D‐vine‐copula‐based postprocessing of wind speed ensemble forecasts

Abstract

Current practice in predicting future weather is the use of numerical weather prediction (NWP) models to produce ensemble forecasts. Despite of enormous improvements over the last few decades, they still tend to exhibit bias and dispersion errors and, consequently, lack calibration. Therefore, these forecasts may be improved by statistical postprocessing. In this work, we propose a D‐vine‐copula‐based postprocessing for 10 m surface wind speed ensemble forecasts. This approach makes use of quantile regression related to D‐vine copulas, which is highly data driven and allows one to adopt more general dependence structures as the state‐of‐the‐art zero‐truncated ensemble model output statistic (tEMOS) model. We compare local and global D‐vine copula quantile regression (DVQR) models to the corresponding tEMOS models and their gradient‐boosting extensions (tEMOS‐GB) for different sets of predictor variables using one lead time and 60 surface weather stations in Germany. Furthermore, we investigate which types of training periods can improve the performance of tEMOS and the D‐vine‐copula‐based method for wind speed postprocessing. We observe that the D‐vine‐based postprocessing yields a comparable performance with respect to tEMOS if only wind speed ensemble variables are included and to substantial refinements if additional meteorological and station‐specific weather variables are integrated. As our main result, we note that, in the global setting, DVQR is able to provide better scores than tEMOS‐GB in general, whereas the local DVQR is able to substantially outperform the local tEMOS‐GB at particular stations admitting nonlinear relationships among the variables. In addition, we remark that training periods capturing seasonal patterns perform the best. Last but not least, we adapt a criterion for calculating the variable importance in D‐vine copulas and we outline which predictor variables are due to this approach the most important for the correction of wind speed ensemble forecasts.

Generating synthetic rainfall fields by R‐vine copulas applied to seamless probabilistic predictions

“…This loss is a well‐known problem often discussed in the literature about post‐processing of ensemble forecasts (Bellier et al ., 2018; Jobst et al ., 2023; Möller et al ., 2013; Wu et al ., 2018). To overcome this drawback, several approaches have been developed that reintroduce spatial information to post‐processed marginal distributions.…”

D-Vine Copula based Postprocessing of Wind Speed Ensemble Forecasts

“…Recently, the D-vine copula based quantile regression (DVQR), which was developed by Kraus and Czado (2017) and further extended by Tepegjozova et al (2022) and Sahin and Czado (2022), was used by Möller et al (2018) and Demaeyer et al (2023) for the postprocessing of 2 m surface temperature forecasts. Jobst et al (2023c) used the same method for the postprocessing of 10 m surface wind speed forecasts. In all three analyses, DVQR showed comparable or sometimes even better results with respect to its competing methods.…”

“…In the ensemble postprocessing context the sliding window size depends on various factors, such as considered variables, seasons, locations, etc., which should be ideally taken into account. Therefore, Jobst et al (2023c) compared different types of training periods in the DVQR model estimation, and detected that a reduction in the computational complexity usually comes along with a worse predictive performance. In this work, we exactly tackle this problem and allow for arbitrary covariate effects in the DVQR model, such as temporal, spatial or spatio-temporal ones.…”