Assessing the spatial and temporal variation in the skill of precipitation forecasts from an NWP model

It is becoming increasingly important to be able to verify the spatial accuracy of precipitation forecasts, especially with the advent of high-resolution numerical weather prediction (NWP) models. In this article, the fractions skill score (FSS) approach has been used to perform a scale-selective evaluation of precipitation forecasts during 2003 from the Met Office mesoscale model (12 km grid length). The investigation shows how skill varies with spatial scale, the scales over which the data assimilation (DA) adds most skill, and how the loss of that skill is dependent on both the spatial scale and the rainfall coverage being examined. Although these results come from a specific model, they demonstrate how this verification approach can provide a quantitative assessment of the spatial behaviour of new finer-resolution models and DA techniques.

A spatial view of ensemble spread in convection permitting ensembles

With movement toward kilometer-scale ensembles, new techniques are needed for their characterization. A new methodology is presented for detailed spatial ensemble characterization using the fractions skill score (FSS). To evaluate spatial forecast differences, the average and standard deviation are taken of the FSS calculated over all ensemble member–member pairs at different scales and lead times. These methods were found to give important information about the ensemble behavior allowing the identification of useful spatial scales, spinup times for the model, and upscale growth of errors and forecast differences. The ensemble spread was found to be highly dependent on the spatial scales considered and the threshold applied to the field. High thresholds picked out localized and intense values that gave large temporal variability in ensemble spread: local processes and undersampling dominate for these thresholds. For lower thresholds the ensemble spread increases with time as differences between the ensemble members upscale. Two convective cases were investigated based on the Met Office United Model run at 2.2-km resolution. Different ensemble types were considered: ensembles produced using the Met Office Global and Regional Ensemble Prediction System (MOGREPS) and an ensemble produced using different model physics configurations. Comparison of the MOGREPS and multiphysics ensembles demonstrated the utility of spatial ensemble evaluation techniques for assessing the impact of different perturbation strategies and the need for assessing spread at different, believable, spatial scales.

Spatial evaluation of volcanic ash forecasts using satellite observations

The decision to close airspace in the event of a volcanic eruption is based on hazard maps of predicted ash extent. These are produced using output from volcanic ash transport and dispersion (VATD)models. In this paper an objectivemetric to evaluate the spatial accuracy of VATD simulations relative to satellite retrievals of volcanic ash is presented. The 5 metric is based on the fractions skill score (FSS). Thismeasure of skill provides more information than traditional point-bypoint metrics, such as success index and Pearson correlation coefficient, as it takes into the account spatial scale overwhich skill is being assessed. The FSS determines the scale overwhich a simulation has skill and can differentiate between a "near miss" and a forecast that is badly misplaced. The 10 idealised scenarios presented show that even simulations with considerable displacement errors have useful skill when evaluated over neighbourhood scales of 200–700km2. This method could be used to compare forecasts produced by different VATDs or using different model parameters, assess the impact of assimilating satellite retrieved ash data and evaluate VATD forecasts over a long time period.

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.