Probabilistic wind speed forecasting using Bayesian model averaging with truncated normal components

Bayesian model averaging (BMA) is a statistical method for post-processing forecast ensembles of atmospheric variables, obtained from multiple runs of numerical weather prediction models, in order to create calibrated predictive probability density functions (PDFs). The BMA predictive PDF of the fut...

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Bibliographische Detailangaben
1. Verfasser: Baran, Sándor (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 22 February 2014
In: Computational statistics & data analysis
Year: 2014, Jahrgang: 75, Pages: 227-238
DOI:10.1016/j.csda.2014.02.013
Online-Zugang:Verlag, lizenzpflichtig, Volltext: https://doi.org/10.1016/j.csda.2014.02.013
Verlag, lizenzpflichtig, Volltext: http://www.sciencedirect.com/science/article/pii/S016794731400053X
Volltext
Verfasserangaben:Sándor Baran
Beschreibung
Zusammenfassung:Bayesian model averaging (BMA) is a statistical method for post-processing forecast ensembles of atmospheric variables, obtained from multiple runs of numerical weather prediction models, in order to create calibrated predictive probability density functions (PDFs). The BMA predictive PDF of the future weather quantity is the mixture of the individual PDFs corresponding to the ensemble members and the weights and model parameters are estimated using forecast ensembles and validating observations from a given training period. A BMA model for calibrating wind speed forecasts is introduced using truncated normal distributions as conditional PDFs and the method is applied to the ALADIN-HUNEPS ensemble of the Hungarian Meteorological Service and to the University of Washington Mesoscale Ensemble. Three parameter estimation methods are proposed and each of the corresponding models outperforms the traditional gamma BMA model both in calibration and in accuracy of predictions.
Beschreibung:Gesehen am 23.07.2020
Beschreibung:Online Resource
DOI:10.1016/j.csda.2014.02.013