• 한국해안·해양공학회논문집
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• 제30권2호
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• pp.84-94
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• 2018

해양파랑 예측에 있어 단일 수치모델의 불확실성을 보완하기 위하여 앙상블 기법을 적용한 지역 파랑예측시스템을 구축하였다. 기상청 전지구 대기 수치모델의 확률예측시스템에서 생산되는 24개 앙상블 해상풍을 입력자료로 이용, 87시간까지 파랑 예측자료를 생산하였으며, 기상청 계류부이 관측자료와 다양한 통계방법을 적용하여 검증을 수행하였다. 2일예측 이후의 앙상블 예측평균의 평균제곱근오차(RMSE)는 단일모델예측에 비하여 향상된 결과를 보였으며, 특히 3일예측의 경우 단일모델예측 대비 RMSE가 약 15% 정도 향상되었다. 이것은 앙상블 기법이 수치모델의 불확실성을 감소시켜 예측정확도 향상에 크게 기여한 것으로 보인다. ROC(Relative Operating Characteristic) 분석결과, 전체 예측시간에 대하여 ROC 영역이 모두 0.9 이상을 보여 확률예측 성능이 뛰어남을 보였으며, 앙상블 파랑예측 결과가 해상 확률예보에 유용하게 활용될 수 있을 것으로 판단된다.

• 한국지능정보시스템학회:학술대회논문집
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• 한국지능정보시스템학회 2000년도 추계정기학술대회:지능형기술과 CRM
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• pp.489-497
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• 2000

After IMF situation, the money market environment is changing rapidly. Therefore, many companies including financial institutions and many individual investors are concerned about forecasting the money market, and they make an effort to insure the various profit and hedge methods using derivatives like option, futures and swap. In this research, we developed a prototype of forecasting system for KOSPI 200 option, especially call option, trading using artificial neural networks(ANN), To avoid the overfitting problem and the problem involved int the choice of ANN structure and parameters, we employed the ANN ensemble approach. We conducted two types of simulation. One is conducted with the hold signals taken into account, and the other is conducted without hold signals. Even though our models show low accuracy for the sample set extracted from the data collected in the early stage of IMF situation, they perform better in terms of profit and stability than the model that uses only the theoretical price.

• Asia-Pacific Journal of Atmospheric Sciences
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• 제54권4호
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• pp.623-637
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• 2018

This study investigates the effects of horizontal resolution, cumulus parameterization scheme (CPS), and probability forecasting on precipitation forecasts over the Korean Peninsula from 00 UTC 15 August to 12 UTC 14 September 2013, using the limited-area ensemble prediction system (LEPS) of the Korea Meteorological Administration. To investigate the effect of resolution, the control members of the LEPS with 1.5- and 3-km resolution were compared. Two 3-km experiments with and without the CPS were conducted for the control member, because a 3-km resolution lies within the gray zone. For probability forecasting, 12 ensemble members with 3-km resolution were run using the LEPS. The forecast performance was evaluated for both the whole study period and precipitation cases categorized by synoptic forcing. The performance of precipitation forecasts using the 1.5-km resolution was better than that using the 3-km resolution for both the total period and individual cases. The result of the 3-km resolution experiment with the CPS did not differ significantly from that without it. The 3-km ensemble mean and probability matching (PM) performed better than the 3-km control member, regardless of the use of the CPS. The PM complemented the defect of the ensemble mean, which better predicts precipitation regions but underestimates precipitation amount by averaging ensembles, compared to the control member. Further, both the 3-km ensemble mean and PM outperformed the 1.5-km control member, which implies that the lower performance of the 3-km control member compared to the 1.5-km control member was complemented by probability forecasting.

• 대기
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• 제32권4호
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• pp.367-379
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• 2022

In this paper, the evaluation of the performance of Korea Meteorological Administratio (KMA) Global Seasonal forecasting system version 6 (GloSea6) is presented by assessing the effects of larger ensemble size and carrying out the test using different initial conditions for hindcast in sub-seasonal to seasonal scales. The number of ensemble members increases from 3 to 7. The Ratio of Predictable Components (RPC) approaches the appropriate signal magnitude with increase of ensemble size. The improvement of annual variability is shown for all basic variables mainly in mid-high latitude. Over the East Asia region, there are enhancements especially in 500 hPa geopotential height and 850 hPa wind fields. It reveals possibility to improve the performance of East Asian monsoon. Also, the reliability tends to become better as the ensemble size increases in summer than winter. To assess the effects of using different initial conditions, the area-mean values of normalized bias and correlation coefficients are compared for each basic variable for hindcast according to the four initial dates. The results have better performance when the initial date closest to the forecasting time is used in summer. On the seasonal scale, it is better to use four initial dates, where the maximum size of the ensemble increases to 672, mainly in winter. As the use of larger ensemble size, therefore, it is most efficient to use two initial dates for 60-days prediction and four initial dates for 6-months prediction, similar to the current Time-Lagged ensemble method.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2008년도 학술발표회 논문집
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• pp.1388-1392
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• 2008

Water resources management depends on dealing inherent uncertainties stemming from climatic and hydrological inputs and models. Dealing with these uncertainties remains a challenge. Streamflow forecasts basically contain uncertainties arising from model structure and initial conditions. Recent enhancements in climate forecasting skill and hydrological modeling provide an breakthrough for delivering improved streamflow forecasts. However, little consideration has been given to methodologies that include coupling both multiple climate and multiple hydrological models, increasing the pool of streamflow forecast ensemble members and accounting for cumulative sources of uncertainty. The approach here proposes integration and coupling of global climate models (GCM), multiple regional climate models, and numerous hydrological models to improve streamflow forecasting and characterize system uncertainty through generation of ensemble forecasts.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2018년도 학술발표회
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• pp.155-155
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• 2018

Uncertainty in flood forecasting using a coupled meteorological and hydrological model is arisen from various sources, especially the uncertainty comes from the inaccuracy of Quantitative Precipitation Forecasts (QPFs). In order to improve the capability of flood forecast, the uncertainty estimation and mitigation are required to perform. This study is conducted to investigate and reduce such uncertainty. First, ensemble QPFs are generated by using Monte - Carlo simulation, then each ensemble member is forced as input for a hydrological model to obtain ensemble streamflow prediction. Likelihood measures are evaluated to identify feasible member. These members are retained to define upper and lower limits of the uncertainty interval and assess the uncertainty. To mitigate the uncertainty for very short lead time, a blending method, which merges the ensemble QPFs with radar-based rainfall prediction considering both qualitative and quantitative skills, is proposed. Finally, blending bias ratios, which are estimated from previous time step, are used to update the members over total lead time. The proposed method is verified for the two flood events in 2013 and 2016 in the Yeonguol and Soyang watersheds that are located in the Han River basin, South Korea. The uncertainty in flood forecasting using a coupled Local Data Assimilation and Prediction System (LDAPS) and Sejong University Rainfall - Runoff (SURR) model is investigated and then mitigated by blending the generated ensemble LDAPS members with radar-based rainfall prediction that uses McGill algorithm for precipitation nowcasting by Lagrangian extrapolation (MAPLE). The results show that the uncertainty of flood forecasting using the coupled model increases when the lead time is longer. The mitigation method indicates its effectiveness for mitigating the uncertainty with the increases of the percentage of feasible member (POFM) and the ratio of the number of observations that fall into the uncertainty interval (p-factor).

• 한국태양에너지학회 논문집
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• 제36권1호
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• pp.27-37
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• 2016

A simple but practical Ensemble Prediction System(EPS) for wind power forecasting was developed and evaluated using the measurement of the offshore meteorological tower, HeMOSU-1(Herald of Meteorological and Oceanographic Special Unite-1) installed at the Southwest Offshore in South Korea. The EPS developed by the Korea Institute of Energy Research is based on a simple ensemble mean of two Numerical Weather Prediction(NWP) models, WRF-NMM and WRF-ARW. In addition, the Kalman Filter is applied for real-time quality improvement of wind ensembles. All forecasts with EPS were analyzed in comparison with the HeMOSU-1 measurements at 97 m above sea level during Typhoon Bolaven episode in August 2012. The results indicate that EPS was in the best agreement with the in-situ measurement regarding (peak) wind speed and cut-out speed incidence. The RMSE of wind speed was 1.44 m/s while the incidence time lag of cut-out wind speed was 0 hour, which means that the EPS properly predicted a development and its movement. The duration of cut-out wind speed period by the EPS was also acceptable. This study is anticipated to provide a useful quantitative guide and information for a large-scale offshore wind farm operation in the decision making of wind turbine control especially during a typhoon episode.

• Ocean and Polar Research
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• 제30권2호
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• pp.129-140
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• 2008

As a preliminary effort to establish a data assimilative ocean forecasting system, we reviewed the theory of the Ensemble Kamlan Filter (EnKF) and developed practical techniques to apply the EnKF algorithm in a real ocean circulation modeling system. To verify the performance of the developed EnKF algorithm, a wind-driven double gyre was established in a rectangular ocean using the Regional Ocean Modeling System (ROMS) and the EnKF algorithm was implemented. In the ideal ocean, sea surface temperature and sea surface height were assimilated. The results showed that the multivariate background error covariance is useful in the EnKF system. We also tested the sensitivity of the EnKF algorithm to the localization and inflation of the background error covariance and the number of ensemble members. In the sensitivity tests, the ensemble spread as well as the root-mean square (RMS) error of the ensemble mean was assessed. The EnKF produces the optimal solution as the ensemble spread approaches the RMS error of the ensemble mean because the ensembles are well distributed so that they may include the true state. The localization and inflation of the background error covariance increased the ensemble spread while building up well-distributed ensembles. Without the localization of the background error covariance, the ensemble spread tended to decrease continuously over time. In addition, the ensemble spread is proportional to the number of ensemble members. However, it is difficult to increase the ensemble members because of the computational cost.

• 대기
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• 제23권1호
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• pp.113-121
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• 2013

The objective of this study is to develop and evaluate the system to produce the real-time ensemble drought prediction data. Ensemble drought prediction consists of 3 processes (meteorological outlook using the multi-initial conditions, hydrological analysis and drought index calculation) therefore, more processing time and data is required than that of single member. For ensemble drought prediction, data process time is optimized and hardware of existing system is upgraded. Ensemble drought data is estimated for year 2012 and to evaluate the accuracy of drought prediction data by using ROC (Relative Operating Characteristics) analysis. We obtained 5 ensembles as optimal number and predicted drought condition for every tenth day i.e. 5th, 15th and 25th of each month. The drought indices used are SPI (Standard Precipitation Index), SRI (Standard Runoff Index), SSI (Standard Soil moisture Index). Drought conditions were determined based on results obtained for each ensemble member. Overall the results showed higher accuracy using ensemble members as compared to single. The ROC score of SRI and SSI showed significant improvement in drought period however SPI was higher in the demise period. The proposed ensemble drought prediction system can be contributed to drought forecasting techniques in Korea.

• 대기
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• 제22권4호
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• pp.455-464
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• 2012

This study investigates a 12 month-lead predictability of PNU Coupled General Circulation Model (CGCM) V1.1 hindcast, for which an oceanic data assimilated initialization is used to generate ocean initial condition. The CGCM, a participant model of APEC Climate Center (APCC) long-lead multi-model ensemble system, has been initialized at each and every month and performed 12-month-lead hindcast for each month during 1980 to 2011. The 12-month-lead hindcast consisted of 2-5 ensembles and this study verified the ensemble averaged hindcast. As for the sea-surface temperature concerns, it remained high level of confidence especially over the tropical Pacific and the mid-latitude central Pacific with slight declining of temporal correlation coefficients (TCC) as lead month increased. The CGCM revealed trustworthy ENSO prediction skills in most of hindcasts, in particular. For atmospheric variables, like air temperature, precipitation, and geopotential height at 500hPa, reliable prediction results have been shown during entire lead time in most of domain, particularly over the equatorial region. Though the TCCs of hindcasted precipitation are lower than other variables, a skillful precipitation forecasts is also shown over highly variable regions such as ITCZ. This study also revealed that there are seasonal and regional dependencies on predictability for each variable and lead.