2018
DOI: 10.1007/s00477-018-1629-7
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Integration of max-stable processes and Bayesian model averaging to predict extreme climatic events in multi-model ensembles

Abstract: Projections of changes in extreme climate are sometimes predicted by using multi-model ensemble methods such as Bayesian model averaging (BMA) embedded with the generalized extreme value (GEV) distribution. BMA is a popular method for combining the forecasts of individual simulation models by weighted averaging and characterizing the uncertainty induced by simulating the model structure. This method is referred to as the GEV-embedded BMA. It is, however, based on a point-wise analysis of extreme events, which … Show more

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Cited by 13 publications
(9 citation statements)
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“…Among the many ensemble methods, the BMA combines the forecast distribution of different models and builds a weighted predictive distribution from them (e.g., Sloughter et al, 2007;Wang et al, 2012;Niu et al, 2018;Shin et al, 2019). Among the many ensemble methods, the BMA combines the forecast distribution of different models and builds a weighted predictive distribution from them (e.g., Sloughter et al, 2007;Wang et al, 2012;Niu et al, 2018;Shin et al, 2019).…”
Section: Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…Among the many ensemble methods, the BMA combines the forecast distribution of different models and builds a weighted predictive distribution from them (e.g., Sloughter et al, 2007;Wang et al, 2012;Niu et al, 2018;Shin et al, 2019). Among the many ensemble methods, the BMA combines the forecast distribution of different models and builds a weighted predictive distribution from them (e.g., Sloughter et al, 2007;Wang et al, 2012;Niu et al, 2018;Shin et al, 2019).…”
Section: Methodsmentioning
confidence: 99%
“…Over the past few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to their ability to help reduce uncertainty in prediction. Among the many ensemble methods, the BMA combines the forecast distribution of different models and builds a weighted predictive distribution from them (e.g., Sloughter et al, 2007;Wang et al, 2012;Niu et al, 2018;Shin et al, 2019). In a climate change study of extreme rainfall, Zhu et al (2013) employed the GEV distribution in a BMA framework, where the weight of each forecast model was calculated by comparing reanalysis data and the historical data from a simulation model.…”
Section: Methodsmentioning
confidence: 99%
“…The ensemble methods applied in this study are the simple (or equally weighted) average or the median of the statistics obtained from multimodels. Many studies including Suh et al (2012), Zhu et al (2013), Niu et al (2018), and Shin et al (2019b), however, applied the unequally weighted average methods. These weighted average methods, including the Bayesian model averaging, combine the forecast distribution of different models and build a weighted predictive distribution out of multiple models.…”
Section: Discussionmentioning
confidence: 99%
“…Investigating further the behaviour of different approaches on the range / threshold of interest and eventually developing a postprocessing method with a focus on rare events would open exciting avenues of research. The work of Friederichs et al (2018) offers an introduction to ensemble postprocessing of extreme weather events, an exemplary application for extreme rainfall intensity can be found in Shin et al (2019). To avoid local fluctuations and reflect the spatial dependencies between neighbouring locations, Shin et al (2019) use a spatial extreme model, namely a maxstable process.…”
Section: Discussionmentioning
confidence: 99%