifications at hand.

Verlagsausgabe §
DOI: 10.5445/IR/1000121173
Veröffentlicht am 10.07.2020
DOI: 10.5194/npg-27-349-2020
Zitationen: 16
Web of Science
Zitationen: 16
Zitationen: 32
Cover der Publikation
Zugehörige Institution(en) am KIT Institut für Stochastik (STOCH)
Publikationstyp Zeitschriftenaufsatz
Publikationsjahr 2020
Sprache Englisch
Identifikator ISSN: 1607-7946
KITopen-ID: 1000121173
Erschienen in Nonlinear processes in geophysics
Verlag European Geosciences Union (EGU)
Band 27
Heft 2
Seiten 349–371
Bemerkung zur Veröffentlichung Gefördert durch den KIT-Publikationsfonds
Vorab online veröffentlicht am 12.06.2020
Nachgewiesen in Web of Science
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