Generation of scenarios from calibrated ensemble forecasts with a dynamic ensemble copula coupling approach

Zied Ben Bouallègue, Tobias Heppelmann, Susanne E. Theis, Pierre Pinson

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Probabilistic forecasts in the form of ensemble of scenarios are required for complex decision making processes. Ensemble forecasting systems provide such products but the spatio-temporal structures of the forecast uncertainty is lost when statistical calibration of the ensemble forecasts is applied for each lead time and location independently. Non-parametric approaches allow the reconstruction of spatio-temporal joint probability distributions at a low computational cost.For example, the ensemble copula coupling (ECC) method consists in rebuilding the multivariate aspect of the forecast from the original ensemble forecasts. Based on the assumption of error stationarity, parametric methods aim to fully describe the forecast dependence structures. In this study, the concept of ECC is combined with past data statistics in order to account for the autocorrelation of the forecast error. The new approach which preserves the dynamical development of the ensemble members is called dynamic ensemble copula coupling (d-ECC). The ensemble based empirical copulas, ECC and d-ECC, are applied to wind forecasts from the high resolution ensemble system COSMO-DEEPS run operationally at the German weather service. The generated scenarios are assessed in the form of time series by means of multivariate verification tools and in a product oriented framework. Verification results over a 3 month period show that the innovative method dECC outperforms or performs as well as ECC in all investigated aspects. In particular, the temporal variability of the time trajectories are better captured with d-ECC which preserves the information content of the original scenarios.
Original languageEnglish
Number of pages22
Publication statusPublished - 2015

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