Forecasting with difference and trend stationary models

Although difference-stationary (DS) and trend-stationary (TS) processes have been subject to considerable analysis, there are no direct comparisons for each being the data-generation process (DGP). We examine incorrect choice between these models for forecasting for both known and estimated parameters. Three sets of Monte Carlo simulations illustrate the analysis, to evaluate the biases in conventional standard errors when each model is mis-specified, compute the relative mean-square forecast errors of the two models for both DGPs, and investigate autocorrelated errors, so both models can better approximate the converse DGP. The outcomes are surprisingly different from established results.

Multiple stationary solutions of an irradiated slab

A mathematical model describing the heat budget of an irradiated medium is introduced. The one-dimensional form of the equations and boundary conditions are presented and analysed. Heat transport at one face of the slab occurs by absorption (and reflection) of an incoming beam of short-wave radiation with a fraction of this radiation penetrating into the body of the slab, a diffusive heat flux in the slab and a prescribed incoming heat flux term. The other face of the slab is immersed in its own melt and is considered to be a free surface. Here, temperature continuity is prescribed and evolution of the surface is determined by a Stefan condition. These boundary conditions are flexible enough to describe a range of situations such as a laser shining on an opaque medium, or the natural environment of polar sea ice or lake ice. A two-stream radiation model is used which replaces the simple Beer’s law of radiation attenuation frequently used for semi-infinite domains. The stationary solutions of the governing equations are sought and it is found that there exists two possible stationary solutions for a given set of boundary conditions and a range of parameter choices. It is found that the existence of two stationary solutions is a direct result of the model of radiation absorption, due to its effect on the albedo of the medium. A linear stability analysis and numerical calculations indicate that where two stationary solutions exist, the solution corresponding to a larger thickness is always stable and the solution corresponding to a smaller thickness is unstable. Numerical simulations reveal that when there are two solutions, if the slab is thinner than the smaller stationary thickness it will melt completely, whereas if the slab is thicker than the smaller stationary thickness it will evolve toward the larger stationary thickness. These results indicate that other mechanisms (e.g. wave-induced agglomeration of crystals) are necessary to grow a slab from zero initial thickness in the parameter regime that yields two stationary solutions.

Synoptic versus orographic control on stationary convective banding

Quasi-stationary convective bands can cause large localised rainfall accumulations and are often anchored by topographic features. Here, the predictability of and mechanisms causing one such band are determined using ensembles of the Met Office Unified Model at convection-permitting resolution (1.5 km grid length). The band was stationary over the UK for 3 h and produced rainfall accumulations of up to 34 mm. The amount and location of the predicted rainfall was highly variable despite only small differences between the large-scale conditions of the ensemble members. Only three of 21 members of the control ensemble produced a stationary rain band; these three had the weakest upstream winds and hence lowest Froude number. Band formation was due to the superposition of two processes: lee-side convergence resulting from flow around an upstream obstacle and thermally forced convergence resulting from elevated heating over the upstream terrain. Both mechanisms were enhanced when the Froude number was lower. By increasing the terrain height (thus reducing the Froude number), the band became more predictable. An ensemble approach is required to successfully predict the possible occurrence of such quasi-stationary convective events because the rainfall variability is largely modulated by small variations of the large-scale flow. However, high-resolution models are required to accurately resolve the small-scale interactions of the flow with the topography upon which the band formation depends. Thus, although topography provides some predictability, the quasi-stationary convective bands anchored by it are likely to remain a forecasting challenge for many years to come.

The utility of convection-permitting ensembles for the prediction of stationary convective bands

This study examines convection-permitting numerical simulations of four cases of terrain-locked quasi-stationary convective bands over the UK. For each case, a 2.2-km grid-length 12-member ensemble and 1.5-km grid-length deterministic forecast are analyzed, each with two different initialization times. Object-based verification is applied to determine whether the simulations capture the structure, location, timing, intensity and duration of the observed precipitation. These verification diagnostics reveal that the forecast skill varies greatly between the four cases. Although the deterministic and ensemble simulations captured some aspects of the precipitation correctly in each case, they never simultaneously captured all of them satisfactorily. In general, the models predicted banded precipitation accumulations at approximately the correct time and location, but the precipitating structures were more cellular and less persistent than the coherent quasi-stationary bands that were observed. Ensemble simulations from the two different initialization times were not significantly different, which suggests a potential benefit of time-lagging subsequent ensembles to increase ensemble size. The predictive skill of the upstream larger-scale flow conditions and the simulated precipitation on the convection-permitting grids were strongly correlated, which suggests that more accurate forecasts from the parent ensemble should improve the performance of the convection-permitting ensemble nested within it.

A new adaptive multiple modelling approach for non-linear and non-stationary systems

This paper proposes a novel adaptive multiple modelling algorithm for non-linear and non-stationary systems. This simple modelling paradigm comprises K candidate sub-models which are all linear. With data available in an online fashion, the performance of all candidate sub-models are monitored based on the most recent data window, and M best sub-models are selected from the K candidates. The weight coefficients of the selected sub-model are adapted via the recursive least square (RLS) algorithm, while the coefficients of the remaining sub-models are unchanged. These M model predictions are then optimally combined to produce the multi-model output. We propose to minimise the mean square error based on a recent data window, and apply the sum to one constraint to the combination parameters, leading to a closed-form solution, so that maximal computational efficiency can be achieved. In addition, at each time step, the model prediction is chosen from either the resultant multiple model or the best sub-model, whichever is the best. Simulation results are given in comparison with some typical alternatives, including the linear RLS algorithm and a number of online non-linear approaches, in terms of modelling performance and time consumption.