Beyond Ensemble Averages: Leveraging Climate Model Ensembles for Subseasonal Forecasting
원문 초록
Producing high-quality forecasts of key climate variables, such as temperature and precipitation, on subseasonal time scales has long been a gap in operational forecasting. This study explores an application of machine learning (ML) models as post-processing tools for subseasonal forecasting. Lagged numerical ensemble forecasts (i.e., an ensemble where the members have different initialization dates) and observational data, including relative humidity, pressure at sea level, and geopotential height, are incorporated into various ML methods to predict monthly average precipitation and two-meter temperature two weeks in advance for the continental United States. For regression, quantile regression, and tercile classification tasks, we consider using linear models, random forests, convolutional neural networks, and stacked models (a multi-model approach based on the prediction of the individual ML models). Unlike previous ML approaches that often use ensemble mean alone, we leverage information embedded in the ensemble forecasts to enhance prediction accuracy. Additionally, we investigate extreme event predictions that are crucial for planning and mitigation efforts. Considering ensemble members as a collection of spatial forecasts, we explore different approaches to using spatial information. Trade-offs between different approaches may be mitigated with model stacking. Our proposed models outperform standard baselines such as climatological forecasts and ensemble means. In addition, we investigate feature importance, trade-offs between using the full ensemble or only the ensemble mean, and different modes of accounting for spatial variability.
함께 살펴볼 논문
공통 태그를 근거로 연결했습니다. 실제 인용 관계나 논문의 우수성을 뜻하지 않습니다.
Uncertainty Quantification in SVM prediction
Neural Network-Guided Symbolic Regression for Interpretable Descriptor Discovery in Perovskite Catalysts
Membership Inference Attacks for Unseen Classes
Behind the Noise: Conformal Quantile Regression Reveals Emergent Representations
Unemployment Dynamics Forecasting with Machine Learning Regression Models
A Piecewise Lyapunov Analysis of Sub-quadratic SGD: Applications to Robust and Quantile Regression
토론
이 논문과 연결된 포럼 글이 아직 없습니다.