Kalman filter and analog schemes to post-process numerical weather predictions

AMS Citation:
Delle Monache, L., T. Nipen, Y. Liu, G. Roux, and R. Stull, 2011: Kalman filter and analog schemes to post-process numerical weather predictions. Monthly Weather Review, 139, 3554-3570, doi:10.1175/2011MWR3653.1.
Resource Type:article
Title:Kalman filter and analog schemes to post-process numerical weather predictions
Abstract: Two new post-processing methods are proposed to reduce numerical-weather-prediction s systematic and random errors. The first method (ANKF) consists of running a post-processing algorithm inspired by the Kalman filter (KF) through an ordered set of analog forecasts rather than a sequence of forecasts in time. The analog of a forecast for a given location and time is defined as a past prediction that matches selected features of the current forecast. The second method is the weighted average of the observations that verified when the 10 best analogs were issued (AN). ANKF and AN are tested for 10-m wind speed predictions from the Weather Research and Forecasting (WRF) model, with observations from 400 surface stations over the western USA for a 6-month period. Both AN and ANKF predict drastic changes in forecast error (e.g., associated with rapid weather regime changes), a feature lacking in KF and a 7-day running-mean correction (7-Day). AN almost eliminates the bias of the raw prediction (Raw), while ANKF drastically reduces it with values slightly worse than KF. Both analog-based methods are also able to reduce random errors, therefore improving the predictive skill of Raw. AN is consistently the best, with average improvements of 10%, 20%, 25%, and 35% with respect to ANKF, KF, 7-Day, and Raw, as measured by centered-root-mean-square-error, and of 5%, 20%, 25%, and 40%, as measured by rank correlation. Moreover, being a prediction based solely on observations, AN results in an efficient downscaling procedure that eliminates representativeness discrepancies between observations and predictions.
Peer Review:Refereed
Copyright Information:Copyright 2011 American Meteorological Society (AMS). Additional details are provided in the AMS Copyright Policies, available from the AMS at 617-227-2425 or amspubs@ametsoc.org.
OpenSky citable URL: ark:/85065/d7qz2c86
Publisher's Version: 10.1175/2011MWR3653.1
  • Luca Delle Monache - NCAR/UCAR
  • Thomas Nipen
  • Yubao Liu - NCAR/UCAR
  • Gregory Roux - NCAR/UCAR
  • Roland Stull
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