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Improved skill of ENSO coupled model probability forecasts by Bayesian combination with empirical forecasts Caio A. S. Coelho, S. Pezzulli, M. Balmaseda.

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Presentation on theme: "Improved skill of ENSO coupled model probability forecasts by Bayesian combination with empirical forecasts Caio A. S. Coelho, S. Pezzulli, M. Balmaseda."— Presentation transcript:

1 Improved skill of ENSO coupled model probability forecasts by Bayesian combination with empirical forecasts Caio A. S. Coelho, S. Pezzulli, M. Balmaseda (*), F. J. Doblas-Reyes (*) and D. B. Stephenson Department of Meteorology, University of Reading and ECMWF (*) Plan of talk Aim Coupled forecasts Empirical forecasts Bayesian combination Conclusion and future directions

2 Aim Improve ENSO probability forecasts by
using Bayesian approach to combine historical information with coupled model ensemble forecasts

3 ECMWF coupled model forecasts
Nino-3 index DEMETER: 9 members Jul -> Dec 5 months lead R2 =0.90  Note: observations not within the 95% prediction interval! DEMETER web page:

4 Nino-3 index observational data
mean values: Jul: 25.5C Dec: 25.0C r: 0.83 July and December Reynolds OI V2 SST ( ) R2 =0.69

5 Empirical persistence forecasts
Larger 95% prediction interval More observations within the 95% prediction interval

6 The Bayesian approach Thomas Bayes (1701-1761)
The process of belief revision on any event  consists in updating the probability of  when new information X becomes available : Observed December Nino-3 index X: Ensemble mean forecast of  for December Posterior:p(|X=x) Likelihood:p(X=x|) Example: Ensemble mean (X=x=27C) Prior:p()

7 Modelling the likelihood p(X=x|)
=8.55 C =0.67 =9.88 R2=0.95

8 Combined forecasts R2 =0.90  Note: more observations within the 95% prediction interval!

9 All forecasts R2 =0.90 R2 =0.79 R2 =0.90 Forecast MAE (C) Skill Score
(%) Uncert. Climatology 1.08 1.23 Empirical 0.50 53 0.72 Raw 0.53 51 0.33 Combined 0.35 68 0.39 Skill Score = [1- MAE/MAE(climatology)]*100%

10 Conclusions and future directions
Bayesian combination improves the skill and uncertainty estimates of ENSO probability forecasts Methodology is now being extended to deal with multi-model DEMETER forecasts Extend method for South America rainfall forecasts

11 Example: December 2002 forecasts
Observed Nino-3.4 value = 28.10C Nino-3.4 Forecast Forecast std.dev (95% P.I) 1) Climatology C 2) Empirical C 3) Raw C 4) Bias-corrected C 5) Combined C Note: Best accuracy and reliability obtained through the combined forecast


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