Ensemble Regression

Unger, David A.; van den Dool, Huug; O'Lenic, Edward; Collins, Dan
July 2009
Monthly Weather Review;Jul2009, Vol. 137 Issue 7, p2365
Academic Journal
A regression model was developed for use with ensemble forecasts. Ensemble members are assumed to represent a set of equally likely solutions, one of which will best fit the observation. If standard linear regression assumptions apply to the best member, then a regression relationship can be derived between the full ensemble and the observation without explicitly identifying the best member for each case. The ensemble regression equation is equivalent to linear regression between the ensemble mean and the observation, but is applied to each member of the ensemble. The “best member” error variance is defined in terms of the correlation between the ensemble mean and the observations, their respective variances, and the ensemble spread. A probability density function representing the ensemble prediction is obtained from the normalized sum of the best-member error distribution applied to the regression forecast from each ensemble member. Ensemble regression was applied to National Centers for Environmental Prediction (NCEP) Climate Forecast System (CFS) forecasts of seasonal mean Niño-3.4 SSTs on historical forecasts for the years 1981–2005. The skill of the ensemble regression was about the same as that of the linear regression on the ensemble mean when measured by the continuous ranked probability score (CRPS), and both methods produced reliable probabilities. The CFS spread appears slightly too high for its skill, and the CRPS of the CFS predictions can be slightly improved by reducing its ensemble spread to about 0.8 of its original value prior to regression calibration.


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