Resolution and discrimination - two sides of the same coin

The notions of resolution and discrimination of probability forecasts are revisited. It is argued that the common concept underlying both resolution and discrimination is the dependence (in the sense of probability theory) of forecasts and observations. More specifically, a forecast has no resolution if and only if it has no discrimination if and only if forecast and observation are stochastically independent. A statistical tests for independence is thus also a test for no resolution and, at the same time, for no discrimination. The resolution term in the decomposition of the logarithmic scoring rule, and the area under the Receiver Operating Characteristic will be investigated in this light.

The pitfalls of ecological forecasting

Ecological forecasting is difficult but essential, because reactive management results in corrective actions that are often too late to avert significant environmental damage. Here, we appraise different forecasting methods with a particular focus on the modelling of species populations. We show how simple extrapolation of current trends in state is often inadequate because environmental drivers change in intensity over time and new drivers emerge. However, statistical models, incorporating relationships with drivers, simply offset the prediction problem, requiring us to forecast how the drivers will themselves change over time. Some authors approach this problem by focusing in detail on a single driver, whilst others use ‘storyline’ scenarios, which consider projected changes in a wide range of different drivers. We explain why both approaches are problematic and identify a compromise to model key drivers and interactions along with possible response options to help inform environmental management. We also highlight the crucial role of validation of forecasts using independent data. Although these issues are relevant for all types of ecological forecasting, we provide examples based on forecasts for populations of UK butterflies. We show how a high goodness-of-fit for models used to calibrate data is not sufficient for good forecasting. Long-term biological recording schemes rather than experiments will often provide data for ecological forecasting and validation because these schemes allow capture of landscape-scale land-use effects and their interactions with other drivers.

Precipitation and floodiness

There are a number of factors that lead to non-linearity between precipitation anomalies and flood hazard; this non-linearity is a pertinent issue for applications that use a precipitation forecast as a proxy for imminent flood hazard. We assessed the degree of this non-linearity for the first time using a recently developed global-scale hydrological model driven by the ERA-Interim Land precipitation reanalysis (1980–2010). We introduced new indices to assess large-scale flood hazard, or floodiness, and quantified the link between monthly precipitation, river discharge and floodiness anomalies at the global and regional scales. The results show that monthly floodiness is not well correlated with precipitation, therefore demonstrating the value of hydrometeorological systems for providing floodiness forecasts for decision-makers. A method is described for forecasting floodiness using the Global Flood Awareness System, building a climatology of regional floodiness from which to forecast floodiness anomalies out to two weeks.

Time-variations in commodity price jumps

In this paper, we study jumps in commodity prices. Unlike assumed in existing models of commodity price dynamics, a simple analysis of the data reveals that the probability of tail events is not constant but depends on the time of the year, i.e. exhibits seasonality. We propose a stochastic volatility jump–diffusion model to capture this seasonal variation. Applying the Markov Chain Monte Carlo (MCMC) methodology, we estimate our model using 20 years of futures data from four different commodity markets. We find strong statistical evidence to suggest that our model with seasonal jump intensity outperforms models featuring a constant jump intensity. To demonstrate the practical relevance of our findings, we show that our model typically improves Value-at-Risk (VaR) forecasts.

A global empirical system for probabilistic seasonal climate prediction

Preparing for episodes with risks of anomalous weather a month to a year ahead is an important challenge for governments, non-governmental organisations, and private companies and is dependent on the availability of reliable forecasts. The majority of operational seasonal forecasts are made using process-based dynamical models, which are complex, computationally challenging and prone to biases. Empirical forecast approaches built on statistical models to represent physical processes offer an alternative to dynamical systems and can provide either a benchmark for comparison or independent supplementary forecasts. Here, we present a simple empirical system based on multiple linear regression for producing probabilistic forecasts of seasonal surface air temperature and precipitation across the globe. The global CO2-equivalent concentration is taken as the primary predictor; subsequent predictors, including large-scale modes of variability in the climate system and local-scale information, are selected on the basis of their physical relationship with the predictand. The focus given to the climate change signal as a source of skill and the probabilistic nature of the forecasts produced constitute a novel approach to global empirical prediction. Hindcasts for the period 1961–2013 are validated against observations using deterministic (correlation of seasonal means) and probabilistic (continuous rank probability skill scores) metrics. Good skill is found in many regions, particularly for surface air temperature and most notably in much of Europe during the spring and summer seasons. For precipitation, skill is generally limited to regions with known El Niño–Southern Oscillation (ENSO) teleconnections. The system is used in a quasi-operational framework to generate empirical seasonal forecasts on a monthly basis.

The prediction of Northern Hemisphere tropical cyclone extended life cycles by the ECMWF Ensemble and Deterministic Prediction Systems. Part I: tropical cyclone stage

This study has explored the prediction errors of tropical cyclones (TCs) in the European Centre for Medium-Range Weather Forecasts (ECMWF) Ensemble Prediction System (EPS) for the Northern Hemisphere summer period for five recent years. Results for the EPS are contrasted with those for the higher-resolution deterministic forecasts. Various metrics of location and intensity errors are considered and contrasted for verification based on IBTrACS and the numerical weather prediction (NWP) analysis (NWPa). Motivated by the aim of exploring extended TC life cycles, location and intensity measures are introduced based on lower-tropospheric vorticity, which is contrasted with traditional verification metrics. Results show that location errors are almost identical when verified against IBTrACS or the NWPa. However, intensity in the form of the mean sea level pressure (MSLP) minima and 10-m wind speed maxima is significantly underpredicted relative to IBTrACS. Using the NWPa for verification results in much better consistency between the different intensity error metrics and indicates that the lower-tropospheric vorticity provides a good indication of vortex strength, with error results showing similar relationships to those based on MSLP and 10-m wind speeds for the different forecast types. The interannual variation in forecast errors are discussed in relation to changes in the forecast and NWPa system and variations in forecast errors between different ocean basins are discussed in terms of the propagation characteristics of the TCs.

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.

Application of data assimilation to ocean and climate prediction

Ocean prediction systems are now able to analyse and predict temperature, salinity and velocity structures within the ocean by assimilating measurements of the ocean’s temperature and salinity into physically based ocean models. Data assimilation combines current estimates of state variables, such as temperature and salinity, from a computational model with measurements of the ocean and atmosphere in order to improve forecasts and reduce uncertainty in the forecast accuracy. Data assimilation generally works well with ocean models away from the equator but has been found to induce vigorous and unrealistic overturning circulations near the equator. A pressure correction method was developed at the University of Reading and the Met Office to control these circulations using ideas from control theory and an understanding of equatorial dynamics. The method has been used for the last 10 years in seasonal forecasting and ocean prediction systems at the Met Office and European Center for Medium-range Weather Forecasting (ECMWF). It has been an important element in recent re-analyses of the ocean heat uptake that mitigates climate change.

Electricity derivatives pricing with forward-looking information

In order to increase overall transparency on key operational information, power transmission system operators publish an increasing amount of fundamental data, including forecasts of electricity demand and available capacity. We employ a fundamental model for electricity prices which lends itself well to integrating such forecasts, while retaining ease of implementation and tractability to allow for analytic derivatives pricing formulae. In an extensive futures pricing study, the pricing performance of our model is shown to further improve based on the inclusion of electricity demand and capacity forecasts, thus confirming the general importance of forward-looking information for electricity derivatives pricing. However, we also find that the usefulness of integrating forecast data into the pricing approach is primarily limited to those periods during which electricity prices are highly sensitive to demand or available capacity, whereas the impact is less visible when fuel prices are the primary underlying driver to prices instead.

Multiyear predictability of tropical marine productivity

Phytoplankton is at the base of the marine food web. Its carbon fixation, the net primary productivity (NPP), sustains most living marine resources. In regions like the tropical Pacific (30°N–30°S), natural fluctuations of NPP have large impacts on marine ecosystems including fisheries. The capacity to predict these natural variations would provide an important asset to science-based management approaches but remains unexplored yet. In this paper, we demonstrate that natural variations of NPP in the tropical Pacific can be forecasted several years in advance beyond the physical environment, whereas those of sea surface temperature are limited to 1 y. These results open previously unidentified perspectives for the future development of science-based management techniques of marine ecosystems based on multiyear forecasts of NPP.

Enhanced long-range forecast skill in boreal winter following stratospheric strong vortex conditions

There has been a great deal of recent interest in producing weather forecasts on the 2–6 week sub-seasonal timescale, which bridges the gap between medium-range (0–10 day) and seasonal (3–6 month) forecasts. While much of this interest is focused on the potential applications of skilful forecasts on the sub-seasonal range, understanding the potential sources of sub-seasonal forecast skill is a challenging and interesting problem, particularly because of the likely state-dependence of this skill (Hudson et al 2011). One such potential source of state-dependent skill for the Northern Hemisphere in winter is the occurrence of stratospheric sudden warming (SSW) events (Sigmond et al 2013). Here we show, by analysing a set of sub-seasonal hindcasts, that there is enhanced predictability of surface circulation not only when the stratospheric vortex is anomalously weak following SSWs but also when the vortex is extremely strong. Sub-seasonal forecasts initialized during strong vortex events are able to successfully capture the associated surface temperature and circulation anomalies. This results in an enhancement of Northern annular mode forecast skill compared to forecasts initialized during the cases when the stratospheric state is close to climatology. We demonstrate that the enhancement of skill for forecasts initialized during periods of strong vortex conditions is comparable to that achieved for forecasts initialized during weak events. This result indicates that additional confidence can be placed in sub-seasonal forecasts when the stratospheric polar vortex is significantly disturbed from its normal state.

Interdecadal changes on the seasonal prediction of the western North Pacific summer climate around the late 1970s and early 1990s

Identifying predictability and the corresponding sources for the western North Pacific (WNP) summer climate in the case of non-stationary teleconnections during recent decades benefits for further improvements of long-range prediction on the WNP and East Asian summers. In the past few decades, pronounced increases on the summer sea surface temperature (SST) and associated interannual variability are observed over the tropical Indian Ocean and eastern Pacific around the late 1970s and over the Maritime Continent and western–central Pacific around the early 1990s. These increases are associated with significant enhancements of the interannual variability for the lower-tropospheric wind over the WNP. In this study, we further assess interdecadal changes on the seasonal prediction of the WNP summer anomalies, using May-start retrospective forecasts from the ENSEMBLES multi-model project in the period 1960–2005. It is found that prediction of the WNP summer anomalies exhibits an interdecadal shift with higher prediction skills since the late 1970s, particularly after the early 1990s. Improvements of the prediction skills for SSTs after the late 1970s are mainly found around tropical Indian Ocean and the WNP. The better prediction of the WNP after the late 1970s may arise mainly from the improvement of the SST prediction around the tropical eastern Indian Ocean. The close teleconnections between the tropical eastern Indian Ocean and WNP summer variability work both in the model predictions and observations. After the early 1990s, on the other hand, the improvements are detected mainly around the South China Sea and Philippines for the lower-tropospheric zonal wind and precipitation anomalies, associating with a better description of the SST anomalies around the Maritime Continent. A dipole SST pattern over the Maritime Continent and the central equatorial Pacific Ocean is closely related to the WNP summer anomalies after the early 1990s. This teleconnection mode is quite predictable, which is realistically reproduced by the models, presenting more predictable signals to the WNP summer climate after the early 1990s.

The TIGGE project and its achievements

TIGGE was a major component of the THORPEX (The Observing System Research and Predictability Experiment) research program, whose aim is to accelerate improvements in forecasting high-impact weather. By providing ensemble prediction data from leading operational forecast centers, TIGGE has enhanced collaboration between the research and operational meteorological communities and enabled research studies on a wide range of topics. The paper covers the objective evaluation of the TIGGE data. For a range of forecast parameters, it is shown to be beneficial to combine ensembles from several data providers in a Multi-model Grand Ensemble. Alternative methods to correct systematic errors, including the use of reforecast data, are also discussed. TIGGE data have been used for a range of research studies on predictability and dynamical processes. Tropical cyclones are the most destructive weather systems in the world, and are a focus of multi-model ensemble research. Their extra-tropical transition also has a major impact on skill of mid-latitude forecasts. We also review how TIGGE has added to our understanding of the dynamics of extra-tropical cyclones and storm tracks. Although TIGGE is a research project, it has proved invaluable for the development of products for future operational forecasting. Examples include the forecasting of tropical cyclone tracks, heavy rainfall, strong winds, and flood prediction through coupling hydrological models to ensembles. Finally the paper considers the legacy of TIGGE. We discuss the priorities and key issues in predictability and ensemble forecasting, including the new opportunities of convective-scale ensembles, links with ensemble data assimilation methods, and extension of the range of useful forecast skill.

Continental and global scale flood forecasting systems

Floods are the most frequent of natural disasters, affecting millions of people across the globe every year. The anticipation and forecasting of floods at the global scale is crucial to preparing for severe events and providing early awareness where local flood models and warning services may not exist. As numerical weather prediction models continue to improve, operational centres are increasingly using the meteorological output from these to drive hydrological models, creating hydrometeorological systems capable of forecasting river flow and flood events at much longer lead times than has previously been possible. Furthermore, developments in, for example, modelling capabilities, data and resources in recent years have made it possible to produce global scale flood forecasting systems. In this paper, the current state of operational large scale flood forecasting is discussed, including probabilistic forecasting of floods using ensemble prediction systems. Six state-of-the-art operational large scale flood forecasting systems are reviewed, describing similarities and differences in their approaches to forecasting floods at the global and continental scale. Currently, operational systems have the capability to produce coarse-scale discharge forecasts in the medium-range and disseminate forecasts and, in some cases, early warning products, in real time across the globe, in support of national forecasting capabilities. With improvements in seasonal weather forecasting, future advances may include more seamless hydrological forecasting at the global scale, alongside a move towards multi-model forecasts and grand ensemble techniques, responding to the requirement of developing multi-hazard early warning systems for disaster risk reduction.

Intercomparison of the Arctic sea ice cover in global ocean–sea ice reanalyses from the ORA-IP project

Ocean–sea ice reanalyses are crucial for assessing the variability and recent trends in the Arctic sea ice cover. This is especially true for sea ice volume, as long-term and large scale sea ice thickness observations are inexistent. Results from the Ocean ReAnalyses Intercomparison Project (ORA-IP) are presented, with a focus on Arctic sea ice fields reconstructed by state-of-the-art global ocean reanalyses. Differences between the various reanalyses are explored in terms of the effects of data assimilation, model physics and atmospheric forcing on properties of the sea ice cover, including concentration, thickness, velocity and snow. Amongst the 14 reanalyses studied here, 9 assimilate sea ice concentration, and none assimilate sea ice thickness data. The comparison reveals an overall agreement in the reconstructed concentration fields, mainly because of the constraints in surface temperature imposed by direct assimilation of ocean observations, prescribed or assimilated atmospheric forcing and assimilation of sea ice concentration. However, some spread still exists amongst the reanalyses, due to a variety of factors. In particular, a large spread in sea ice thickness is found within the ensemble of reanalyses, partially caused by the biases inherited from their sea ice model components. Biases are also affected by the assimilation of sea ice concentration and the treatment of sea ice thickness in the data assimilation process. An important outcome of this study is that the spatial distribution of ice volume varies widely between products, with no reanalysis standing out as clearly superior as compared to altimetry estimates. The ice thickness from systems without assimilation of sea ice concentration is not worse than that from systems constrained with sea ice observations. An evaluation of the sea ice velocity fields reveals that ice drifts too fast in most systems. As an ensemble, the ORA-IP reanalyses capture trends in Arctic sea ice area and extent relatively well. However, the ensemble can not be used to get a robust estimate of recent trends in the Arctic sea ice volume. Biases in the reanalyses certainly impact the simulated air–sea fluxes in the polar regions, and questions the suitability of current sea ice reanalyses to initialize seasonal forecasts.