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

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

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Abstract

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 rebuilds 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, called d-ECC, is applied to wind forecasts from the high resolution ensemble system COSMO-DE-EPS run operationally at the German weather service. Scenarios generated by ECC and d-ECC are compared and 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 d-ECC outperforms or performs as well as ECC in all investigated aspects.
Original languageEnglish
JournalMonthly Weather Review
Volume144
Pages (from-to)4737-4750
Number of pages13
ISSN0027-0644
DOIs
Publication statusPublished - 2016

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