Ensemble data assimilation in the presence of cloud

In numerical weather prediction (NWP) data assimilation (DA) methods are used to combine available observations with numerical model estimates. This is done by minimising measures of error on both observations and model estimates with more weight given to data that can be more trusted. For any DA method an estimate of the initial forecast error covariance matrix is required. For convective scale data assimilation, however, the properties of the error covariances are not well understood. An effective way to investigate covariance properties in the presence of convection is to use an ensemble-based method for which an estimate of the error covariance is readily available at each time step. In this work, we investigate the performance of the ensemble square root filter (EnSRF) in the presence of cloud growth applied to an idealised 1D convective column model of the atmosphere. We show that the EnSRF performs well in capturing cloud growth, but the ensemble does not cope well with discontinuities introduced into the system by parameterised rain. The state estimates lose accuracy, and more importantly the ensemble is unable to capture the spread (variance) of the estimates correctly. We also find, counter-intuitively, that by reducing the spatial frequency of observations and/or the accuracy of the observations, the ensemble is able to capture the states and their variability successfully across all regimes.

Ensemble forecasts of a flood-producing storm: comparison of the influence of model-state perturbations and parameter modifications

High-resolution ensemble simulations (Δx = 1 km) are performed with the Met Office Unified Model for the Boscastle (Cornwall, UK) flash-flooding event of 16 August 2004. Forecast uncertainties arising from imperfections in the forecast model are analysed by comparing the simulation results produced by two types of perturbation strategy. Motivated by the meteorology of the event, one type of perturbation alters relevant physics choices or parameter settings in the model's parametrization schemes. The other type of perturbation is designed to account for representativity error in the boundary-layer parametrization. It makes direct changes to the model state and provides a lower bound against which to judge the spread produced by other uncertainties. The Boscastle has genuine skill at scales of approximately 60 km and an ensemble spread which can be estimated to within ∼ 10% with only eight members. Differences between the model-state perturbation and physics modification strategies are discussed, the former being more important for triggering and the latter for subsequent cell development, including the average internal structure of convective cells. Despite such differences, the spread in rainfall evaluated at skilful scales is shown to be only weakly sensitive to the perturbation strategy. This suggests that relatively simple strategies for treating model uncertainty may be sufficient for practical, convective-scale ensemble forecasting.

Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

Ensemble clustering in deterministic ensemble Kalman filters

Ensemble clustering (EC) can arise in data assimilation with ensemble square root filters (EnSRFs) using non-linear models: an M-member ensemble splits into a single outlier and a cluster of M−1 members. The stochastic Ensemble Kalman Filter does not present this problem. Modifications to the EnSRFs by a periodic resampling of the ensemble through random rotations have been proposed to address it. We introduce a metric to quantify the presence of EC and present evidence to dispel the notion that EC leads to filter failure. Starting from a univariate model, we show that EC is not a permanent but transient phenomenon; it occurs intermittently in non-linear models. We perform a series of data assimilation experiments using a standard EnSRF and a modified EnSRF by a resampling though random rotations. The modified EnSRF thus alleviates issues associated with EC at the cost of traceability of individual ensemble trajectories and cannot use some of algorithms that enhance performance of standard EnSRF. In the non-linear regimes of low-dimensional models, the analysis root mean square error of the standard EnSRF slowly grows with ensemble size if the size is larger than the dimension of the model state. However, we do not observe this problem in a more complex model that uses an ensemble size much smaller than the dimension of the model state, along with inflation and localisation. Overall, we find that transient EC does not handicap the performance of the standard EnSRF.

The concept of exchangeability in ensemble forecasting

A set of random variables is exchangeable if its joint distribution function is invariant under permutation of the arguments. The concept of exchangeability is discussed, with a view towards potential application in evaluating ensemble forecasts. It is argued that the paradigm of ensembles being an independent draw from an underlying distribution function is probably too narrow; allowing ensemble members to be merely exchangeable might be a more versatile model. The question is discussed whether established methods of ensemble evaluation need alteration under this model, with reliability being given particular attention. It turns out that the standard methodology of rank histograms can still be applied. As a first application of the exchangeability concept, it is shown that the method of minimum spanning trees to evaluate the reliability of high dimensional ensembles is mathematically sound.

Predicting outliers in ensemble forecasts

An ensemble forecast is a collection of runs of a numerical dynamical model, initialized with perturbed initial conditions. In modern weather prediction for example, ensembles are used to retrieve probabilistic information about future weather conditions. In this contribution, we are concerned with ensemble forecasts of a scalar quantity (say, the temperature at a specific location). We consider the event that the verification is smaller than the smallest, or larger than the largest ensemble member. We call these events outliers. If a K-member ensemble accurately reflected the variability of the verification, outliers should occur with a base rate of 2/(K + 1). In operational forecast ensembles though, this frequency is often found to be higher. We study the predictability of outliers and find that, exploiting information available from the ensemble, forecast probabilities for outlier events can be calculated which are more skilful than the unconditional base rate. We prove this analytically for statistically consistent forecast ensembles. Further, the analytical results are compared to the predictability of outliers in an operational forecast ensemble by means of model output statistics. We find the analytical and empirical results to agree both qualitatively and quantitatively.

Modelling climate impact on floods with ensemble climate projections

The evidence provided by modelled assessments of future climate impact on flooding is fundamental to water resources and flood risk decision making. Impact models usually rely on climate projections from global and regional climate models (GCM/RCMs). However, challenges in representing precipitation events at catchment-scale resolution mean that decisions must be made on how to appropriately pre-process the meteorological variables from GCM/RCMs. Here the impacts on projected high flows of differing ensemble approaches and application of Model Output Statistics to RCM precipitation are evaluated while assessing climate change impact on flood hazard in the Upper Severn catchment in the UK. Various ensemble projections are used together with the HBV hydrological model with direct forcing and also compared to a response surface technique. We consider an ensemble of single-model RCM projections from the current UK Climate Projections (UKCP09); multi-model ensemble RCM projections from the European Union's FP6 ‘ENSEMBLES’ project; and a joint probability distribution of precipitation and temperature from a GCM-based perturbed physics ensemble. The ensemble distribution of results show that flood hazard in the Upper Severn is likely to increase compared to present conditions, but the study highlights the differences between the results from different ensemble methods and the strong assumptions made in using Model Output Statistics to produce the estimates of future river discharge. The results underline the challenges in using the current generation of RCMs for local climate impact studies on flooding. Copyright © 2012 Royal Meteorological Society

New dimensions in early flood warning across the globe using grand-ensemble weather predictions

Early and effective flood warning is essential to initiate timely measures to reduce loss of life and economic damage. The availability of several global ensemble weather prediction systems through the “THORPEX Interactive Grand Global Ensemble” (TIGGE) archive provides an opportunity to explore new dimensions in early flood forecasting and warning. TIGGE data has been used as meteorological input to the European Flood Alert System (EFAS) for a case study of a flood event in Romania in October 2007. Results illustrate that awareness for this case of flooding could have been raised as early as 8 days before the event and how the subsequent forecasts provide increasing insight into the range of possible flood conditions. This first assessment of one flood event illustrates the potential value of the TIGGE archive and the grand-ensembles approach to raise preparedness and thus to reduce the socio-economic impact of floods.

Parallel random prism: a computationally efficient ensemble learner for classification

Generally classifiers tend to overfit if there is noise in the training data or there are missing values. Ensemble learning methods are often used to improve a classifier's classification accuracy. Most ensemble learning approaches aim to improve the classification accuracy of decision trees. However, alternative classifiers to decision trees exist. The recently developed Random Prism ensemble learner for classification aims to improve an alternative classification rule induction approach, the Prism family of algorithms, which addresses some of the limitations of decision trees. However, Random Prism suffers like any ensemble learner from a high computational overhead due to replication of the data and the induction of multiple base classifiers. Hence even modest sized datasets may impose a computational challenge to ensemble learners such as Random Prism. Parallelism is often used to scale up algorithms to deal with large datasets. This paper investigates parallelisation for Random Prism, implements a prototype and evaluates it empirically using a Hadoop computing cluster.

From ensemble forecasts to predictive distribution functions

The translation of an ensemble of model runs into a probability distribution is a common task in model-based prediction. Common methods for such ensemble interpretations proceed as if verification and ensemble were draws from the same underlying distribution, an assumption not viable for most, if any, real world ensembles. An alternative is to consider an ensemble as merely a source of information rather than the possible scenarios of reality. This approach, which looks for maps between ensembles and probabilistic distributions, is investigated and extended. Common methods are revisited, and an improvement to standard kernel dressing, called ‘affine kernel dressing’ (AKD), is introduced. AKD assumes an affine mapping between ensemble and verification, typically not acting on individual ensemble members but on the entire ensemble as a whole, the parameters of this mapping are determined in parallel with the other dressing parameters, including a weight assigned to the unconditioned (climatological) distribution. These amendments to standard kernel dressing, albeit simple, can improve performance significantly and are shown to be appropriate for both overdispersive and underdispersive ensembles, unlike standard kernel dressing which exacerbates over dispersion. Studies are presented using operational numerical weather predictions for two locations and data from the Lorenz63 system, demonstrating both effectiveness given operational constraints and statistical significance given a large sample.

The European Flood Alert System and the communication, perception, and use of ensemble predictions for operational flood risk management

Although ensemble prediction systems (EPS) are increasingly promoted as the scientific state-of-the-art for operational flood forecasting, the communication, perception, and use of the resulting alerts have received much less attention. Using a variety of qualitative research methods, including direct user feedback at training workshops, participant observation during site visits to 25 forecasting centres across Europe, and in-depth interviews with 69 forecasters, civil protection officials, and policy makers involved in operational flood risk management in 17 European countries, this article discusses the perception, communication, and use of European Flood Alert System (EFAS) alerts in operational flood management. In particular, this article describes how the design of EFAS alerts has evolved in response to user feedback and desires for a hydrographic-like way of visualizing EFAS outputs. It also documents a variety of forecaster perceptions about the value and skill of EFAS forecasts and the best way of using them to inform operational decision making. EFAS flood alerts were generally welcomed by flood forecasters as a sort of ‘pre-alert’ to spur greater internal vigilance. In most cases, however, they did not lead, by themselves, to further preparatory action or to earlier warnings to the public or emergency services. Their hesitancy to act in response to medium-term, probabilistic alerts highlights some wider institutional obstacles to the hopes in the research community that EPS will be readily embraced by operational forecasters and lead to immediate improvements in flood incident management. The EFAS experience offers lessons for other hydrological services seeking to implement EPS operationally for flood forecasting and warning. Copyright © 2012 John Wiley & Sons, Ltd.

Northern winter stratospheric temperature and ozone responses to ENSO inferred from an ensemble of Chemistry Climate Models

The connection between the El Ni˜no Southern Oscillation (ENSO) and the Northern polar stratosphere has been established from observations and atmospheric modeling. Here a systematic inter-comparison of the sensitivity of the modeled stratosphere to ENSO in Chemistry Climate Models (CCMs) is reported. This work uses results from a number of the CCMs included in the 2006 ozone assessment. In the lower stratosphere, the mean of all model simulations reports a warming of the polar vortex during strong ENSO events in February–March, consistent with but smaller than the estimate from satellite observations and ERA40 reanalysis. The anomalous warming is associated with an anomalous dynamical increase of column ozone north of 70� N that is accompanied by coherent column ozone decrease in the Tropics, in agreement with that deduced from the NIWA column ozone database, implying an increased residual circulation in the mean of all model simulations during ENSO. The spread in the model responses is partly due to the large internal stratospheric variability and it is shown that it crucially depends on the representation of the tropospheric ENSO teleconnection in the models.

A low-order model investigation of the analysis of gravity waves in the ensemble Kalman filter.

The behavior of the ensemble Kalman filter (EnKF) is examined in the context of a model that exhibits a nonlinear chaotic (slow) vortical mode coupled to a linear (fast) gravity wave of a given amplitude and frequency. It is shown that accurate recovery of both modes is enhanced when covariances between fast and slow normal-mode variables (which reflect the slaving relations inherent in balanced dynamics) are modeled correctly. More ensemble members are needed to recover the fast, linear gravity wave than the slow, vortical motion. Although the EnKF tends to diverge in the analysis of the gravity wave, the filter divergence is stable and does not lead to a great loss of accuracy. Consequently, provided the ensemble is large enough and observations are made that reflect both time scales, the EnKF is able to recover both time scales more accurately than optimal interpolation (OI), which uses a static error covariance matrix. For OI it is also found to be problematic to observe the state at a frequency that is a subharmonic of the gravity wave frequency, a problem that is in part overcome by the EnKF.However, error in themodeled gravity wave parameters can be detrimental to the performance of the EnKF and remove its implied advantages, suggesting that a modified algorithm or a method for accounting for model error is needed.

Information-based data selection for ensemble data assimilation

Ensemble-based data assimilation is rapidly proving itself as a computationally-efficient and skilful assimilation method for numerical weather prediction, which can provide a viable alternative to more established variational assimilation techniques. However, a fundamental shortcoming of ensemble techniques is that the resulting analysis increments can only span a limited subspace of the state space, whose dimension is less than the ensemble size. This limits the amount of observational information that can effectively constrain the analysis. In this paper, a data selection strategy that aims to assimilate only the observational components that matter most and that can be used with both stochastic and deterministic ensemble filters is presented. This avoids unnecessary computations, reduces round-off errors and minimizes the risk of importing observation bias in the analysis. When an ensemble-based assimilation technique is used to assimilate high-density observations, the data-selection procedure allows the use of larger localization domains that may lead to a more balanced analysis. Results from the use of this data selection technique with a two-dimensional linear and a nonlinear advection model using both in situ and remote sounding observations are discussed.