Probabilistic Prediction

1. Probabilistic Prediction

2. Uncertainty in Forecasting • All of the model forecasts I have talked about reflect a deterministic approach. • This means that we do the best job we can for a single forecast and do not consider uncertainties in the model, initial conditions, or the very nature of the atmosphere. These uncertainties are often very significant. • Traditionally, this has been the way forecasting has been done, but that is changing now.

3. A Fundamental Issue • The work of Lorenz (1963, 1965, 1968) demonstrated that the atmosphere is a chaotic system, in which small differences in the initialization, well within observational error, can have large impacts on the forecasts, particularly for longer forecasts. • In a series of experiments found that small errors in initial conditions can grow so that all deterministic forecast skill is lost at about two weeks.

4. Butterfly Effect: a small change at one place in a complex system can have large effects elsewhere

5. Uncertainty Extends Beyond Initial Conditions • Also uncertainty in our model physics. • And further uncertainty produced by our numerical methods.

6. Probabilistic NWP • To deal with forecast uncertainty, Epstein (1969) suggested stochastic-dynamic forecasting, in which forecast errors are explicitly considered during model integration. • Essentially, uncertainty estimates were added to each term in the primitive equation. • This stochastic method was not computationally practical, since it added many additional terms.

7. Probabilistic-Ensemble NWP • Another approach, ensemble prediction, was proposed by Leith (1974), who suggested that prediction centers run a collection (ensemble) of forecasts, each starting from a different initial state. • The variations in the resulting forecasts could be used to estimate the uncertainty of the prediction. • But even the ensemble approach was not possible at this time due to limited computer resources. • Became practical in the late 1980s as computer power increased.

8. Ensemble Prediction • Can use ensembles to estimate the probabilities that some weather feature will occur. • The ensemble mean is more accurate on average than any individual ensemble member. • Forecast skill of the ensemble mean is related to the spread of the ensembles • When ensemble forecasts are similar, ensemble mean skill is higher. • When forecasts differ greatly, ensemble mean forecast skill is less.

9. A critical issue is the development of ensemble systems that provide probabilistic guidance that is both reliable and sharp.

10. Elements of a Good Probability Forecast • Reliability (also known as calibration) • A probability forecast p, ought to verify with relative frequency p. • Forecasts from climatology are reliable (by definition), so calibration alone is not enough.

11. Elements of a Good Probability Forecast • Sharpness (a.k.a. resolution) • The variance or confidence interval of the predicted distribution should be as small as possible. Probability Density Function (PDF) for some forecast quantity Sharp Less Sharp

12. Early Forecasting Started Probabilistically • Early forecasters, faced with large gaps in their nascent science, understood the uncertain nature of the weather prediction process and were comfortable with a probabilistic approach to forecasting. • Cleveland Abbe, who organized the first forecast group in the United States as part of the U.S. Signal Corp, did not use the term “forecast” for his first prediction in 1871, but rather used the term “probabilities,” resulting in him being known as “Old Probabilities” or “Old Probs” to the public. • A few years later, the term ‘‘indications’’ was substituted for probabilities and by 1889 the term ‘‘forecasts’’ received official sanction (Murphy 1997).

13. “Ol Probs” • Cleveland Abbe (“Ol’ Probabilities”), who led the establishment of a weather forecasting division within the U.S. Army Signal Corps, • Produced the first known communication of a weather probability to users and the public. Professor Cleveland Abbe, who issued the first public “Weather Synopsis and Probabilities” on February 19, 1871

14. History of Probabilistic Prediction • The first operational probabilistic forecasts in the United States were produced in 1965. These forecasts, for the probability of precipitation, were produced by human weather forecasters and thus were subjective predictions. The first objective probabilistic forecasts were produced as part of the Model Output Statistics (MOS) system that began in 1969.

15. Ensemble Prediction • Ensemble prediction began an NCEP in the early 1990s. ECMWF rapidly joined the club. • During the past decades the size and sophistication of the NCEP and ECMWF ensemble systems have grown considerably, with the medium-range, global ensemble system becoming an integral tool for many forecasters. • Also during this period, NCEP has constructed a higher resolution, short-range ensemble system (SREF) that uses breeding to create initial condition variations.

16. Major Global Ensembles • NCEP GEFS (Global Ensemble Forecasting System): GFS, 21 members every 6 hr, T254 (roughly 50 km resolution), 64 levels http://www.esrl.noaa.gov/psd/map/images/ens/ens.html) • Canadian CEFS: GEM Model, 21 members, 100 km grid spacing, 0 and 12Z • ECMWF: 51 members, 62 levels, 0 and 12Z, T399 (roughly 27 km) • http://www.ecmwf.int/products/forecasts/d/charts/medium/eps/

17. Variety of Ways to View Ensembles and Their Output

21. Verification The Thanksgiving Forecast 2001 42h forecast (valid Thu 10AM) SLP and winds • Reveals high uncertainty in storm track and intensity • Indicates low probability of Puget Sound wind event 1: cent 5: ngps 11: ngps* 8: eta* 2: eta 3: ukmo 6: cmcg 9: ukmo* 12: cmcg* 4: tcwb 7: avn 13: avn* 10: tcwb*

22. Box and Whiskers NAEFS

23. Major International Global/Continental Ensembles Systems • North American Ensemble Forecasting Systems (NAEFS): Combines Canadian and U.S. Global Ensembles: http://www.meteo.gc.ca/ensemble/naefs/EPSgrams_e.html

24. NCEP Short-Range Ensembles (SREF) • Resolution of 16 km • Out to 87 h twice a day (09 and 21 UTC initialization) • Uses both initial condition uncertainty (breeding) and physics uncertainty. • Uses the NMM, NMM-B, and WRF-ARW models (21 total members) • http://www.emc.ncep.noaa.gov/SREF/ • http://www.emc.ncep.noaa.gov/mmb/SREF/FCST/COM_US/web_js/html/mean_surface_prs.html

26. NARRE (N. American Rapid Refresh Ensemble)

29. British Met Office MOGREPS • 24 members, 18 km

30. Ensemble Post-Processing • Ensemble output can be post-processed to get better probabilistic predictions • Can weight better ensemble members more. • Correct biases • Improve the width of probabilistic distributions (pdfs)

31. BMA (Bayesian Model Averaging) is One Example

33. There is a whole theory on using probabilistic information for economic savings C= cost of protection L= loss if bad event event occurs Decision theory says you should protect if the probability of occurrence is greater than C/L

34. Optimal Threshold = 15% Decision Theory Example Forecast? YES NO Critical Event: sfc winds > 50kt Cost (of protecting): $150K Loss (if damage ): $1M Hit False Alarm Miss Correct Rejection YES NO $150K $1000K Observed? $150K $0K

35. The Most Difficult Part: Communication of Uncertainty

36. Deterministic Nature? • People seem to prefer deterministic products: “tell me exactly what is going to happen” • People complain they find probabilistic information confusing. Many don’t understand POP. • Media and internet not moving forward very quickly on this.

38. Commercial sector is no better

39. A great deal of research and development is required to develop effective approaches for communicating probabilistic forecasts which will not overwhelm people and allow them to get value out of them.