• Title/Summary/Keyword: probabilistic ensemble

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Leave-one-out Bayesian model averaging for probabilistic ensemble forecasting

  • Kim, Yongdai;Kim, Woosung;Ohn, Ilsang;Kim, Young-Oh
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.67-80
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    • 2017
  • Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

Evaluation of PNU CGCM Ensemble Forecast System for Boreal Winter Temperature over South Korea (PNU CGCM 앙상블 예보 시스템의 겨울철 남한 기온 예측 성능 평가)

  • Ahn, Joong-Bae;Lee, Joonlee;Jo, Sera
    • Atmosphere
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    • v.28 no.4
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    • pp.509-520
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    • 2018
  • The performance of the newly designed Pusan National University Coupled General Circulation Model (PNU CGCM) Ensemble Forecast System which produce 40 ensemble members for 12-month lead prediction is evaluated and analyzed in terms of boreal winter temperature over South Korea (S. Korea). The influence of ensemble size on prediction skill is examined with 40 ensemble members and the result shows that spreads of predictability are larger when the size of ensemble member is smaller. Moreover, it is suggested that more than 20 ensemble members are required for better prediction of statistically significant inter-annual variability of wintertime temperature over S. Korea. As for the ensemble average (ENS), it shows superior forecast skill compared to each ensemble member and has significant temporal correlation with Automated Surface Observing System (ASOS) temperature at 99% confidence level. In addition to forecast skill for inter-annual variability of wintertime temperature over S. Korea, winter climatology around East Asia and synoptic characteristics of warm (above normal) and cold (below normal) winters are reasonably captured by PNU CGCM. For the categorical forecast with $3{\times}3$ contingency table, the deterministic forecast generally shows better performance than probabilistic forecast except for warm winter (hit rate of probabilistic forecast: 71%). It is also found that, in case of concentrated distribution of 40 ensemble members to one category out of the three, the probabilistic forecast tends to have relatively high predictability. Meanwhile, in the case when the ensemble members distribute evenly throughout the categories, the predictability becomes lower in the probabilistic forecast.

A New Incremental Learning Algorithm with Probabilistic Weights Using Extended Data Expression

  • Yang, Kwangmo;Kolesnikova, Anastasiya;Lee, Won Don
    • Journal of information and communication convergence engineering
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    • v.11 no.4
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    • pp.258-267
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    • 2013
  • New incremental learning algorithm using extended data expression, based on probabilistic compounding, is presented in this paper. Incremental learning algorithm generates an ensemble of weak classifiers and compounds these classifiers to a strong classifier, using a weighted majority voting, to improve classification performance. We introduce new probabilistic weighted majority voting founded on extended data expression. In this case class distribution of the output is used to compound classifiers. UChoo, a decision tree classifier for extended data expression, is used as a base classifier, as it allows obtaining extended output expression that defines class distribution of the output. Extended data expression and UChoo classifier are powerful techniques in classification and rule refinement problem. In this paper extended data expression is applied to obtain probabilistic results with probabilistic majority voting. To show performance advantages, new algorithm is compared with Learn++, an incremental ensemble-based algorithm.

An ensemble learning based Bayesian model updating approach for structural damage identification

  • Guangwei Lin;Yi Zhang;Enjian Cai;Taisen Zhao;Zhaoyan Li
    • Smart Structures and Systems
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    • v.32 no.1
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    • pp.61-81
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    • 2023
  • This study presents an ensemble learning based Bayesian model updating approach for structural damage diagnosis. In the developed framework, the structure is initially decomposed into a set of substructures. The autoregressive moving average (ARMAX) model is established first for structural damage localization based structural motion equation. The wavelet packet decomposition is utilized to extract the damage-sensitive node energy in different frequency bands for constructing structural surrogate models. Four methods, including Kriging predictor (KRG), radial basis function neural network (RBFNN), support vector regression (SVR), and multivariate adaptive regression splines (MARS), are selected as candidate structural surrogate models. These models are then resampled by bootstrapping and combined to obtain an ensemble model by probabilistic ensemble. Meanwhile, the maximum entropy principal is adopted to search for new design points for sample space updating, yielding a more robust ensemble model. Through the iterations, a framework of surrogate ensemble learning based model updating with high model construction efficiency and accuracy is proposed. The specificities of the method are discussed and investigated in a case study.

Ensemble of Classifiers Constructed on Class-Oriented Attribute Reduction

  • Li, Min;Deng, Shaobo;Wang, Lei
    • Journal of Information Processing Systems
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    • v.16 no.2
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    • pp.360-376
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    • 2020
  • Many heuristic attribute reduction algorithms have been proposed to find a single reduct that functions as the entire set of original attributes without loss of classification capability; however, the proposed reducts are not always perfect for these multiclass datasets. In this study, based on a probabilistic rough set model, we propose the class-oriented attribute reduction (COAR) algorithm, which separately finds a reduct for each target class. Thus, there is a strong dependence between a reduct and its target class. Consequently, we propose a type of ensemble constructed on a group of classifiers based on class-oriented reducts with a customized weighted majority voting strategy. We evaluated the performance of our proposed algorithm based on five real multiclass datasets. Experimental results confirm the superiority of the proposed method in terms of four general evaluation metrics.

A Combination and Calibration of Multi-Model Ensemble of PyeongChang Area Using Ensemble Model Output Statistics (Ensemble Model Output Statistics를 이용한 평창지역 다중 모델 앙상블 결합 및 보정)

  • Hwang, Yuseon;Kim, Chansoo
    • Atmosphere
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    • v.28 no.3
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    • pp.247-261
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    • 2018
  • The objective of this paper is to compare probabilistic temperature forecasts from different regional and global ensemble prediction systems over PyeongChang area. A statistical post-processing method is used to take into account combination and calibration of forecasts from different numerical prediction systems, laying greater weight on ensemble model that exhibits the best performance. Observations for temperature were obtained from the 30 stations in PyeongChang and three different ensemble forecasts derived from the European Centre for Medium-Range Weather Forecasts, Ensemble Prediction System for Global and Limited Area Ensemble Prediction System that were obtained between 1 May 2014 and 18 March 2017. Prior to applying to the post-processing methods, reliability analysis was conducted to identify the statistical consistency of ensemble forecasts and corresponding observations. Then, ensemble model output statistics and bias-corrected methods were applied to each raw ensemble model and then proposed weighted combination of ensembles. The results showed that the proposed methods provide improved performances than raw ensemble mean. In particular, multi-model forecast based on ensemble model output statistics was superior to the bias-corrected forecast in terms of deterministic prediction.

Prediction Skill of Intraseasonal Monthly Temperature and Precipitation Variations for APCC Multi-Models (APCC 다중 모형 자료 기반 계절 내 월 기온 및 강수 변동 예측성)

  • Song, Chan-Yeong;Ahn, Joong-Bae
    • Atmosphere
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    • v.30 no.4
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    • pp.405-420
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    • 2020
  • In this study, we investigate the predictability of intraseasonal monthly temperature and precipitation variations using hindcast datasets from eight global circulation models participating in the operational multi-model ensemble (MME) seasonal prediction system of the Asia-Pacific Economic Cooperation Climate Center for the 1983~2010 period. These intraseasonal monthly variations are defined by categorical deterministic analysis. The monthly temperature and precipitation are categorized into above normal (AN), near normal (NN), and below normal (BN) based on the σ-value ± 0.43 after standardization. The nine patterns of intraseasonal monthly variation are defined by considering the changing pattern of the monthly categories for the three consecutive months. A deterministic and a probabilistic analysis are used to define intraseasonal monthly variation for the multi-model consisting of numerous ensemble members. The results show that a pattern (pattern 7), which has the same monthly categories in three consecutive months, is the most frequently occurring pattern in observation regardless of the seasons and variables. Meanwhile, the patterns (e.g., patterns 8 and 9) that have consistently increasing or decreasing trends in three consecutive months, such as BN-NN-AN or AN-NN-BN, occur rarely in observation. The MME and eight individual models generally capture pattern 7 well but rarely capture patterns 8 and 9.

Generation of radar rainfall ensemble using probabilistic approach (확률론적 방법론을 이용한 레이더 강우 앙상블 생성)

  • Kang, Narae;Joo, Hongjun;Lee, Myungjin;Kim, Hung Soo
    • Journal of Korea Water Resources Association
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    • v.50 no.3
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    • pp.155-167
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    • 2017
  • Accurate QPE (Quantitative Precipitation Estimation) and the quality of the rainfall data for hydrological analysis are very important factors. Especially, the quality has a great influence on flood runoff result. It needs to know characteristics of the uncertainties in radar QPE for the reliable flood analysis. The purpose of this study is to present a probabilistic approach which defines the range of possible values or probabilistic distributions rather than a single value to consider the uncertainties in radar QPE and evaluate its applicability by applying it to radar rainfall. This study generated radar rainfall ensemble for the storms by the typhoon 'Sanba' on Namgang dam basin, Korea. It was shown that the rainfall ensemble is able to simulate well the pattern of the rain-gauge rainfall as well as to correct well the overall bias of the radar rainfall. The suggested ensemble technique represented well the uncertainties of radar QPE. As a result, the rainfall ensemble model by a probabilistic approach can provide various rainfall scenarios which is a useful information for a decision making such as flood forecasting and warning.

The probabilistic drought forecast based on ensemble using improvement of the modified surface water supply index (Modified surface water supply index 개선을 통한 앙상블 기반 확률론적 가뭄전망)

  • Jang, Suk Hwan;Lee, Jae-Kyoung;Oh, Ji Hwan;Jo, Joon Won
    • Journal of Korea Water Resources Association
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    • v.49 no.10
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    • pp.835-849
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    • 2016
  • Accurate drought outlook and drought monitoring have been preceded recently to mitigate drought damages that further deepen. This study improved the limitations of the previous MSWSI (Modified Surface Water Supply Index) used in Korea and carried out probabilistic drought forecasts based on ensemble technique with the improved MSWSI. This study investigated available hydrometeorological components in Geum river basin and supplemented appropriate components (dam water level, dam release discharge) in addition to the four components (streamflow, groundwater, precipitation, dam inflow) usedin the previous MSWSI to each sub-basin. Although normal distribution was fitted in the previous MSWSI, the most suitable probabilistic distributions to each meteorological component were estimated in this study, including Gumbel distribution for precipitation and streamflow data; 2-parameter log-normal distribution for dam inflow, water level, and release discharge data; 3-parameter log-normal distribution for groundwater. To verify the improved MSWSI results using historical precipitation and streamflow, simulated drought situations were used. Results revealed that the improved MSWSI results were closer to actual drought than previous MSWSI results. The probabilistic forecasts based on ensemble technique with improved MSWSI were performed and evaluated in 2006 and 2014. The accuracy of the improved MSWSI was better than the previous MSWSI. Moreover, the drought index of actual drought was included in ranges of drought forecasts using the improved MSWSI.

Improvement of the Ensemble Streamflow Prediction System Using Optimal Linear Correction (최적선형보정을 이용한 앙상블 유량예측 시스템의 개선)

  • Jeong, Dae-Il;Lee, Jae-Kyoung;Kim, Young-Oh
    • Journal of Korea Water Resources Association
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    • v.38 no.6 s.155
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    • pp.471-483
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    • 2005
  • A monthly Ensemble Streamflow Prediction (ESP) system was developed by applying a daily rainfall-runoff model known as the Streamflow Synthesis and Reservoir Regulation (SSARR) model to the Han, Nakdong, and Seomjin River basins in Korea. This study first assesses the accuracy of the averaged monthly runoffs simulated by SSARR for the 3 basins and proposes some improvements. The study found that the SSARR modeling of the Han and Nakdong River basins tended to significantly underestimate the actual runoff levels and the modeling of the Seomjin River basinshowed a large error variance. However, by implementing optimal linear correction (OLC), the accuracy of the SSARR model was considerably improved in predicting averaged monthly runoffs of the Han and Nakdong River basins. This improvement was not seen in the modeling of the Seomjin River basin. In addition, the ESP system was applied to forecast probabilistic runoff forecasts one month in advance for the 3 river basins from 1998 to 2003. Considerably improvement was also achieved with OLC in probabilistic forecasting accuracy for the Han and Nakdong River basins, but not in that of the Seomjin River basin.