raw ensemble
A Composite-Loss Graph Neural Network for the Multivariate Post-Processing of Ensemble Weather Forecasts
Ensemble forecasting systems have advanced meteorology by providing probabilistic estimates of future states, supporting applications from renewable energy production to transportation safety. Nonetheless, systematic biases often persist, making statistical post-processing essential. Traditional parametric post-processing techniques and machine learning-based methods can produce calibrated predictive distributions at specific locations and lead times, yet often struggle to capture dependencies across forecast dimensions. To address this, multivariate post-processing methods-such as ensemble copula coupling and the Schaake shuffle-are widely applied in a second step to restore realistic inter-variable or spatio-temporal dependencies. The aim of this study is the multivariate post-processing of ensemble forecasts using a graph neural network (dualGNN) trained with a composite loss function that combines the energy score (ES) and the variogram score (VS). The method is evaluated on two datasets: WRF-based solar irradiance forecasts over northern Chile and ECMWF visibility forecasts for Central Europe. The dualGNN consistently outperforms all empirical copula-based post-processed forecasts and shows significant improvements compared to graph neural networks trained solely on either the continuous ranked probability score (CRPS) or the ES, according to the evaluated multivariate verification metrics. Furthermore, for the WRF forecasts, the rank-order structure of the dualGNN forecasts captures valuable dependency information, enabling a more effective restoration of spatial relationships than either the raw numerical weather prediction ensemble or historical observational rank structures. By contrast, for the visibility forecasts, the GNNs trained on CRPS, ES, or the ES-VS combination outperform the calibrated reference.
Distributional Regression U-Nets for the Postprocessing of Precipitation Ensemble Forecasts
Pic, Romain, Dombry, Clément, Naveau, Philippe, Taillardat, Maxime
Accurate precipitation forecasts have a high socio-economic value due to their role in decision-making in various fields such as transport networks and farming. We propose a global statistical postprocessing method for grid-based precipitation ensemble forecasts. This U-Net-based distributional regression method predicts marginal distributions in the form of parametric distributions inferred by scoring rule minimization. Distributional regression U-Nets are compared to state-of-the-art postprocessing methods for daily 21-h forecasts of 3-h accumulated precipitation over the South of France. Training data comes from the M\'et\'eo-France weather model AROME-EPS and spans 3 years. A practical challenge appears when consistent data or reforecasts are not available. Distributional regression U-Nets compete favorably with the raw ensemble. In terms of continuous ranked probability score, they reach a performance comparable to quantile regression forests (QRF). However, they are unable to provide calibrated forecasts in areas associated with high climatological precipitation. In terms of predictive power for heavy precipitation events, they outperform both QRF and semi-parametric QRF with tail extensions.
Calibration of wind speed ensemble forecasts for power generation
In the last decades wind power became the second largest energy source in the EU covering 16% of its electricity demand. However, due to its volatility, accurate short range wind power predictions are required for successful integration of wind energy into the electrical grid. Accurate predictions of wind power require accurate hub height wind speed forecasts, where the state of the art method is the probabilistic approach based on ensemble forecasts obtained from multiple runs of numerical weather prediction models. Nonetheless, ensemble forecasts are often uncalibrated and might also be biased, thus require some form of post-processing to improve their predictive performance. We propose a novel flexible machine learning approach for calibrating wind speed ensemble forecasts, which results in a truncated normal predictive distribution. In a case study based on 100m wind speed forecasts produced by the operational ensemble prediction system of the Hungarian Meteorological Service, the forecast skill of this method is compared with the predictive performance of three different ensemble model output statistics approaches and the raw ensemble forecasts. We show that compared with the raw ensemble, post-processing always improves the calibration of probabilistic and accuracy of point forecasts and from the four competing methods the novel machine learning based approach results in the best overall performance.
Sequential Aggregation of Probabilistic Forecasts -- Applicaton to Wind Speed Ensemble Forecasts
Zamo, Michaël, Bel, Liliane, Mestre, Olivier
In the field of numerical weather prediction (NWP), the probabilistic distribution of the future state of the atmosphere is sampled with Monte-Carlo-like simulations, called ensembles. These ensembles have deficiencies (such as conditional biases) that can be corrected thanks to statistical post-processing methods. Several ensembles exist and may be corrected with different statistiscal methods. A further step is to combine these raw or post-processed ensembles. The theory of prediction with expert advice allows us to build combination algorithms with theoretical guarantees on the forecast performance. This article adapts this theory to the case of probabilistic forecasts issued as step-wise cumulative distribution functions (CDF). The theory is applied to wind speed forecasting, by combining several raw or post-processed ensembles, considered as CDFs. The second goal of this study is to explore the use of two forecast performance criteria: the Continous ranked probability score (CRPS) and the Jolliffe-Primo test. Comparing the results obtained with both criteria leads to reconsidering the usual way to build skillful probabilistic forecasts, based on the minimization of the CRPS. Minimizing the CRPS does not necessarily produce reliable forecasts according to the Jolliffe-Primo test. The Jolliffe-Primo test generally selects reliable forecasts, but could lead to issuing suboptimal forecasts in terms of CRPS. It is proposed to use both criterion to achieve reliable and skillful probabilistic forecasts.