WorldWideScience

Sample records for ensemble-based probabilistic forecasting

  1. Ensemble-based Probabilistic Forecasting at Horns Rev

    DEFF Research Database (Denmark)

    Pinson, Pierre; Madsen, Henrik

    2009-01-01

    forecasting methodology. In a first stage, ensemble forecasts of meteorological variables are converted to power through a suitable power curve model. This modelemploys local polynomial regression, and is adoptively estimated with an orthogonal fitting method. The obtained ensemble forecasts of wind power...

  2. Application of probabilistic precipitation forecasts from a ...

    African Journals Online (AJOL)

    2014-02-14

    Feb 14, 2014 ... Application of probabilistic precipitation forecasts from a deterministic model ... aim of this paper is to investigate the increase in the lead-time of flash flood warnings of the SAFFG using probabilistic precipitation forecasts ... The procedure is applied to a real flash flood event and the ensemble-based.

  3. Application of probabilistic precipitation forecasts from a ...

    African Journals Online (AJOL)

    Application of probabilistic precipitation forecasts from a deterministic model towards increasing the lead-time of flash flood forecasts in South Africa. ... The procedure is applied to a real flash flood event and the ensemble-based rainfall forecasts are verified against rainfall estimated by the SAFFG system. The approach ...

  4. Conditional Probabilistic Population Forecasting

    OpenAIRE

    Sanderson, W.C.; Scherbov, S.; O'Neill, B.C.; Lutz, W.

    2003-01-01

    Since policy makers often prefer to think in terms of scenarios, the question has arisen as to whether it is possible to make conditional population forecasts in a probabilistic context. This paper shows that it is both possible and useful to make these forecasts. We do this with two different kinds of examples. The first is the probabilistic analog of deterministic scenario analysis. Conditional probabilistic scenario analysis is essential for policy makers it allows them to answer "what if"...

  5. Conditional probabilistic population forecasting

    OpenAIRE

    Sanderson, Warren; Scherbov, Sergei; O'Neill, Brian; Lutz, Wolfgang

    2003-01-01

    Since policy-makers often prefer to think in terms of alternative scenarios, the question has arisen as to whether it is possible to make conditional population forecasts in a probabilistic context. This paper shows that it is both possible and useful to make these forecasts. We do this with two different kinds of examples. The first is the probabilistic analog of deterministic scenario analysis. Conditional probabilistic scenario analysis is essential for policy-makers because it allows them...

  6. Conditional Probabilistic Population Forecasting

    OpenAIRE

    Sanderson, Warren C.; Scherbov, Sergei; O'Neill, Brian C.; Lutz, Wolfgang

    2004-01-01

    Since policy-makers often prefer to think in terms of alternative scenarios, the question has arisen as to whether it is possible to make conditional population forecasts in a probabilistic context. This paper shows that it is both possible and useful to make these forecasts. We do this with two different kinds of examples. The first is the probabilistic analog of deterministic scenario analysis. Conditional probabilistic scenario analysis is essential for policy-makers because...

  7. Improving volcanic ash forecasts with ensemble-based data assimilation

    NARCIS (Netherlands)

    Fu, Guangliang

    2017-01-01

    The 2010 Eyjafjallajökull volcano eruption had serious consequences to civil aviation. This has initiated a lot of research on volcanic ash forecasting in recent years. For forecasting the volcanic ash transport after eruption onset, a volcanic ash transport and diffusion model (VATDM) needs to be

  8. Probabilistic forecasting and Bayesian data assimilation

    CERN Document Server

    Reich, Sebastian

    2015-01-01

    In this book the authors describe the principles and methods behind probabilistic forecasting and Bayesian data assimilation. Instead of focusing on particular application areas, the authors adopt a general dynamical systems approach, with a profusion of low-dimensional, discrete-time numerical examples designed to build intuition about the subject. Part I explains the mathematical framework of ensemble-based probabilistic forecasting and uncertainty quantification. Part II is devoted to Bayesian filtering algorithms, from classical data assimilation algorithms such as the Kalman filter, variational techniques, and sequential Monte Carlo methods, through to more recent developments such as the ensemble Kalman filter and ensemble transform filters. The McKean approach to sequential filtering in combination with coupling of measures serves as a unifying mathematical framework throughout Part II. Assuming only some basic familiarity with probability, this book is an ideal introduction for graduate students in ap...

  9. Evaluation of Probabilistic Disease Forecasts.

    Science.gov (United States)

    Hughes, Gareth; Burnett, Fiona J

    2017-10-01

    The statistical evaluation of probabilistic disease forecasts often involves calculation of metrics defined conditionally on disease status, such as sensitivity and specificity. However, for the purpose of disease management decision making, metrics defined conditionally on the result of the forecast-predictive values-are also important, although less frequently reported. In this context, the application of scoring rules in the evaluation of probabilistic disease forecasts is discussed. An index of separation with application in the evaluation of probabilistic disease forecasts, described in the clinical literature, is also considered and its relation to scoring rules illustrated. Scoring rules provide a principled basis for the evaluation of probabilistic forecasts used in plant disease management. In particular, the decomposition of scoring rules into interpretable components is an advantageous feature of their application in the evaluation of disease forecasts.

  10. New Aspects of Probabilistic Forecast Verification Using Information Theory

    Science.gov (United States)

    Tödter, Julian; Ahrens, Bodo

    2013-04-01

    This work deals with information-theoretical methods in probabilistic forecast verification, particularly concerning ensemble forecasts. Recent findings concerning the "Ignorance Score" are shortly reviewed, then a consistent generalization to continuous forecasts is motivated. For ensemble-generated forecasts, the presented measures can be calculated exactly. The Brier Score (BS) and its generalizations to the multi-categorical Ranked Probability Score (RPS) and to the Continuous Ranked Probability Score (CRPS) are prominent verification measures for probabilistic forecasts. Particularly, their decompositions into measures quantifying the reliability, resolution and uncertainty of the forecasts are attractive. Information theory sets up a natural framework for forecast verification. Recently, it has been shown that the BS is a second-order approximation of the information-based Ignorance Score (IGN), which also contains easily interpretable components and can also be generalized to a ranked version (RIGN). Here, the IGN, its generalizations and decompositions are systematically discussed in analogy to the variants of the BS. Additionally, a Continuous Ranked IGN (CRIGN) is introduced in analogy to the CRPS. The useful properties of the conceptually appealing CRIGN are illustrated, together with an algorithm to evaluate its components reliability, resolution, and uncertainty for ensemble-generated forecasts. This algorithm can also be used to calculate the decomposition of the more traditional CRPS exactly. The applicability of the "new" measures is demonstrated in a small evaluation study of ensemble-based precipitation forecasts.

  11. Do probabilistic forecasts lead to better decisions?

    Directory of Open Access Journals (Sweden)

    M. H. Ramos

    2013-06-01

    Full Text Available The last decade has seen growing research in producing probabilistic hydro-meteorological forecasts and increasing their reliability. This followed the promise that, supplied with information about uncertainty, people would take better risk-based decisions. In recent years, therefore, research and operational developments have also started focusing attention on ways of communicating the probabilistic forecasts to decision-makers. Communicating probabilistic forecasts includes preparing tools and products for visualisation, but also requires understanding how decision-makers perceive and use uncertainty information in real time. At the EGU General Assembly 2012, we conducted a laboratory-style experiment in which several cases of flood forecasts and a choice of actions to take were presented as part of a game to participants, who acted as decision-makers. Answers were collected and analysed. In this paper, we present the results of this exercise and discuss if we indeed make better decisions on the basis of probabilistic forecasts.

  12. Use and Communication of Probabilistic Forecasts.

    Science.gov (United States)

    Raftery, Adrian E

    2016-12-01

    Probabilistic forecasts are becoming more and more available. How should they be used and communicated? What are the obstacles to their use in practice? I review experience with five problems where probabilistic forecasting played an important role. This leads me to identify five types of potential users: Low Stakes Users, who don't need probabilistic forecasts; General Assessors, who need an overall idea of the uncertainty in the forecast; Change Assessors, who need to know if a change is out of line with expectatations; Risk Avoiders, who wish to limit the risk of an adverse outcome; and Decision Theorists, who quantify their loss function and perform the decision-theoretic calculations. This suggests that it is important to interact with users and to consider their goals. The cognitive research tells us that calibration is important for trust in probability forecasts, and that it is important to match the verbal expression with the task. The cognitive load should be minimized, reducing the probabilistic forecast to a single percentile if appropriate. Probabilities of adverse events and percentiles of the predictive distribution of quantities of interest seem often to be the best way to summarize probabilistic forecasts. Formal decision theory has an important role, but in a limited range of applications.

  13. Use and Communication of Probabilistic Forecasts

    Science.gov (United States)

    Raftery, Adrian E.

    2015-01-01

    Probabilistic forecasts are becoming more and more available. How should they be used and communicated? What are the obstacles to their use in practice? I review experience with five problems where probabilistic forecasting played an important role. This leads me to identify five types of potential users: Low Stakes Users, who don’t need probabilistic forecasts; General Assessors, who need an overall idea of the uncertainty in the forecast; Change Assessors, who need to know if a change is out of line with expectatations; Risk Avoiders, who wish to limit the risk of an adverse outcome; and Decision Theorists, who quantify their loss function and perform the decision-theoretic calculations. This suggests that it is important to interact with users and to consider their goals. The cognitive research tells us that calibration is important for trust in probability forecasts, and that it is important to match the verbal expression with the task. The cognitive load should be minimized, reducing the probabilistic forecast to a single percentile if appropriate. Probabilities of adverse events and percentiles of the predictive distribution of quantities of interest seem often to be the best way to summarize probabilistic forecasts. Formal decision theory has an important role, but in a limited range of applications. PMID:28446941

  14. A study on reducing update frequency of the forecast samples in the ensemble-based 4DVar data assimilation method

    Energy Technology Data Exchange (ETDEWEB)

    Shao, Aimei; Xu, Daosheng [Lanzhou Univ. (China). Key Lab. of Arid Climatic Changing and Reducing Disaster of Gansu Province; Chinese Academy of Meteorological Sciences, Beijing (China). State Key Lab. of Severe Weather; Qiu, Xiaobin [Lanzhou Univ. (China). Key Lab. of Arid Climatic Changing and Reducing Disaster of Gansu Province; Tianjin Institute of Meteorological Science (China); Qiu, Chongjian [Lanzhou Univ. (China). Key Lab. of Arid Climatic Changing and Reducing Disaster of Gansu Province

    2013-02-15

    In the ensemble-based four dimensional variational assimilation method (SVD-En4DVar), a singular value decomposition (SVD) technique is used to select the leading eigenvectors and the analysis variables are expressed as the orthogonal bases expansion of the eigenvectors. The experiments with a two-dimensional shallow-water equation model and simulated observations show that the truncation error and rejection of observed signals due to the reduced-dimensional reconstruction of the analysis variable are the major factors that damage the analysis when the ensemble size is not large enough. However, a larger-sized ensemble is daunting computational burden. Experiments with a shallow-water equation model also show that the forecast error covariances remain relatively constant over time. For that reason, we propose an approach that increases the members of the forecast ensemble while reducing the update frequency of the forecast error covariance in order to increase analysis accuracy and to reduce the computational cost. A series of experiments were conducted with the shallow-water equation model to test the efficiency of this approach. The experimental results indicate that this approach is promising. Further experiments with the WRF model show that this approach is also suitable for the real atmospheric data assimilation problem, but the update frequency of the forecast error covariances should not be too low. (orig.)

  15. A two-stage method of quantitative flood risk analysis for reservoir real-time operation using ensemble-based hydrologic forecasts

    Science.gov (United States)

    Liu, P.

    2013-12-01

    Quantitative analysis of the risk for reservoir real-time operation is a hard task owing to the difficulty of accurate description of inflow uncertainties. The ensemble-based hydrologic forecasts directly depict the inflows not only the marginal distributions but also their persistence via scenarios. This motivates us to analyze the reservoir real-time operating risk with ensemble-based hydrologic forecasts as inputs. A method is developed by using the forecast horizon point to divide the future time into two stages, the forecast lead-time and the unpredicted time. The risk within the forecast lead-time is computed based on counting the failure number of forecast scenarios, and the risk in the unpredicted time is estimated using reservoir routing with the design floods and the reservoir water levels of forecast horizon point. As a result, a two-stage risk analysis method is set up to quantify the entire flood risks by defining the ratio of the number of scenarios that excessive the critical value to the total number of scenarios. The China's Three Gorges Reservoir (TGR) is selected as a case study, where the parameter and precipitation uncertainties are implemented to produce ensemble-based hydrologic forecasts. The Bayesian inference, Markov Chain Monte Carlo, is used to account for the parameter uncertainty. Two reservoir operation schemes, the real operated and scenario optimization, are evaluated for the flood risks and hydropower profits analysis. With the 2010 flood, it is found that the improvement of the hydrologic forecast accuracy is unnecessary to decrease the reservoir real-time operation risk, and most risks are from the forecast lead-time. It is therefore valuable to decrease the avarice of ensemble-based hydrologic forecasts with less bias for a reservoir operational purpose.

  16. Ensemble-based forecasting at Horns Rev: Ensemble conversion and kernel dressing

    DEFF Research Database (Denmark)

    Pinson, Pierre; Madsen, Henrik

    . The obtained ensemble forecasts of wind power are then converted into predictive distributions with an original adaptive kernel dressing method. The shape of the kernels is driven by a mean-variance model, the parameters of which are recursively estimated in order to maximize the overall skill of obtained...

  17. Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond

    DEFF Research Database (Denmark)

    Hong, Tao; Pinson, Pierre; Fan, Shu

    2016-01-01

    The energy industry has been going through a significant modernization process over the last decade. Its infrastructure is being upgraded rapidly. The supply, demand and prices are becoming more volatile and less predictable than ever before. Even its business model is being challenged fundamenta......The energy industry has been going through a significant modernization process over the last decade. Its infrastructure is being upgraded rapidly. The supply, demand and prices are becoming more volatile and less predictable than ever before. Even its business model is being challenged...... fundamentally. In this competitive and dynamic environment, many decision-making processes rely on probabilistic forecasts to quantify the uncertain future. Although most of the papers in the energy forecasting literature focus on point or singlevalued forecasts, the research interest in probabilistic energy...

  18. Next-generation probabilistic seismicity forecasting

    Energy Technology Data Exchange (ETDEWEB)

    Hiemer, S.

    2014-07-01

    The development of probabilistic seismicity forecasts is one of the most important tasks of seismologists at present time. Such forecasts form the basis of probabilistic seismic hazard assessment, a widely used approach to generate ground motion exceedance maps. These hazard maps guide the development of building codes, and in the absence of the ability to deterministically predict earthquakes, good building and infrastructure planning is key to prevent catastrophes. Probabilistic seismicity forecasts are models that specify the occurrence rate of earthquakes as a function of space, time and magnitude. The models presented in this thesis are time-invariant mainshock occurrence models. Accordingly, the reliable estimation of the spatial and size distribution of seismicity are of crucial importance when constructing such probabilistic forecasts. Thereby we focus on data-driven approaches to infer these distributions, circumventing the need for arbitrarily chosen external parameters and subjective expert decisions. Kernel estimation has been shown to appropriately transform discrete earthquake locations into spatially continuous probability distributions. However, we show that neglecting the information from fault networks constitutes a considerable shortcoming and thus limits the skill of these current seismicity models. We present a novel earthquake rate forecast that applies the kernel-smoothing method to both past earthquake locations and slip rates on mapped crustal faults applied to Californian and European data. Our model is independent from biases caused by commonly used non-objective seismic zonations, which impose artificial borders of activity that are not expected in nature. Studying the spatial variability of the seismicity size distribution is of great importance. The b-value of the well-established empirical Gutenberg-Richter model forecasts the rates of hazard-relevant large earthquakes based on the observed rates of abundant small events. We propose a

  19. Next-generation probabilistic seismicity forecasting

    International Nuclear Information System (INIS)

    Hiemer, S.

    2014-01-01

    The development of probabilistic seismicity forecasts is one of the most important tasks of seismologists at present time. Such forecasts form the basis of probabilistic seismic hazard assessment, a widely used approach to generate ground motion exceedance maps. These hazard maps guide the development of building codes, and in the absence of the ability to deterministically predict earthquakes, good building and infrastructure planning is key to prevent catastrophes. Probabilistic seismicity forecasts are models that specify the occurrence rate of earthquakes as a function of space, time and magnitude. The models presented in this thesis are time-invariant mainshock occurrence models. Accordingly, the reliable estimation of the spatial and size distribution of seismicity are of crucial importance when constructing such probabilistic forecasts. Thereby we focus on data-driven approaches to infer these distributions, circumventing the need for arbitrarily chosen external parameters and subjective expert decisions. Kernel estimation has been shown to appropriately transform discrete earthquake locations into spatially continuous probability distributions. However, we show that neglecting the information from fault networks constitutes a considerable shortcoming and thus limits the skill of these current seismicity models. We present a novel earthquake rate forecast that applies the kernel-smoothing method to both past earthquake locations and slip rates on mapped crustal faults applied to Californian and European data. Our model is independent from biases caused by commonly used non-objective seismic zonations, which impose artificial borders of activity that are not expected in nature. Studying the spatial variability of the seismicity size distribution is of great importance. The b-value of the well-established empirical Gutenberg-Richter model forecasts the rates of hazard-relevant large earthquakes based on the observed rates of abundant small events. We propose a

  20. On probabilistic forecasting of wind power time-series

    DEFF Research Database (Denmark)

    Pinson, Pierre

    power dynamics. In both cases, the model parameters are adaptively and recursively estimated, time-adaptativity being the result of exponential forgetting of past observations. The probabilistic forecasting methodology is applied at the Horns Rev wind farm in Denmark, for 10-minute ahead probabilistic...... forecasting of wind power generation. Probabilistic forecasts generated from the proposed methodology clearly have higher skill than those obtained from a classical Gaussian assumption about wind power predictive densities. Corresponding point forecasts also exhibit significantly lower error criteria....

  1. Probabilistic Space Weather Forecasting: a Bayesian Perspective

    Science.gov (United States)

    Camporeale, E.; Chandorkar, M.; Borovsky, J.; Care', A.

    2017-12-01

    Most of the Space Weather forecasts, both at operational and research level, are not probabilistic in nature. Unfortunately, a prediction that does not provide a confidence level is not very useful in a decision-making scenario. Nowadays, forecast models range from purely data-driven, machine learning algorithms, to physics-based approximation of first-principle equations (and everything that sits in between). Uncertainties pervade all such models, at every level: from the raw data to finite-precision implementation of numerical methods. The most rigorous way of quantifying the propagation of uncertainties is by embracing a Bayesian probabilistic approach. One of the simplest and most robust machine learning technique in the Bayesian framework is Gaussian Process regression and classification. Here, we present the application of Gaussian Processes to the problems of the DST geomagnetic index forecast, the solar wind type classification, and the estimation of diffusion parameters in radiation belt modeling. In each of these very diverse problems, the GP approach rigorously provide forecasts in the form of predictive distributions. In turn, these distributions can be used as input for ensemble simulations in order to quantify the amplification of uncertainties. We show that we have achieved excellent results in all of the standard metrics to evaluate our models, with very modest computational cost.

  2. Probabilistic Forecasting of the Wave Energy Flux

    DEFF Research Database (Denmark)

    Pinson, Pierre; Reikard, G.; Bidlot, J.-R.

    2012-01-01

    Wave energy will certainly have a significant role to play in the deployment of renewable energy generation capacities. As with wind and solar, probabilistic forecasts of wave power over horizons of a few hours to a few days are required for power system operation as well as trading in electricit......% and 70% in terms of Continuous Rank Probability Score (CRPS), depending upon the test case and the lead time. It is finally shown that the log-Normal assumption can be seen as acceptable, even though it may be refined in the future....

  3. Staged decision making based on probabilistic forecasting

    Science.gov (United States)

    Booister, Nikéh; Verkade, Jan; Werner, Micha; Cranston, Michael; Cumiskey, Lydia; Zevenbergen, Chris

    2016-04-01

    Flood forecasting systems reduce, but cannot eliminate uncertainty about the future. Probabilistic forecasts explicitly show that uncertainty remains. However, as - compared to deterministic forecasts - a dimension is added ('probability' or 'likelihood'), with this added dimension decision making is made slightly more complicated. A technique of decision support is the cost-loss approach, which defines whether or not to issue a warning or implement mitigation measures (risk-based method). With the cost-loss method a warning will be issued when the ratio of the response costs to the damage reduction is less than or equal to the probability of the possible flood event. This cost-loss method is not widely used, because it motivates based on only economic values and is a technique that is relatively static (no reasoning, yes/no decision). Nevertheless it has high potential to improve risk-based decision making based on probabilistic flood forecasting because there are no other methods known that deal with probabilities in decision making. The main aim of this research was to explore the ways of making decision making based on probabilities with the cost-loss method better applicable in practice. The exploration began by identifying other situations in which decisions were taken based on uncertain forecasts or predictions. These cases spanned a range of degrees of uncertainty: from known uncertainty to deep uncertainty. Based on the types of uncertainties, concepts of dealing with situations and responses were analysed and possible applicable concepts where chosen. Out of this analysis the concepts of flexibility and robustness appeared to be fitting to the existing method. Instead of taking big decisions with bigger consequences at once, the idea is that actions and decisions are cut-up into smaller pieces and finally the decision to implement is made based on economic costs of decisions and measures and the reduced effect of flooding. The more lead-time there is in

  4. Probabilistic forecasting for extreme NO2 pollution episodes

    International Nuclear Information System (INIS)

    Aznarte, José L.

    2017-01-01

    In this study, we investigate the convenience of quantile regression to predict extreme concentrations of NO 2 . Contrarily to the usual point-forecasting, where a single value is forecast for each horizon, probabilistic forecasting through quantile regression allows for the prediction of the full probability distribution, which in turn allows to build models specifically fit for the tails of this distribution. Using data from the city of Madrid, including NO 2 concentrations as well as meteorological measures, we build models that predict extreme NO 2 concentrations, outperforming point-forecasting alternatives, and we prove that the predictions are accurate, reliable and sharp. Besides, we study the relative importance of the independent variables involved, and show how the important variables for the median quantile are different than those important for the upper quantiles. Furthermore, we present a method to compute the probability of exceedance of thresholds, which is a simple and comprehensible manner to present probabilistic forecasts maximizing their usefulness. - Highlights: • A new probabilistic forecasting system is presented to predict NO 2 concentrations. • While predicting the full distribution, it also outperforms other point-forecasting models. • Forecasts show good properties and peak concentrations are properly predicted. • It forecasts the probability of exceedance of thresholds, key to decision makers. • Relative forecasting importance of the variables is obtained as a by-product.

  5. A multi-scale ensemble-based framework for forecasting compound coastal-riverine flooding: The Hackensack-Passaic watershed and Newark Bay

    Science.gov (United States)

    Saleh, F.; Ramaswamy, V.; Wang, Y.; Georgas, N.; Blumberg, A.; Pullen, J.

    2017-12-01

    Estuarine regions can experience compound impacts from coastal storm surge and riverine flooding. The challenges in forecasting flooding in such areas are multi-faceted due to uncertainties associated with meteorological drivers and interactions between hydrological and coastal processes. The objective of this work is to evaluate how uncertainties from meteorological predictions propagate through an ensemble-based flood prediction framework and translate into uncertainties in simulated inundation extents. A multi-scale framework, consisting of hydrologic, coastal and hydrodynamic models, was used to simulate two extreme flood events at the confluence of the Passaic and Hackensack rivers and Newark Bay. The events were Hurricane Irene (2011), a combination of inland flooding and coastal storm surge, and Hurricane Sandy (2012) where coastal storm surge was the dominant component. The hydrodynamic component of the framework was first forced with measured streamflow and ocean water level data to establish baseline inundation extents with the best available forcing data. The coastal and hydrologic models were then forced with meteorological predictions from 21 ensemble members of the Global Ensemble Forecast System (GEFS) to retrospectively represent potential future conditions up to 96 hours prior to the events. Inundation extents produced by the hydrodynamic model, forced with the 95th percentile of the ensemble-based coastal and hydrologic boundary conditions, were in good agreement with baseline conditions for both events. The USGS reanalysis of Hurricane Sandy inundation extents was encapsulated between the 50th and 95th percentile of the forecasted inundation extents, and that of Hurricane Irene was similar but with caveats associated with data availability and reliability. This work highlights the importance of accounting for meteorological uncertainty to represent a range of possible future inundation extents at high resolution (∼m).

  6. A parimutuel gambling perspective to compare probabilistic seismicity forecasts

    Science.gov (United States)

    Zechar, J. Douglas; Zhuang, Jiancang

    2014-10-01

    Using analogies to gaming, we consider the problem of comparing multiple probabilistic seismicity forecasts. To measure relative model performance, we suggest a parimutuel gambling perspective which addresses shortcomings of other methods such as likelihood ratio, information gain and Molchan diagrams. We describe two variants of the parimutuel approach for a set of forecasts: head-to-head, in which forecasts are compared in pairs, and round table, in which all forecasts are compared simultaneously. For illustration, we compare the 5-yr forecasts of the Regional Earthquake Likelihood Models experiment for M4.95+ seismicity in California.

  7. Against all odds -- Probabilistic forecasts and decision making

    Science.gov (United States)

    Liechti, Katharina; Zappa, Massimiliano

    2015-04-01

    In the city of Zurich (Switzerland) the setting is such that the damage potential due to flooding of the river Sihl is estimated to about 5 billion US dollars. The flood forecasting system that is used by the administration for decision making runs continuously since 2007. It has a time horizon of max. five days and operates at hourly time steps. The flood forecasting system includes three different model chains. Two of those are run by the deterministic NWP models COSMO-2 and COSMO-7 and one is driven by the probabilistic NWP COSMO-Leps. The model chains are consistent since February 2010, so five full years are available for the evaluation for the system. The system was evaluated continuously and is a very nice example to present the added value that lies in probabilistic forecasts. The forecasts are available on an online-platform to the decision makers. Several graphical representations of the forecasts and forecast-history are available to support decision making and to rate the current situation. The communication between forecasters and decision-makers is quite close. To put it short, an ideal situation. However, an event or better put a non-event in summer 2014 showed that the knowledge about the general superiority of probabilistic forecasts doesn't necessarily mean that the decisions taken in a specific situation will be based on that probabilistic forecast. Some years of experience allow gaining confidence in the system, both for the forecasters and for the decision-makers. Even if from the theoretical point of view the handling during crisis situation is well designed, a first event demonstrated that the dialog with the decision-makers still lacks of exercise during such situations. We argue, that a false alarm is a needed experience to consolidate real-time emergency procedures relying on ensemble predictions. A missed event would probably also fit, but, in our case, we are very happy not to report about this option.

  8. Probabilistic Electricity Price Forecasting Models by Aggregation of Competitive Predictors

    Directory of Open Access Journals (Sweden)

    Claudio Monteiro

    2018-04-01

    Full Text Available This article presents original probabilistic price forecasting meta-models (PPFMCP models, by aggregation of competitive predictors, for day-ahead hourly probabilistic price forecasting. The best twenty predictors of the EEM2016 EPF competition are used to create ensembles of hourly spot price forecasts. For each hour, the parameter values of the probability density function (PDF of a Beta distribution for the output variable (hourly price can be directly obtained from the expected and variance values associated to the ensemble for such hour, using three aggregation strategies of predictor forecasts corresponding to three PPFMCP models. A Reliability Indicator (RI and a Loss function Indicator (LI are also introduced to give a measure of uncertainty of probabilistic price forecasts. The three PPFMCP models were satisfactorily applied to the real-world case study of the Iberian Electricity Market (MIBEL. Results from PPFMCP models showed that PPFMCP model 2, which uses aggregation by weight values according to daily ranks of predictors, was the best probabilistic meta-model from a point of view of mean absolute errors, as well as of RI and LI. PPFMCP model 1, which uses the averaging of predictor forecasts, was the second best meta-model. PPFMCP models allow evaluations of risk decisions based on the price to be made.

  9. Maximizing Statistical Power When Verifying Probabilistic Forecasts of Hydrometeorological Events

    Science.gov (United States)

    DeChant, C. M.; Moradkhani, H.

    2014-12-01

    Hydrometeorological events (i.e. floods, droughts, precipitation) are increasingly being forecasted probabilistically, owing to the uncertainties in the underlying causes of the phenomenon. In these forecasts, the probability of the event, over some lead time, is estimated based on some model simulations or predictive indicators. By issuing probabilistic forecasts, agencies may communicate the uncertainty in the event occurring. Assuming that the assigned probability of the event is correct, which is referred to as a reliable forecast, the end user may perform some risk management based on the potential damages resulting from the event. Alternatively, an unreliable forecast may give false impressions of the actual risk, leading to improper decision making when protecting resources from extreme events. Due to this requisite for reliable forecasts to perform effective risk management, this study takes a renewed look at reliability assessment in event forecasts. Illustrative experiments will be presented, showing deficiencies in the commonly available approaches (Brier Score, Reliability Diagram). Overall, it is shown that the conventional reliability assessment techniques do not maximize the ability to distinguish between a reliable and unreliable forecast. In this regard, a theoretical formulation of the probabilistic event forecast verification framework will be presented. From this analysis, hypothesis testing with the Poisson-Binomial distribution is the most exact model available for the verification framework, and therefore maximizes one's ability to distinguish between a reliable and unreliable forecast. Application of this verification system was also examined within a real forecasting case study, highlighting the additional statistical power provided with the use of the Poisson-Binomial distribution.

  10. Online probabilistic learning with an ensemble of forecasts

    Science.gov (United States)

    Thorey, Jean; Mallet, Vivien; Chaussin, Christophe

    2016-04-01

    Our objective is to produce a calibrated weighted ensemble to forecast a univariate time series. In addition to a meteorological ensemble of forecasts, we rely on observations or analyses of the target variable. The celebrated Continuous Ranked Probability Score (CRPS) is used to evaluate the probabilistic forecasts. However applying the CRPS on weighted empirical distribution functions (deriving from the weighted ensemble) may introduce a bias because of which minimizing the CRPS does not produce the optimal weights. Thus we propose an unbiased version of the CRPS which relies on clusters of members and is strictly proper. We adapt online learning methods for the minimization of the CRPS. These methods generate the weights associated to the members in the forecasted empirical distribution function. The weights are updated before each forecast step using only past observations and forecasts. Our learning algorithms provide the theoretical guarantee that, in the long run, the CRPS of the weighted forecasts is at least as good as the CRPS of any weighted ensemble with weights constant in time. In particular, the performance of our forecast is better than that of any subset ensemble with uniform weights. A noteworthy advantage of our algorithm is that it does not require any assumption on the distributions of the observations and forecasts, both for the application and for the theoretical guarantee to hold. As application example on meteorological forecasts for photovoltaic production integration, we show that our algorithm generates a calibrated probabilistic forecast, with significant performance improvements on probabilistic diagnostic tools (the CRPS, the reliability diagram and the rank histogram).

  11. Probabilistic Forecasting of Photovoltaic Generation: An Efficient Statistical Approach

    DEFF Research Database (Denmark)

    Wan, Can; Lin, Jin; Song, Yonghua

    2017-01-01

    This letter proposes a novel efficient probabilistic forecasting approach to accurately quantify the variability and uncertainty of the power production from photovoltaic (PV) systems. Distinguished from most existing models, a linear programming based prediction interval construction model for P...... power generation is proposed based on extreme learning machine and quantile regression, featuring high reliability and computational efficiency. The proposed approach is validated through the numerical studies on PV data from Denmark.......This letter proposes a novel efficient probabilistic forecasting approach to accurately quantify the variability and uncertainty of the power production from photovoltaic (PV) systems. Distinguished from most existing models, a linear programming based prediction interval construction model for PV...

  12. Visualizing Uncertainty for Probabilistic Weather Forecasting based on Reforecast Analogs

    Science.gov (United States)

    Pelorosso, Leandro; Diehl, Alexandra; Matković, Krešimir; Delrieux, Claudio; Ruiz, Juan; Gröeller, M. Eduard; Bruckner, Stefan

    2016-04-01

    Numerical weather forecasts are prone to uncertainty coming from inaccuracies in the initial and boundary conditions and lack of precision in numerical models. Ensemble of forecasts partially addresses these problems by considering several runs of the numerical model. Each forecast is generated with different initial and boundary conditions and different model configurations [GR05]. The ensembles can be expressed as probabilistic forecasts, which have proven to be very effective in the decision-making processes [DE06]. The ensemble of forecasts represents only some of the possible future atmospheric states, usually underestimating the degree of uncertainty in the predictions [KAL03, PH06]. Hamill and Whitaker [HW06] introduced the "Reforecast Analog Regression" (RAR) technique to overcome the limitations of ensemble forecasting. This technique produces probabilistic predictions based on the analysis of historical forecasts and observations. Visual analytics provides tools for processing, visualizing, and exploring data to get new insights and discover hidden information patterns in an interactive exchange between the user and the application [KMS08]. In this work, we introduce Albero, a visual analytics solution for probabilistic weather forecasting based on the RAR technique. Albero targets at least two different type of users: "forecasters", who are meteorologists working in operational weather forecasting and "researchers", who work in the construction of numerical prediction models. Albero is an efficient tool for analyzing precipitation forecasts, allowing forecasters to make and communicate quick decisions. Our solution facilitates the analysis of a set of probabilistic forecasts, associated statistical data, observations and uncertainty. A dashboard with small-multiples of probabilistic forecasts allows the forecasters to analyze at a glance the distribution of probabilities as a function of time, space, and magnitude. It provides the user with a more

  13. Uncertainty analysis of neural network based flood forecasting models: An ensemble based approach for constructing prediction interval

    Science.gov (United States)

    Kasiviswanathan, K.; Sudheer, K.

    2013-05-01

    Artificial neural network (ANN) based hydrologic models have gained lot of attention among water resources engineers and scientists, owing to their potential for accurate prediction of flood flows as compared to conceptual or physics based hydrologic models. The ANN approximates the non-linear functional relationship between the complex hydrologic variables in arriving at the river flow forecast values. Despite a large number of applications, there is still some criticism that ANN's point prediction lacks in reliability since the uncertainty of predictions are not quantified, and it limits its use in practical applications. A major concern in application of traditional uncertainty analysis techniques on neural network framework is its parallel computing architecture with large degrees of freedom, which makes the uncertainty assessment a challenging task. Very limited studies have considered assessment of predictive uncertainty of ANN based hydrologic models. In this study, a novel method is proposed that help construct the prediction interval of ANN flood forecasting model during calibration itself. The method is designed to have two stages of optimization during calibration: at stage 1, the ANN model is trained with genetic algorithm (GA) to obtain optimal set of weights and biases vector, and during stage 2, the optimal variability of ANN parameters (obtained in stage 1) is identified so as to create an ensemble of predictions. During the 2nd stage, the optimization is performed with multiple objectives, (i) minimum residual variance for the ensemble mean, (ii) maximum measured data points to fall within the estimated prediction interval and (iii) minimum width of prediction interval. The method is illustrated using a real world case study of an Indian basin. The method was able to produce an ensemble that has an average prediction interval width of 23.03 m3/s, with 97.17% of the total validation data points (measured) lying within the interval. The derived

  14. Probabilistic forecasting of wind power generation using extreme learning machine

    DEFF Research Database (Denmark)

    Wan, Can; Xu, Zhao; Pinson, Pierre

    2014-01-01

    an extreme learning machine (ELM)-based probabilistic forecasting method for wind power generation. To account for the uncertainties in the forecasting results, several bootstrapmethods have been compared for modeling the regression uncertainty, based on which the pairs bootstrap method is identified......Accurate and reliable forecast of wind power is essential to power system operation and control. However, due to the nonstationarity of wind power series, traditional point forecasting can hardly be accurate, leading to increased uncertainties and risks for system operation. This paper proposes...... with the best performance. Consequently, a new method for prediction intervals formulation based on theELMand the pairs bootstrap is developed.Wind power forecasting has been conducted in different seasons using the proposed approach with the historical wind power time series as the inputs alone. The results...

  15. Probabilistic eruption forecasting at short and long time scales

    Science.gov (United States)

    Marzocchi, Warner; Bebbington, Mark S.

    2012-10-01

    Any effective volcanic risk mitigation strategy requires a scientific assessment of the future evolution of a volcanic system and its eruptive behavior. Some consider the onus should be on volcanologists to provide simple but emphatic deterministic forecasts. This traditional way of thinking, however, does not deal with the implications of inherent uncertainties, both aleatoric and epistemic, that are inevitably present in observations, monitoring data, and interpretation of any natural system. In contrast to deterministic predictions, probabilistic eruption forecasting attempts to quantify these inherent uncertainties utilizing all available information to the extent that it can be relied upon and is informative. As with many other natural hazards, probabilistic eruption forecasting is becoming established as the primary scientific basis for planning rational risk mitigation actions: at short-term (hours to weeks or months), it allows decision-makers to prioritize actions in a crisis; and at long-term (years to decades), it is the basic component for land use and emergency planning. Probabilistic eruption forecasting consists of estimating the probability of an eruption event and where it sits in a complex multidimensional time-space-magnitude framework. In this review, we discuss the key developments and features of models that have been used to address the problem.

  16. Evaluation of Nonparametric Probabilistic Forecasts of Wind Power

    DEFF Research Database (Denmark)

    Pinson, Pierre; Møller, Jan Kloppenborg; Nielsen, Henrik Aalborg, orlov 31.07.2008

    Predictions of wind power production for horizons up to 48-72 hour ahead comprise a highly valuable input to the methods for the daily management or trading of wind generation. Today, users of wind power predictions are not only provided with point predictions, which are estimates of the most...... likely outcome for each look-ahead time, but also with uncertainty estimates given by probabilistic forecasts. In order to avoid assumptions on the shape of predictive distributions, these probabilistic predictions are produced from nonparametric methods, and then take the form of a single or a set...

  17. Probabilistic Forecasts of Solar Irradiance by Stochastic Differential Equations

    DEFF Research Database (Denmark)

    Iversen, Jan Emil Banning; Morales González, Juan Miguel; Møller, Jan Kloppenborg

    2014-01-01

    approach allows for characterizing both the interdependence structure of prediction errors of short-term solar irradiance and their predictive distribution. Three different stochastic differential equation models are first fitted to a training data set and subsequently evaluated on a one-year test set...... included in probabilistic forecasts may be paramount for decision makers to efficiently make use of this uncertain and variable generation. In this paper, a stochastic differential equation framework for modeling the uncertainty associated with the solar irradiance point forecast is proposed. This modeling...

  18. Leveraging stochastic differential equations for probabilistic forecasting of wind power using a dynamic power curve

    DEFF Research Database (Denmark)

    Iversen, Jan Emil Banning; Morales González, Juan Miguel; Møller, Jan Kloppenborg

    2017-01-01

    Short-term (hours to days) probabilistic forecasts of wind power generation provide useful information about the associated uncertainty of these forecasts. Standard probabilistic forecasts are usually issued on a per-horizon-basis, meaning that they lack information about the development of the u...

  19. Probabilistic Wind Power Forecasting with Hybrid Artificial Neural Networks

    DEFF Research Database (Denmark)

    Wan, Can; Song, Yonghua; Xu, Zhao

    2016-01-01

    probabilities of prediction errors provide an alternative yet effective solution. This article proposes a hybrid artificial neural network approach to generate prediction intervals of wind power. An extreme learning machine is applied to conduct point prediction of wind power and estimate model uncertainties...... via a bootstrap technique. Subsequently, the maximum likelihood estimation method is employed to construct a distinct neural network to estimate the noise variance of forecasting results. The proposed approach has been tested on multi-step forecasting of high-resolution (10-min) wind power using...... actual wind power data from Denmark. The numerical results demonstrate that the proposed hybrid artificial neural network approach is effective and efficient for probabilistic forecasting of wind power and has high potential in practical applications....

  20. Evaluation of probabilistic forecasts with the scoringRules package

    Science.gov (United States)

    Jordan, Alexander; Krüger, Fabian; Lerch, Sebastian

    2017-04-01

    Over the last decades probabilistic forecasts in the form of predictive distributions have become popular in many scientific disciplines. With the proliferation of probabilistic models arises the need for decision-theoretically principled tools to evaluate the appropriateness of models and forecasts in a generalized way in order to better understand sources of prediction errors and to improve the models. Proper scoring rules are functions S(F,y) which evaluate the accuracy of a forecast distribution F , given that an outcome y was observed. In coherence with decision-theoretical principles they allow to compare alternative models, a crucial ability given the variety of theories, data sources and statistical specifications that is available in many situations. This contribution presents the software package scoringRules for the statistical programming language R, which provides functions to compute popular scoring rules such as the continuous ranked probability score for a variety of distributions F that come up in applied work. For univariate variables, two main classes are parametric distributions like normal, t, or gamma distributions, and distributions that are not known analytically, but are indirectly described through a sample of simulation draws. For example, ensemble weather forecasts take this form. The scoringRules package aims to be a convenient dictionary-like reference for computing scoring rules. We offer state of the art implementations of several known (but not routinely applied) formulas, and implement closed-form expressions that were previously unavailable. Whenever more than one implementation variant exists, we offer statistically principled default choices. Recent developments include the addition of scoring rules to evaluate multivariate forecast distributions. The use of the scoringRules package is illustrated in an example on post-processing ensemble forecasts of temperature.

  1. Aggregated wind power generation probabilistic forecasting based on particle filter

    International Nuclear Information System (INIS)

    Li, Pai; Guan, Xiaohong; Wu, Jiang

    2015-01-01

    Highlights: • A new method for probabilistic forecasting of aggregated wind power generation. • A dynamic system is established based on a numerical weather prediction model. • The new method handles the non-Gaussian and time-varying wind power uncertainties. • Particle filter is applied to forecast predictive densities of wind generation. - Abstract: Probability distribution of aggregated wind power generation in a region is one of important issues for power system daily operation. This paper presents a novel method to forecast the predictive densities of the aggregated wind power generation from several geographically distributed wind farms, considering the non-Gaussian and non-stationary characteristics in wind power uncertainties. Based on a mesoscale numerical weather prediction model, a dynamic system is established to formulate the relationship between the atmospheric and near-surface wind fields of geographically distributed wind farms. A recursively backtracking framework based on the particle filter is applied to estimate the atmospheric state with the near-surface wind power generation measurements, and to forecast the possible samples of the aggregated wind power generation. The predictive densities of the aggregated wind power generation are then estimated based on these predicted samples by a kernel density estimator. In case studies, the new method presented is tested on a 9 wind farms system in Midwestern United States. The testing results that the new method can provide competitive interval forecasts for the aggregated wind power generation with conventional statistical based models, which validates the effectiveness of the new method

  2. A General Probabilistic Forecasting Framework for Offshore Wind Power Fluctuations

    DEFF Research Database (Denmark)

    Trombe, Pierre-Julien; Pinson, Pierre; Madsen, Henrik

    2012-01-01

    Accurate wind power forecasts highly contribute to the integration of wind power into power systems. The focus of the present study is on large-scale offshore wind farms and the complexity of generating accurate probabilistic forecasts of wind power fluctuations at time-scales of a few minutes...... fluctuations are characterized by highly volatile dynamics which are difficult to capture and predict. Due to the lack of adequate on-site meteorological observations to relate these dynamics to meteorological phenomena, we propose a general model formulation based on a statistical approach and historical wind...... power measurements only. We introduce an advanced Markov Chain Monte Carlo (MCMC) estimation method to account for the different features observed in an empirical time series of wind power: autocorrelation, heteroscedasticity and regime-switching. The model we propose is an extension of Markov...

  3. Probabilistic Forecasting for On-line Operation of Urban Drainage Systems

    DEFF Research Database (Denmark)

    Löwe, Roland

    This thesis deals with the generation of probabilistic forecasts in urban hydrology. In particular, we focus on the case of runoff forecasting for real-time control (RTC) on horizons of up to two hours. For the generation of probabilistic on-line runoff forecasts, we apply the stochastic grey...... and forecasts have on on-line runoff forecast quality. Finally, we implement the stochastic grey-box model approach in a real-world real-time control (RTC) setup and study how RTC can benefit from a dynamic quantification of runoff forecast uncertainty....

  4. The development of a probabilistic approach to forecast coastal change

    Science.gov (United States)

    Lentz, Erika E.; Hapke, Cheryl J.; Rosati, Julie D.; Wang, Ping; Roberts, Tiffany M.

    2011-01-01

    This study demonstrates the applicability of a Bayesian probabilistic model as an effective tool in predicting post-storm beach changes along sandy coastlines. Volume change and net shoreline movement are modeled for two study sites at Fire Island, New York in response to two extratropical storms in 2007 and 2009. Both study areas include modified areas adjacent to unmodified areas in morphologically different segments of coast. Predicted outcomes are evaluated against observed changes to test model accuracy and uncertainty along 163 cross-shore transects. Results show strong agreement in the cross validation of predictions vs. observations, with 70-82% accuracies reported. Although no consistent spatial pattern in inaccurate predictions could be determined, the highest prediction uncertainties appeared in locations that had been recently replenished. Further testing and model refinement are needed; however, these initial results show that Bayesian networks have the potential to serve as important decision-support tools in forecasting coastal change.

  5. Short-term Probabilistic Load Forecasting with the Consideration of Human Body Amenity

    Directory of Open Access Journals (Sweden)

    Ning Lu

    2013-02-01

    Full Text Available Load forecasting is the basis of power system planning and design. It is important for the economic operation and reliability assurance of power system. However, the results of load forecasting given by most existing methods are deterministic. This study aims at probabilistic load forecasting. First, the support vector machine regression is used to acquire the deterministic results of load forecasting with the consideration of human body amenity. Then the probabilistic load forecasting at a certain confidence level is given after the analysis of error distribution law corresponding to certain heat index interval. The final simulation shows that this probabilistic forecasting method is easy to implement and can provide more information than the deterministic forecasting results, and thus is helpful for decision-makers to make reasonable decisions.

  6. A General Probabilistic Forecasting Framework for Offshore Wind Power Fluctuations

    Directory of Open Access Journals (Sweden)

    Henrik Madsen

    2012-03-01

    Full Text Available Accurate wind power forecasts highly contribute to the integration of wind power into power systems. The focus of the present study is on large-scale offshore wind farms and the complexity of generating accurate probabilistic forecasts of wind power fluctuations at time-scales of a few minutes. Such complexity is addressed from three perspectives: (i the modeling of a nonlinear and non-stationary stochastic process; (ii the practical implementation of the model we proposed; (iii the gap between working on synthetic data and real world observations. At time-scales of a few minutes, offshore fluctuations are characterized by highly volatile dynamics which are difficult to capture and predict. Due to the lack of adequate on-site meteorological observations to relate these dynamics to meteorological phenomena, we propose a general model formulation based on a statistical approach and historical wind power measurements only. We introduce an advanced Markov Chain Monte Carlo (MCMC estimation method to account for the different features observed in an empirical time series of wind power: autocorrelation, heteroscedasticity and regime-switching. The model we propose is an extension of Markov-Switching Autoregressive (MSAR models with Generalized AutoRegressive Conditional Heteroscedastic (GARCH errors in each regime to cope with the heteroscedasticity. Then, we analyze the predictive power of our model on a one-step ahead exercise of time series sampled over 10 min intervals. Its performances are compared to state-of-the-art models and highlight the interest of including a GARCH specification for density forecasts.

  7. On the quality and value of probabilistic forecasts of wind generation

    DEFF Research Database (Denmark)

    Pinson, Pierre; Juban, Jeremie; Kariniotakis, Georges

    2006-01-01

    the uncertainty information, can be seen as optimal for the management or trading of wind generation. This paper explores the differences and relations between the quality (i.e. statistical performance) and the operational value of these forecasts. An application is presented on the use of probabilistic...... predictions for bidding in a European electricity market. The benefits of a probabilistic view of wind power forecasting are clearly demonstrated....

  8. Surrogate reservoir models for CSI well probabilistic production forecast

    Directory of Open Access Journals (Sweden)

    Saúl Buitrago

    2017-09-01

    Full Text Available The aim of this work is to present the construction and use of Surrogate Reservoir Models capable of accurately predicting cumulative oil production for every well stimulated with cyclic steam injection at any given time in a heavy oil reservoir in Mexico considering uncertain variables. The central composite experimental design technique was selected to capture the maximum amount of information from the model response with a minimum number of reservoir models simulations. Four input uncertain variables (the dead oil viscosity with temperature, the reservoir pressure, the reservoir permeability and oil sand thickness hydraulically connected to the well were selected as the ones with more impact on the initial hot oil production rate according to an analytical production prediction model. Twenty five runs were designed and performed with the STARS simulator for each well type on the reservoir model. The results show that the use of Surrogate Reservoir Models is a fast viable alternative to perform probabilistic production forecasting of the reservoir.

  9. Probabilistic Price Forecasting for Day-Ahead and Intraday Markets: Beyond the Statistical Model

    Directory of Open Access Journals (Sweden)

    José R. Andrade

    2017-10-01

    Full Text Available Forecasting the hourly spot price of day-ahead and intraday markets is particularly challenging in electric power systems characterized by high installed capacity of renewable energy technologies. In particular, periods with low and high price levels are difficult to predict due to a limited number of representative cases in the historical dataset, which leads to forecast bias problems and wide forecast intervals. Moreover, these markets also require the inclusion of multiple explanatory variables, which increases the complexity of the model without guaranteeing a forecasting skill improvement. This paper explores information from daily futures contract trading and forecast of the daily average spot price to correct point and probabilistic forecasting bias. It also shows that an adequate choice of explanatory variables and use of simple models like linear quantile regression can lead to highly accurate spot price point and probabilistic forecasts. In terms of point forecast, the mean absolute error was 3.03 €/MWh for day-ahead market and a maximum value of 2.53 €/MWh was obtained for intraday session 6. The probabilistic forecast results show sharp forecast intervals and deviations from perfect calibration below 7% for all market sessions.

  10. Ensemble and probabilistic forecasting of (u,v)-wind for the energy application

    DEFF Research Database (Denmark)

    Pinson, Pierre

    2011-01-01

    and probabilistic forecasts are becoming increasingly popular among the actors of the power system and electricity markets. The energy application is particularly interesting since covering a variety of decision-making problems requiring different types of input forecasts. A few of them will be reviewed...

  11. Probabilistic methods for seasonal forecasting in a changing climate: Cox-type regression models

    NARCIS (Netherlands)

    Maia, A.H.N.; Meinke, H.B.

    2010-01-01

    For climate risk management, cumulative distribution functions (CDFs) are an important source of information. They are ideally suited to compare probabilistic forecasts of primary (e.g. rainfall) or secondary data (e.g. crop yields). Summarised as CDFs, such forecasts allow an easy quantitative

  12. Non-parametric probabilistic forecasts of wind power: required properties and evaluation

    DEFF Research Database (Denmark)

    Pinson, Pierre; Nielsen, Henrik Aalborg; Møller, Jan Kloppenborg

    2007-01-01

    of a single or a set of quantile forecasts. The required and desirable properties of such probabilistic forecasts are defined and a framework for their evaluation is proposed. This framework is applied for evaluating the quality of two statistical methods producing full predictive distributions from point...

  13. Ensemble-based simultaneous emission estimates and improved forecast of radioactive pollution from nuclear power plant accidents: application to ETEX tracer experiment

    International Nuclear Information System (INIS)

    Zhang, X.L.; Li, Q.B.; Su, G.F.; Yuan, M.Q.

    2015-01-01

    The accidental release of radioactive materials from nuclear power plant leads to radioactive pollution. We apply an augmented ensemble Kalman filter (EnKF) with a chemical transport model to jointly estimate the emissions of Perfluoromethylcyclohexane (PMCH), a tracer substitute for radionuclides, from a point source during the European Tracer Experiment, and to improve the forecast of its dispersion downwind. We perturb wind fields to account for meteorological uncertainties. We expand the state vector of PMCH concentrations through continuously adding an a priori emission rate for each succeeding assimilation cycle. We adopt a time-correlated red noise to simulate the temporal emission fluctuation. The improved EnKF system rapidly updates (and reduces) the excessively large initial first-guess emissions, thereby significantly improves subsequent forecasts (r = 0.83, p < 0.001). It retrieves 94% of the total PMCH released and substantially reduces transport error (>80% average reduction of the normalized mean square error). - Highlights: • EnKF is augmented for estimating emission and improving dispersion forecast. • The improved system retrieves 94% of the actual total tracer release in ETEX. • The system substantially improves the 3-h forecast of the tracer dispersion. • The method is robust and insensitive to the first-guess emissions. • The meteorological uncertainties exert strong influence on the performance

  14. Probabilistic Wind Power Ramp Forecasting Based on a Scenario Generation Method

    Energy Technology Data Exchange (ETDEWEB)

    Wang, Qin [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Florita, Anthony R [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Krishnan, Venkat K [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Hodge, Brian S [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Cui, Mingjian [University of Texas at Dallas; Feng, Cong [University of Texas at Dallas; Wang, Zhenke [University of Texas at Dallas; Zhang, Jie [University of Texas at Dallas

    2018-02-01

    Wind power ramps (WPRs) are particularly important in the management and dispatch of wind power and currently drawing the attention of balancing authorities. With the aim to reduce the impact of WPRs for power system operations, this paper develops a probabilistic ramp forecasting method based on a large number of simulated scenarios. An ensemble machine learning technique is first adopted to forecast the basic wind power forecasting scenario and calculate the historical forecasting errors. A continuous Gaussian mixture model (GMM) is used to fit the probability distribution function (PDF) of forecasting errors. The cumulative distribution function (CDF) is analytically deduced. The inverse transform method based on Monte Carlo sampling and the CDF is used to generate a massive number of forecasting error scenarios. An optimized swinging door algorithm is adopted to extract all the WPRs from the complete set of wind power forecasting scenarios. The probabilistic forecasting results of ramp duration and start-time are generated based on all scenarios. Numerical simulations on publicly available wind power data show that within a predefined tolerance level, the developed probabilistic wind power ramp forecasting method is able to predict WPRs with a high level of sharpness and accuracy.

  15. Probabilistic Wind Power Ramp Forecasting Based on a Scenario Generation Method: Preprint

    Energy Technology Data Exchange (ETDEWEB)

    Wang, Qin [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Florita, Anthony R [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Krishnan, Venkat K [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Hodge, Brian S [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Cui, Mingjian [Univ. of Texas-Dallas, Richardson, TX (United States); Feng, Cong [Univ. of Texas-Dallas, Richardson, TX (United States); Wang, Zhenke [Univ. of Texas-Dallas, Richardson, TX (United States); Zhang, Jie [Univ. of Texas-Dallas, Richardson, TX (United States)

    2017-08-31

    Wind power ramps (WPRs) are particularly important in the management and dispatch of wind power, and they are currently drawing the attention of balancing authorities. With the aim to reduce the impact of WPRs for power system operations, this paper develops a probabilistic ramp forecasting method based on a large number of simulated scenarios. An ensemble machine learning technique is first adopted to forecast the basic wind power forecasting scenario and calculate the historical forecasting errors. A continuous Gaussian mixture model (GMM) is used to fit the probability distribution function (PDF) of forecasting errors. The cumulative distribution function (CDF) is analytically deduced. The inverse transform method based on Monte Carlo sampling and the CDF is used to generate a massive number of forecasting error scenarios. An optimized swinging door algorithm is adopted to extract all the WPRs from the complete set of wind power forecasting scenarios. The probabilistic forecasting results of ramp duration and start time are generated based on all scenarios. Numerical simulations on publicly available wind power data show that within a predefined tolerance level, the developed probabilistic wind power ramp forecasting method is able to predict WPRs with a high level of sharpness and accuracy.

  16. Very-short-term wind power probabilistic forecasts by sparse vector autoregression

    DEFF Research Database (Denmark)

    Dowell, Jethro; Pinson, Pierre

    2016-01-01

    A spatio-temporal method for producing very-shortterm parametric probabilistic wind power forecasts at a large number of locations is presented. Smart grids containing tens, or hundreds, of wind generators require skilled very-short-term forecasts to operate effectively, and spatial information...... is highly desirable. In addition, probabilistic forecasts are widely regarded as necessary for optimal power system management as they quantify the uncertainty associated with point forecasts. Here we work within a parametric framework based on the logit-normal distribution and forecast its parameters....... The location parameter for multiple wind farms is modelled as a vector-valued spatiotemporal process, and the scale parameter is tracked by modified exponential smoothing. A state-of-the-art technique for fitting sparse vector autoregressive models is employed to model the location parameter and demonstrates...

  17. From probabilistic forecasts to statistical scenarios of short-term wind power production

    DEFF Research Database (Denmark)

    Pinson, Pierre; Papaefthymiou, George; Klockl, Bernd

    2009-01-01

    on the development of the forecast uncertainty through forecast series. However, this additional information may be paramount for a large class of time-dependent and multistage decision-making problems, e.g. optimal operation of combined wind-storage systems or multiple-market trading with different gate closures......Short-term (up to 2-3 days ahead) probabilistic forecasts of wind power provide forecast users with highly valuable information on the uncertainty of expected wind generation. Whatever the type of these probabilistic forecasts, they are produced on a per horizon basis, and hence do not inform....... This issue is addressed here by describing a method that permits the generation of statistical scenarios of short-term wind generation that accounts for both the interdependence structure of prediction errors and the predictive distributions of wind power production. The method is based on the conversion...

  18. The management of subsurface uncertainty using probabilistic modeling of life cycle production forecasts and cash flows

    International Nuclear Information System (INIS)

    Olatunbosun, O. O.

    1998-01-01

    The subject pertains to the implementation of the full range of subsurface uncertainties in life cycle probabilistic forecasting and its extension to project cash flows using the methodology of probabilities. A new tool has been developed in the probabilistic application of Crystal-Ball which can model reservoir volumetrics, life cycle production forecasts and project cash flows in a single environment. The tool is modular such that the volumetrics and cash flow modules are optional. Production forecasts are often generated by applying a decline equation to single best estimate values of input parameters such as initial potential, decline rate, abandonment rate etc -or sometimes by results of reservoir simulation. This new tool provides a means of implementing the full range of uncertainties and interdependencies of the input parameters into the production forecasts by defining the input parameters as probability density functions, PDFs and performing several iterations to generate an expectation curve forecast. Abandonment rate is implemented in each iteration via a link to an OPEX model. The expectation curve forecast is input into a cash flow model to generate a probabilistic NPV. Base case and sensitivity runs from reservoir simulation can likewise form the basis for a probabilistic production forecast from which a probabilistic cash flow can be generated. A good illustration of the application of this tool is in the modelling of the production forecast for a well that encounters its target reservoirs in OUT/ODT situation and thus has significant uncertainties. The uncertainty in presence and size (if present) of gas cap and dependency between ultimate recovery and initial potential amongst other uncertainties can be easily implemented in the production forecast with this tool. From the expectation curve forecast, a probabilistic NPV can be easily generated. Possible applications of this tool include: i. estimation of range of actual recoverable volumes based

  19. Probabilistic forecasting of the solar irradiance with recursive ARMA and GARCH models

    DEFF Research Database (Denmark)

    David, M.; Ramahatana, F.; Trombe, Pierre-Julien

    2016-01-01

    Forecasting of the solar irradiance is a key feature in order to increase the penetration rate of solar energy into the energy grids. Indeed, the anticipation of the fluctuations of the solar renewables allows a better management of the production means of electricity and a better operation...... sky index show some similarities with that of financial time series. The aim of this paper is to assess the performances of a commonly used combination of two linear models (ARMA and GARCH) in econometrics in order to provide probabilistic forecasts of solar irradiance. In addition, a recursive...... regarding the statistical distribution of the error, the reliability of the probabilistic forecasts stands in the same order of magnitude as other works done in the field of solar forecasting....

  20. Comparison of Statistical Post-Processing Methods for Probabilistic Wind Speed Forecasting

    Science.gov (United States)

    Han, Keunhee; Choi, JunTae; Kim, Chansoo

    2018-02-01

    In this study, the statistical post-processing methods that include bias-corrected and probabilistic forecasts of wind speed measured in PyeongChang, which is scheduled to host the 2018 Winter Olympics, are compared and analyzed to provide more accurate weather information. The six post-processing methods used in this study are as follows: mean bias-corrected forecast, mean and variance bias-corrected forecast, decaying averaging forecast, mean absolute bias-corrected forecast, and the alternative implementations of ensemble model output statistics (EMOS) and Bayesian model averaging (BMA) models, which are EMOS and BMA exchangeable models by assuming exchangeable ensemble members and simplified version of EMOS and BMA models. Observations for wind speed were obtained from the 26 stations in PyeongChang and 51 ensemble member forecasts derived from the European Centre for Medium-Range Weather Forecasts (ECMWF Directorate, 2012) that were obtained between 1 May 2013 and 18 March 2016. Prior to applying the post-processing methods, reliability analysis was conducted by using rank histograms to identify the statistical consistency of ensemble forecast and corresponding observations. Based on the results of our study, we found that the prediction skills of probabilistic forecasts of EMOS and BMA models were superior to the biascorrected forecasts in terms of deterministic prediction, whereas in probabilistic prediction, BMA models showed better prediction skill than EMOS. Even though the simplified version of BMA model exhibited best prediction skill among the mentioned six methods, the results showed that the differences of prediction skills between the versions of EMOS and BMA were negligible.

  1. Influence of wind energy forecast in deterministic and probabilistic sizing of reserves

    Energy Technology Data Exchange (ETDEWEB)

    Gil, A.; Torre, M. de la; Dominguez, T.; Rivas, R. [Red Electrica de Espana (REE), Madrid (Spain). Dept. Centro de Control Electrico

    2010-07-01

    One of the challenges in large-scale wind energy integration in electrical systems is coping with wind forecast uncertainties at the time of sizing generation reserves. These reserves must be sized large enough so that they don't compromise security of supply or the balance of the system, but economic efficiency must be also kept in mind. This paper describes two methods of sizing spinning reserves taking into account wind forecast uncertainties, deterministic using a probabilistic wind forecast and probabilistic using stochastic variables. The deterministic method calculates the spinning reserve needed by adding components each of them in order to overcome one single uncertainty: demand errors, the biggest thermal generation loss and wind forecast errors. The probabilistic method assumes that demand forecast errors, short-term thermal group unavailability and wind forecast errors are independent stochastic variables and calculates the probability density function of the three variables combined. These methods are being used in the case of the Spanish peninsular system, in which wind energy accounted for 14% of the total electrical energy produced in the year 2009 and is one of the systems in the world with the highest wind penetration levels. (orig.)

  2. Using Bayesian Model Averaging (BMA) to calibrate probabilistic surface temperature forecasts over Iran

    Energy Technology Data Exchange (ETDEWEB)

    Soltanzadeh, I. [Tehran Univ. (Iran, Islamic Republic of). Inst. of Geophysics; Azadi, M.; Vakili, G.A. [Atmospheric Science and Meteorological Research Center (ASMERC), Teheran (Iran, Islamic Republic of)

    2011-07-01

    Using Bayesian Model Averaging (BMA), an attempt was made to obtain calibrated probabilistic numerical forecasts of 2-m temperature over Iran. The ensemble employs three limited area models (WRF, MM5 and HRM), with WRF used with five different configurations. Initial and boundary conditions for MM5 and WRF are obtained from the National Centers for Environmental Prediction (NCEP) Global Forecast System (GFS) and for HRM the initial and boundary conditions come from analysis of Global Model Europe (GME) of the German Weather Service. The resulting ensemble of seven members was run for a period of 6 months (from December 2008 to May 2009) over Iran. The 48-h raw ensemble outputs were calibrated using BMA technique for 120 days using a 40 days training sample of forecasts and relative verification data. The calibrated probabilistic forecasts were assessed using rank histogram and attribute diagrams. Results showed that application of BMA improved the reliability of the raw ensemble. Using the weighted ensemble mean forecast as a deterministic forecast it was found that the deterministic-style BMA forecasts performed usually better than the best member's deterministic forecast. (orig.)

  3. Using Bayesian Model Averaging (BMA to calibrate probabilistic surface temperature forecasts over Iran

    Directory of Open Access Journals (Sweden)

    I. Soltanzadeh

    2011-07-01

    Full Text Available Using Bayesian Model Averaging (BMA, an attempt was made to obtain calibrated probabilistic numerical forecasts of 2-m temperature over Iran. The ensemble employs three limited area models (WRF, MM5 and HRM, with WRF used with five different configurations. Initial and boundary conditions for MM5 and WRF are obtained from the National Centers for Environmental Prediction (NCEP Global Forecast System (GFS and for HRM the initial and boundary conditions come from analysis of Global Model Europe (GME of the German Weather Service. The resulting ensemble of seven members was run for a period of 6 months (from December 2008 to May 2009 over Iran. The 48-h raw ensemble outputs were calibrated using BMA technique for 120 days using a 40 days training sample of forecasts and relative verification data. The calibrated probabilistic forecasts were assessed using rank histogram and attribute diagrams. Results showed that application of BMA improved the reliability of the raw ensemble. Using the weighted ensemble mean forecast as a deterministic forecast it was found that the deterministic-style BMA forecasts performed usually better than the best member's deterministic forecast.

  4. Probabilistic electricity price forecasting with variational heteroscedastic Gaussian process and active learning

    International Nuclear Information System (INIS)

    Kou, Peng; Liang, Deliang; Gao, Lin; Lou, Jianyong

    2015-01-01

    Highlights: • A novel active learning model for the probabilistic electricity price forecasting. • Heteroscedastic Gaussian process that captures the local volatility of the electricity price. • Variational Bayesian learning that avoids over-fitting. • Active learning algorithm that reduces the computational efforts. - Abstract: Electricity price forecasting is essential for the market participants in their decision making. Nevertheless, the accuracy of such forecasting cannot be guaranteed due to the high variability of the price data. For this reason, in many cases, rather than merely point forecasting results, market participants are more interested in the probabilistic price forecasting results, i.e., the prediction intervals of the electricity price. Focusing on this issue, this paper proposes a new model for the probabilistic electricity price forecasting. This model is based on the active learning technique and the variational heteroscedastic Gaussian process (VHGP). It provides the heteroscedastic Gaussian prediction intervals, which effectively quantify the heteroscedastic uncertainties associated with the price data. Because the high computational effort of VHGP hinders its application to the large-scale electricity price forecasting tasks, we design an active learning algorithm to select a most informative training subset from the whole available training set. By constructing the forecasting model on this smaller subset, the computational efforts can be significantly reduced. In this way, the practical applicability of the proposed model is enhanced. The forecasting performance and the computational time of the proposed model are evaluated using the real-world electricity price data, which is obtained from the ANEM, PJM, and New England ISO

  5. Probabilistic accounting of uncertainty in forecasts of species distributions under climate change

    Science.gov (United States)

    Seth J. Wenger; Nicholas A. Som; Daniel C. Dauwalter; Daniel J. Isaak; Helen M. Neville; Charles H. Luce; Jason B. Dunham; Michael K. Young; Kurt D. Fausch; Bruce E. Rieman

    2013-01-01

    Forecasts of species distributions under future climates are inherently uncertain, but there have been few attempts to describe this uncertainty comprehensively in a probabilistic manner. We developed a Monte Carlo approach that accounts for uncertainty within generalized linear regression models (parameter uncertainty and residual error), uncertainty among competing...

  6. The communicative process of weather forecasts issued in the probabilistic form

    Directory of Open Access Journals (Sweden)

    Alessio Raimondi

    2009-03-01

    Full Text Available One of the main purposes of weather forecasting is that of protecting weather-sensitive human activities. Forecasts issued in the probabilistic form have a higher informative content, as opposed to deterministic one, since they bear information that give also a measure of their own uncertainty. However, in order to make an appropriate and effective use of this kind of forecasts in an operational setting, communication becomes significatively relevant.The present paper, after having briefly examined the weather forecasts concerning Hurricane Charley (August 2004, tackles the issue of the communicative process in detail.The bottom line of this study is that for the weather forecast to achieve its best predictive potential, an in-depth analysis of communication issues is necessary.

  7. The communicative process of weather forecasts issued in the probabilistic form (Italian original version

    Directory of Open Access Journals (Sweden)

    Alessio Raimondi

    2009-03-01

    Full Text Available One of the main purposes of weather forecasting is that of protecting weather-sensitive human activities. Forecasts issued in the probabilistic form have a higher informative content, as opposed to deterministic one, since they bear information that give also a measure of their own uncertainty. However, in order to make an appropriate and effective use of this kind of forecasts in an operational setting, communication becomes significatively relevant.The present paper, after having briefly examined the weather forecasts concerning Hurricane Charley (August 2004, tackles the issue of the communicative process in detail.The bottom line of this study is that for the weather forecast to achieve its best predictive potential, an in-depth analysis of communication issues is necessary.

  8. Very Short-term Nonparametric Probabilistic Forecasting of Renewable Energy Generation - with Application to Solar Energy

    DEFF Research Database (Denmark)

    Golestaneh, Faranak; Pinson, Pierre; Gooi, Hoay Beng

    2016-01-01

    Due to the inherent uncertainty involved in renewable energy forecasting, uncertainty quantification is a key input to maintain acceptable levels of reliability and profitability in power system operation. A proposal is formulated and evaluated here for the case of solar power generation, when only...... approach to generate very short-term predictive densities, i.e., for lead times between a few minutes to one hour ahead, with fast frequency updates. We rely on an Extreme Learning Machine (ELM) as a fast regression model, trained in varied ways to obtain both point and quantile forecasts of solar power...... generation. Four probabilistic methods are implemented as benchmarks. Rival approaches are evaluated based on a number of test cases for two solar power generation sites in different climatic regions, allowing us to show that our approach results in generation of skilful and reliable probabilistic forecasts...

  9. A hybrid approach for probabilistic forecasting of electricity price

    DEFF Research Database (Denmark)

    Wan, Can; Xu, Zhao; Wang, Yelei

    2014-01-01

    to the nonstationarities involved in market clearing prices (MCPs), it is rather difficult to accurately predict MCPs in advance. The challenge is getting intensified as more and more renewable energy and other new technologies emerged in smart grids. Therefore transformation from traditional point forecasts...... electricity price forecasting is proposed in this paper. The effectiveness of the proposed hybrid method has been validated through comprehensive tests using real price data from Australian electricity market.......The electricity market plays a key role in realizing the economic prophecy of smart grids. Accurate and reliable electricity market price forecasting is essential to facilitate various decision making activities of market participants in the future smart grid environment. However, due...

  10. Meta-heuristic CRPS minimization for the calibration of short-range probabilistic forecasts

    Science.gov (United States)

    Mohammadi, Seyedeh Atefeh; Rahmani, Morteza; Azadi, Majid

    2016-08-01

    This paper deals with the probabilistic short-range temperature forecasts over synoptic meteorological stations across Iran using non-homogeneous Gaussian regression (NGR). NGR creates a Gaussian forecast probability density function (PDF) from the ensemble output. The mean of the normal predictive PDF is a bias-corrected weighted average of the ensemble members and its variance is a linear function of the raw ensemble variance. The coefficients for the mean and variance are estimated by minimizing the continuous ranked probability score (CRPS) during a training period. CRPS is a scoring rule for distributional forecasts. In the paper of Gneiting et al. (Mon Weather Rev 133:1098-1118, 2005), Broyden-Fletcher-Goldfarb-Shanno (BFGS) method is used to minimize the CRPS. Since BFGS is a conventional optimization method with its own limitations, we suggest using the particle swarm optimization (PSO), a robust meta-heuristic method, to minimize the CRPS. The ensemble prediction system used in this study consists of nine different configurations of the weather research and forecasting model for 48-h forecasts of temperature during autumn and winter 2011 and 2012. The probabilistic forecasts were evaluated using several common verification scores including Brier score, attribute diagram and rank histogram. Results show that both BFGS and PSO find the optimal solution and show the same evaluation scores, but PSO can do this with a feasible random first guess and much less computational complexity.

  11. Probabilistic wind power forecasting based on logarithmic transformation and boundary kernel

    International Nuclear Information System (INIS)

    Zhang, Yao; Wang, Jianxue; Luo, Xu

    2015-01-01

    Highlights: • Quantitative information on the uncertainty of wind power generation. • Kernel density estimator provides non-Gaussian predictive distributions. • Logarithmic transformation reduces the skewness of wind power density. • Boundary kernel method eliminates the density leakage near the boundary. - Abstracts: Probabilistic wind power forecasting not only produces the expectation of wind power output, but also gives quantitative information on the associated uncertainty, which is essential for making better decisions about power system and market operations with the increasing penetration of wind power generation. This paper presents a novel kernel density estimator for probabilistic wind power forecasting, addressing two characteristics of wind power which have adverse impacts on the forecast accuracy, namely, the heavily skewed and double-bounded nature of wind power density. Logarithmic transformation is used to reduce the skewness of wind power density, which improves the effectiveness of the kernel density estimator in a transformed scale. Transformations partially relieve the boundary effect problem of the kernel density estimator caused by the double-bounded nature of wind power density. However, the case study shows that there are still some serious problems of density leakage after the transformation. In order to solve this problem in the transformed scale, a boundary kernel method is employed to eliminate the density leak at the bounds of wind power distribution. The improvement of the proposed method over the standard kernel density estimator is demonstrated by short-term probabilistic forecasting results based on the data from an actual wind farm. Then, a detailed comparison is carried out of the proposed method and some existing probabilistic forecasting methods

  12. Probabilistic Latent Semantic Analyses (PLSA in Bibliometric Analysis for Technology Forecasting

    Directory of Open Access Journals (Sweden)

    Wang Zan

    2007-03-01

    Full Text Available Due to the availability of internet-based abstract services and patent databases, bibliometric analysis has become one of key technology forecasting approaches. Recently, latent semantic analysis (LSA has been applied to improve the accuracy in document clustering. In this paper, a new LSA method, probabilistic latent semantic analysis (PLSA which uses probabilistic methods and algebra to search latent space in the corpus is further applied in document clustering. The results show that PLSA is more accurate than LSA and the improved iteration method proposed by authors can simplify the computing process and improve the computing efficiency

  13. Probabilistic seasonal Forecasts to deterministic Farm Leve Decisions: Innovative Approach

    Science.gov (United States)

    Mwangi, M. W.

    2015-12-01

    Climate change and vulnerability are major challenges in ensuring household food security. Climate information services have the potential to cushion rural households from extreme climate risks. However, most the probabilistic nature of climate information products is not easily understood by majority of smallholder farmers. Despite the probabilistic nature, climate information have proved to be a valuable climate risk adaptation strategy at the farm level. This calls for innovative ways to help farmers understand and apply climate information services to inform their farm level decisions. The study endeavored to co-design and test appropriate innovation systems for climate information services uptake and scale up necessary for achieving climate risk development. In addition it also determined the conditions necessary to support the effective performance of the proposed innovation system. Data and information sources included systematic literature review, secondary sources, government statistics, focused group discussions, household surveys and semi-structured interviews. Data wasanalyzed using both quantitative and qualitative data analysis techniques. Quantitative data was analyzed using the Statistical Package for Social Sciences (SPSS) software. Qualitative data was analyzed using qualitative techniques, which involved establishing the categories and themes, relationships/patterns and conclusions in line with the study objectives. Sustainable livelihood, reduced household poverty and climate change resilience were the impact that resulted from the study.

  14. Fine-Tuning Nonhomogeneous Regression for Probabilistic Precipitation Forecasts: Unanimous Predictions, Heavy Tails, and Link Functions

    DEFF Research Database (Denmark)

    Gebetsberger, Manuel; Messner, Jakob W.; Mayr, Georg J.

    2017-01-01

    functions for the optimization of regression coefficients for the scale parameter. These three refinements are tested for 10 stations in a small area of the European Alps for lead times from +24 to +144 h and accumulation periods of 24 and 6 h. Together, they improve probabilistic forecasts...... to obtain automatically corrected weather forecasts. This study applies the nonhomogenous regression framework as a state-of-the-art ensemble postprocessing technique to predict a full forecast distribution and improves its forecast performance with three statistical refinements. First of all, a novel split...... for precipitation amounts as well as the probability of precipitation events over the default postprocessing method. The improvements are largest for the shorter accumulation periods and shorter lead times, where the information of unanimous ensemble predictions is more important....

  15. Predictor-weighting strategies for probabilistic wind power forecasting with an analog ensemble

    Directory of Open Access Journals (Sweden)

    Constantin Junk

    2015-04-01

    Full Text Available Unlike deterministic forecasts, probabilistic predictions provide estimates of uncertainty, which is an additional value for decision-making. Previous studies have proposed the analog ensemble (AnEn, which is a technique to generate uncertainty information from a purely deterministic forecast. The objective of this study is to improve the AnEn performance for wind power forecasts by developing static and dynamic weighting strategies, which optimize the predictor combination with a brute-force continuous ranked probability score (CRPS minimization and a principal component analysis (PCA of the predictors. Predictors are taken from the high-resolution deterministic forecasts of the European Centre for Medium-Range Weather Forecasts (ECMWF, including forecasts of wind at several heights, geopotential height, pressure, and temperature, among others. The weighting strategies are compared at five wind farms in Europe and the U.S. situated in regions with different terrain complexity, both on and offshore, and significantly improve the deterministic and probabilistic AnEn forecast performance compared to the AnEn with 10‑m wind speed and direction as predictors and compared to PCA-based approaches. The AnEn methodology also provides reliable estimation of the forecast uncertainty. The optimized predictor combinations are strongly dependent on terrain complexity, local wind regimes, and atmospheric stratification. Since the proposed predictor-weighting strategies can accomplish both the selection of relevant predictors as well as finding their optimal weights, the AnEn performance is improved by up to 20 % at on and offshore sites.

  16. Using Analog Ensemble to generate spatially downscaled probabilistic wind power forecasts

    Science.gov (United States)

    Delle Monache, L.; Shahriari, M.; Cervone, G.

    2017-12-01

    We use the Analog Ensemble (AnEn) method to generate probabilistic 80-m wind power forecasts. We use data from the NCEP GFS ( 28 km resolution) and NCEP NAM (12 km resolution). We use forecasts data from NAM and GFS, and analysis data from NAM which enables us to: 1) use a lower-resolution model to create higher-resolution forecasts, and 2) use a higher-resolution model to create higher-resolution forecasts. The former essentially increases computing speed and the latter increases forecast accuracy. An aggregated model of the former can be compared against the latter to measure the accuracy of the AnEn spatial downscaling. The AnEn works by taking a deterministic future forecast and comparing it with past forecasts. The model searches for the best matching estimates within the past forecasts and selects the predictand value corresponding to these past forecasts as the ensemble prediction for the future forecast. Our study is based on predicting wind speed and air density at more than 13,000 grid points in the continental US. We run the AnEn model twice: 1) estimating 80-m wind speed by using predictor variables such as temperature, pressure, geopotential height, U-component and V-component of wind, 2) estimating air density by using predictors such as temperature, pressure, and relative humidity. We use the air density values to correct the standard wind power curves for different values of air density. The standard deviation of the ensemble members (i.e. ensemble spread) will be used as the degree of difficulty to predict wind power at different locations. The value of the correlation coefficient between the ensemble spread and the forecast error determines the appropriateness of this measure. This measure is prominent for wind farm developers as building wind farms in regions with higher predictability will reduce the real-time risks of operating in the electricity markets.

  17. Probabilistic safety analysis forecast for Trillo 1 NPP

    International Nuclear Information System (INIS)

    Carretero Fernandino, J.A.; Martin Alvarez, L.; gomez, F.; Cuallado, G.

    1995-01-01

    The performance of Probabilistic Safety Analyses (PSA) at Trillo 1 NPP is facing a number of challenges, unprecedented in previous PSAs carried out in Spain, due to the particular design characteristics of the plant. On account of this, it has been necessary to implemented specific approaches and methodological alternatives to perform a PSA which, while maintaining detail level and requirements in line with PSAs carried out previously in Spain, offers a solution technically adapted to the characteristics of the SIEMENS-KWU design as opposed to other Spanish reactors with a basic Westinghouse-General Electric design, which are based on standard US design. The purpose of this paper is to describe the most significant characteristics of the PSA at Trillo 1 NPP and the methodology used to date, taking into account current project progress

  18. An Advanced Bayesian Method for Short-Term Probabilistic Forecasting of the Generation of Wind Power

    Directory of Open Access Journals (Sweden)

    Antonio Bracale

    2015-09-01

    Full Text Available Currently, among renewable distributed generation systems, wind generators are receiving a great deal of interest due to the great economic, technological, and environmental incentives they involve. However, the uncertainties due to the intermittent nature of wind energy make it difficult to operate electrical power systems optimally and make decisions that satisfy the needs of all the stakeholders of the electricity energy market. Thus, there is increasing interest determining how to forecast wind power production accurately. Most the methods that have been published in the relevant literature provided deterministic forecasts even though great interest has been focused recently on probabilistic forecast methods. In this paper, an advanced probabilistic method is proposed for short-term forecasting of wind power production. A mixture of two Weibull distributions was used as a probability function to model the uncertainties associated with wind speed. Then, a Bayesian inference approach with a particularly-effective, autoregressive, integrated, moving-average model was used to determine the parameters of the mixture Weibull distribution. Numerical applications also are presented to provide evidence of the forecasting performance of the Bayesian-based approach.

  19. Probabilistic forecasts of wind power generation accounting for geographically dispersed information

    DEFF Research Database (Denmark)

    Tastu, Julija; Pinson, Pierre; Trombe, Pierre-Julien

    2014-01-01

    be optimized by accounting for spatio-temporal effects that are so far merely considered. The way these effects may be included in relevant models is described for the case of both parametric and nonparametric approaches to generating probabilistic forecasts. The resulting predictions are evaluated on the real...... of the first order moments of predictive densities. The best performing approach, based on adaptive quantile regression, using spatially corrected point forecasts as input, consistently outperforms the state-of-theartbenchmark based on local information only, by 1.5%-4.6%, depending upon the lead time....

  20. An analog ensemble for short-term probabilistic solar power forecast

    International Nuclear Information System (INIS)

    Alessandrini, S.; Delle Monache, L.; Sperati, S.; Cervone, G.

    2015-01-01

    Highlights: • A novel method for solar power probabilistic forecasting is proposed. • The forecast accuracy does not depend on the nominal power. • The impact of climatology on forecast accuracy is evaluated. - Abstract: The energy produced by photovoltaic farms has a variable nature depending on astronomical and meteorological factors. The former are the solar elevation and the solar azimuth, which are easily predictable without any uncertainty. The amount of liquid water met by the solar radiation within the troposphere is the main meteorological factor influencing the solar power production, as a fraction of short wave solar radiation is reflected by the water particles and cannot reach the earth surface. The total cloud cover is a meteorological variable often used to indicate the presence of liquid water in the troposphere and has a limited predictability, which is also reflected on the global horizontal irradiance and, as a consequence, on solar photovoltaic power prediction. This lack of predictability makes the solar energy integration into the grid challenging. A cost-effective utilization of solar energy over a grid strongly depends on the accuracy and reliability of the power forecasts available to the Transmission System Operators (TSOs). Furthermore, several countries have in place legislation requiring solar power producers to pay penalties proportional to the errors of day-ahead energy forecasts, which makes the accuracy of such predictions a determining factor for producers to reduce their economic losses. Probabilistic predictions can provide accurate deterministic forecasts along with a quantification of their uncertainty, as well as a reliable estimate of the probability to overcome a certain production threshold. In this paper we propose the application of an analog ensemble (AnEn) method to generate probabilistic solar power forecasts (SPF). The AnEn is based on an historical set of deterministic numerical weather prediction (NWP) model

  1. Probabilistic forecasting of shallow, rainfall-triggered landslides using real-time numerical weather predictions

    Directory of Open Access Journals (Sweden)

    J. Schmidt

    2008-04-01

    Full Text Available A project established at the National Institute of Water and Atmospheric Research (NIWA in New Zealand is aimed at developing a prototype of a real-time landslide forecasting system. The objective is to predict temporal changes in landslide probability for shallow, rainfall-triggered landslides, based on quantitative weather forecasts from numerical weather prediction models. Global weather forecasts from the United Kingdom Met Office (MO Numerical Weather Prediction model (NWP are coupled with a regional data assimilating NWP model (New Zealand Limited Area Model, NZLAM to forecast atmospheric variables such as precipitation and temperature up to 48 h ahead for all of New Zealand. The weather forecasts are fed into a hydrologic model to predict development of soil moisture and groundwater levels. The forecasted catchment-scale patterns in soil moisture and soil saturation are then downscaled using topographic indices to predict soil moisture status at the local scale, and an infinite slope stability model is applied to determine the triggering soil water threshold at a local scale. The model uses uncertainty of soil parameters to produce probabilistic forecasts of spatio-temporal landslide occurrence 48~h ahead. The system was evaluated for a damaging landslide event in New Zealand. Comparison with landslide densities estimated from satellite imagery resulted in hit rates of 70–90%.

  2. The european flood alert system EFAS – Part 2: Statistical skill assessment of probabilistic and deterministic operational forecasts

    Directory of Open Access Journals (Sweden)

    J. C. Bartholmes

    2009-02-01

    Full Text Available Since 2005 the European Flood Alert System (EFAS has been producing probabilistic hydrological forecasts in pre-operational mode at the Joint Research Centre (JRC of the European Commission. EFAS aims at increasing preparedness for floods in trans-national European river basins by providing medium-range deterministic and probabilistic flood forecasting information, from 3 to 10 days in advance, to national hydro-meteorological services.

    This paper is Part 2 of a study presenting the development and skill assessment of EFAS. In Part 1, the scientific approach adopted in the development of the system has been presented, as well as its basic principles and forecast products. In the present article, two years of existing operational EFAS forecasts are statistically assessed and the skill of EFAS forecasts is analysed with several skill scores. The analysis is based on the comparison of threshold exceedances between proxy-observed and forecasted discharges. Skill is assessed both with and without taking into account the persistence of the forecasted signal during consecutive forecasts.

    Skill assessment approaches are mostly adopted from meteorology and the analysis also compares probabilistic and deterministic aspects of EFAS. Furthermore, the utility of different skill scores is discussed and their strengths and shortcomings illustrated. The analysis shows the benefit of incorporating past forecasts in the probability analysis, for medium-range forecasts, which effectively increases the skill of the forecasts.

  3. Evaluating sub-seasonal skill in probabilistic forecasts of Atmospheric Rivers and associated extreme events

    Science.gov (United States)

    Subramanian, A. C.; Lavers, D.; Matsueda, M.; Shukla, S.; Cayan, D. R.; Ralph, M.

    2017-12-01

    Atmospheric rivers (ARs) - elongated plumes of intense moisture transport - are a primary source of hydrological extremes, water resources and impactful weather along the West Coast of North America and Europe. There is strong demand in the water management, societal infrastructure and humanitarian sectors for reliable sub-seasonal forecasts, particularly of extreme events, such as floods and droughts so that actions to mitigate disastrous impacts can be taken with sufficient lead-time. Many recent studies have shown that ARs in the Pacific and the Atlantic are modulated by large-scale modes of climate variability. Leveraging the improved understanding of how these large-scale climate modes modulate the ARs in these two basins, we use the state-of-the-art multi-model forecast systems such as the North American Multi-Model Ensemble (NMME) and the Subseasonal-to-Seasonal (S2S) database to help inform and assess the probabilistic prediction of ARs and related extreme weather events over the North American and European West Coasts. We will present results from evaluating probabilistic forecasts of extreme precipitation and AR activity at the sub-seasonal scale. In particular, results from the comparison of two winters (2015-16 and 2016-17) will be shown, winters which defied canonical El Niño teleconnection patterns over North America and Europe. We further extend this study to analyze probabilistic forecast skill of AR events in these two basins and the variability in forecast skill during certain regimes of large-scale climate modes.

  4. Evaluation of anthropogenic influence in probabilistic forecasting of coastal change

    Science.gov (United States)

    Hapke, C. J.; Wilson, K.; Adams, P. N.

    2014-12-01

    Prediction of large scale coastal behavior is especially challenging in areas of pervasive human activity. Many coastal zones on the Gulf and Atlantic coasts are moderately to highly modified through the use of soft sediment and hard stabilization techniques. These practices have the potential to alter sediment transport and availability, as well as reshape the beach profile, ultimately transforming the natural evolution of the coastal system. We present the results of a series of probabilistic models, designed to predict the observed geomorphic response to high wave events at Fire Island, New York. The island comprises a variety of land use types, including inhabited communities with modified beaches, where beach nourishment and artificial dune construction (scraping) occur, unmodified zones, and protected national seashore. This variation in land use presents an opportunity for comparison of model accuracy across highly modified and rarely modified stretches of coastline. Eight models with basic and expanded structures were developed, resulting in sixteen models, informed with observational data from Fire Island. The basic model type does not include anthropogenic modification. The expanded model includes records of nourishment and scraping, designed to quantify the improved accuracy when anthropogenic activity is represented. Modification was included as frequency of occurrence divided by the time since the most recent event, to distinguish between recent and historic events. All but one model reported improved predictive accuracy from the basic to expanded form. The addition of nourishment and scraping parameters resulted in a maximum reduction in predictive error of 36%. The seven improved models reported an average 23% reduction in error. These results indicate that it is advantageous to incorporate the human forcing into a coastal hazards probability model framework.

  5. Phreatic eruptions at Ruapehu: Occurrence statistics and probabilistic hazard forecast

    Science.gov (United States)

    Strehlow, Karen; Sandri, Laura; Gottsmann, Jo; Kilgour, Geoff; Rust, Alison; Tonini, Roberto

    2017-04-01

    Phreatic eruptions, although posing a serious threat to human life in crater proximity, are often underestimated or neglected, and have been comparatively understudied with respect to magmatic events. The detailed eruption catalogue for Ruapehu Volcano (North Island of New Zealand) provides an exceptional opportunity to study the statistics of recurring phreatic explosions at an active crater lake volcano. We first carried out a completeness analysis of this catalog; then, we performed a statistical analysis on this phreatic eruption database, which suggests that phreatic events at Ruapehu do not follow a Poisson process. Rather, they tend to cluster, which is possibly linked to an increased heat flow during periods of a more shallow-seated magma column. The average probability for a phreatic explosion to occur at Ruapehu within the next month is about 10%, as inferred from the complete part of the catalog studied. However, the frequency of phreatic explosions is significantly higher than the background level in years prior to magmatic episodes. The combination of numerical simulations of ejected clasts' trajectory with a Bayesian event tree tool (PyBetVH) has allowed performing a full probabilistic assessment of the hazard due to ballistic ejecta in the summit area of Ruapehu, which is frequently visited by hikers. Resulting hazard maps show that the absolute probability for the summit to be affected by ballistics within the next month is up to 6%. The hazard is especially high on the northern lake shore, where there is a mountain refuge. Epistemic uncertainty associated to the resulting hazard maps is also quantified. Our results contribute to the local hazard assessment as well as the general perception of hazards due to steam-driven explosions.

  6. On the skill of various ensemble spread estimators for probabilistic short range wind forecasting

    Science.gov (United States)

    Kann, A.

    2012-05-01

    A variety of applications ranging from civil protection associated with severe weather to economical interests are heavily dependent on meteorological information. For example, a precise planning of the energy supply with a high share of renewables requires detailed meteorological information on high temporal and spatial resolution. With respect to wind power, detailed analyses and forecasts of wind speed are of crucial interest for the energy management. Although the applicability and the current skill of state-of-the-art probabilistic short range forecasts has increased during the last years, ensemble systems still show systematic deficiencies which limit its practical use. This paper presents methods to improve the ensemble skill of 10-m wind speed forecasts by combining deterministic information from a nowcasting system on very high horizontal resolution with uncertainty estimates from a limited area ensemble system. It is shown for a one month validation period that a statistical post-processing procedure (a modified non-homogeneous Gaussian regression) adds further skill to the probabilistic forecasts, especially beyond the nowcasting range after +6 h.

  7. ENSO-based probabilistic forecasts of March-May U.S. tornado and hail activity

    Science.gov (United States)

    Lepore, Chiara; Tippett, Michael K.; Allen, John T.

    2017-09-01

    Extended logistic regression is used to predict March-May severe convective storm (SCS) activity based on the preceding December-February (DJF) El Niño-Southern Oscillation (ENSO) state. The spatially resolved probabilistic forecasts are verified against U.S. tornado counts, hail events, and two environmental indices for severe convection. The cross-validated skill is positive for roughly a quarter of the U.S. Overall, indices are predicted with more skill than are storm reports, and hail events are predicted with more skill than tornado counts. Skill is higher in the cool phase of ENSO (La Niña like) when overall SCS activity is higher. SCS forecasts based on the predicted DJF ENSO state from coupled dynamical models initialized in October of the previous year extend the lead time with only a modest reduction in skill compared to forecasts based on the observed DJF ENSO state.

  8. Short-term Probabilistic Forecasting of Wind Speed Using Stochastic Differential Equations

    DEFF Research Database (Denmark)

    Iversen, Jan Emil Banning; Morales González, Juan Miguel; Møller, Jan Kloppenborg

    2016-01-01

    and uncertain nature. In this paper, we propose a modeling framework for wind speed that is based on stochastic differential equations. We show that stochastic differential equations allow us to naturally capture the time dependence structure of wind speed prediction errors (from 1 up to 24 hours ahead) and......It is widely accepted today that probabilistic forecasts of wind power production constitute valuable information for both wind power producers and power system operators to economically exploit this form of renewable energy, while mitigating the potential adverse effects related to its variable......, most importantly, to derive point and quantile forecasts, predictive distributions, and time-path trajectories (also referred to as scenarios or ensemble forecasts), all by one single stochastic differential equation model characterized by a few parameters....

  9. Using Quantile Regression to Extend an Existing Wind Power Forecasting System with Probabilistic Forecasts

    DEFF Research Database (Denmark)

    Nielsen, Henrik Aalborg; Madsen, Henrik; Nielsen, Torben Skov

    2006-01-01

    speed (due to the non-linearity of the power curve) and the forecast horizon. With respect to the predictability of the actual meteorological situation a number of explanatory variables are considered, some inspired by the literature. The article contains an overview of related work within the field...

  10. Evaluating probabilistic dengue risk forecasts from a prototype early warning system for Brazil

    Science.gov (United States)

    Lowe, Rachel; Coelho, Caio AS; Barcellos, Christovam; Carvalho, Marilia Sá; Catão, Rafael De Castro; Coelho, Giovanini E; Ramalho, Walter Massa; Bailey, Trevor C; Stephenson, David B; Rodó, Xavier

    2016-01-01

    Recently, a prototype dengue early warning system was developed to produce probabilistic forecasts of dengue risk three months ahead of the 2014 World Cup in Brazil. Here, we evaluate the categorical dengue forecasts across all microregions in Brazil, using dengue cases reported in June 2014 to validate the model. We also compare the forecast model framework to a null model, based on seasonal averages of previously observed dengue incidence. When considering the ability of the two models to predict high dengue risk across Brazil, the forecast model produced more hits and fewer missed events than the null model, with a hit rate of 57% for the forecast model compared to 33% for the null model. This early warning model framework may be useful to public health services, not only ahead of mass gatherings, but also before the peak dengue season each year, to control potentially explosive dengue epidemics. DOI: http://dx.doi.org/10.7554/eLife.11285.001 PMID:26910315

  11. Probabilistic wind power forecasting with online model selection and warped gaussian process

    International Nuclear Information System (INIS)

    Kou, Peng; Liang, Deliang; Gao, Feng; Gao, Lin

    2014-01-01

    Highlights: • A new online ensemble model for the probabilistic wind power forecasting. • Quantifying the non-Gaussian uncertainties in wind power. • Online model selection that tracks the time-varying characteristic of wind generation. • Dynamically altering the input features. • Recursive update of base models. - Abstract: Based on the online model selection and the warped Gaussian process (WGP), this paper presents an ensemble model for the probabilistic wind power forecasting. This model provides the non-Gaussian predictive distributions, which quantify the non-Gaussian uncertainties associated with wind power. In order to follow the time-varying characteristics of wind generation, multiple time dependent base forecasting models and an online model selection strategy are established, thus adaptively selecting the most probable base model for each prediction. WGP is employed as the base model, which handles the non-Gaussian uncertainties in wind power series. Furthermore, a regime switch strategy is designed to modify the input feature set dynamically, thereby enhancing the adaptiveness of the model. In an online learning framework, the base models should also be time adaptive. To achieve this, a recursive algorithm is introduced, thus permitting the online updating of WGP base models. The proposed model has been tested on the actual data collected from both single and aggregated wind farms

  12. Incorporating probabilistic seasonal climate forecasts into river management using a risk-based framework

    Science.gov (United States)

    Sojda, Richard S.; Towler, Erin; Roberts, Mike; Rajagopalan, Balaji

    2013-01-01

    [1] Despite the influence of hydroclimate on river ecosystems, most efforts to date have focused on using climate information to predict streamflow for water supply. However, as water demands intensify and river systems are increasingly stressed, research is needed to explicitly integrate climate into streamflow forecasts that are relevant to river ecosystem management. To this end, we present a five step risk-based framework: (1) define risk tolerance, (2) develop a streamflow forecast model, (3) generate climate forecast ensembles, (4) estimate streamflow ensembles and associated risk, and (5) manage for climate risk. The framework is successfully demonstrated for an unregulated watershed in southwest Montana, where the combination of recent drought and water withdrawals has made it challenging to maintain flows needed for healthy fisheries. We put forth a generalized linear modeling (GLM) approach to develop a suite of tools that skillfully model decision-relevant low flow characteristics in terms of climate predictors. Probabilistic precipitation forecasts are used in conjunction with the GLMs, resulting in season-ahead prediction ensembles that provide the full risk profile. These tools are embedded in an end-to-end risk management framework that directly supports proactive fish conservation efforts. Results show that the use of forecasts can be beneficial to planning, especially in wet years, but historical precipitation forecasts are quite conservative (i.e., not very “sharp”). Synthetic forecasts show that a modest “sharpening” can strongly impact risk and improve skill. We emphasize that use in management depends on defining relevant environmental flows and risk tolerance, requiring local stakeholder involvement.

  13. Stochastic Simulation and Forecast of Hydrologic Time Series Based on Probabilistic Chaos Expansion

    Science.gov (United States)

    Li, Z.; Ghaith, M.

    2017-12-01

    Hydrological processes are characterized by many complex features, such as nonlinearity, dynamics and uncertainty. How to quantify and address such complexities and uncertainties has been a challenging task for water engineers and managers for decades. To support robust uncertainty analysis, an innovative approach for the stochastic simulation and forecast of hydrologic time series is developed is this study. Probabilistic Chaos Expansions (PCEs) are established through probabilistic collocation to tackle uncertainties associated with the parameters of traditional hydrological models. The uncertainties are quantified in model outputs as Hermite polynomials with regard to standard normal random variables. Sequentially, multivariate analysis techniques are used to analyze the complex nonlinear relationships between meteorological inputs (e.g., temperature, precipitation, evapotranspiration, etc.) and the coefficients of the Hermite polynomials. With the established relationships between model inputs and PCE coefficients, forecasts of hydrologic time series can be generated and the uncertainties in the future time series can be further tackled. The proposed approach is demonstrated using a case study in China and is compared to a traditional stochastic simulation technique, the Markov-Chain Monte-Carlo (MCMC) method. Results show that the proposed approach can serve as a reliable proxy to complicated hydrological models. It can provide probabilistic forecasting in a more computationally efficient manner, compared to the traditional MCMC method. This work provides technical support for addressing uncertainties associated with hydrological modeling and for enhancing the reliability of hydrological modeling results. Applications of the developed approach can be extended to many other complicated geophysical and environmental modeling systems to support the associated uncertainty quantification and risk analysis.

  14. Very short-term probabilistic forecasting of wind power with generalized logit-Normal distributions

    DEFF Research Database (Denmark)

    Pinson, Pierre

    2012-01-01

    and probability masses at the bounds. Both auto-regressive and conditional parametric auto-regressive models are considered for the dynamics of their location and scale parameters. Estimation is performed in a recursive least squares framework with exponential forgetting. The superiority of this proposal over......Very-short-term probabilistic forecasts, which are essential for an optimal management of wind generation, ought to account for the non-linear and double-bounded nature of that stochastic process. They take here the form of discrete–continuous mixtures of generalized logit–normal distributions...

  15. Trading wind generation from short-term probabilistic forecasts of wind power

    DEFF Research Database (Denmark)

    Pinson, Pierre; Chevallier, Christophe; Kariniotakis, Georges

    2007-01-01

    Due to the fluctuating nature of the wind resource, a wind power producer participating in a liberalized electricity market is subject to penalties related to regulation costs. Accurate forecasts of wind generation are therefore paramount for reducing such penalties and thus maximizing revenue......, as well as on modeling of the sensitivity a wind power producer may have to regulation costs. The benefits resulting from the application of these strategies are clearly demonstrated on the test case of the participation of a multi-MW wind farm in the Dutch electricity market over a year....... participation. Such strategies permit to further increase revenues and thus enhance competitiveness of wind generation compared to other forms of dispatchable generation. This paper formulates a general methodology for deriving optimal bidding strategies based on probabilistic forecasts of wind generation...

  16. Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models

    DEFF Research Database (Denmark)

    Møller, Jan Kloppenborg; Zugno, Marco; Madsen, Henrik

    2016-01-01

    The increasing penetration of wind power has resulted in larger shares of volatile sources of supply in power systems worldwide. In order to operate such systems efficiently, methods for reliable probabilistic forecasts of future wind power production are essential. It is well known...... that the conditional density of wind power production is highly dependent on the level of predicted wind power and prediction horizon. This paper describes a new approach for wind power forecasting based on logistic-type stochastic differential equations (SDEs). The SDE formulation allows us to calculate both state......-dependent conditional uncertainties as well as correlation structures. Model estimation is performed by maximizing the likelihood of a multidimensional random vector while accounting for the correlation structure defined by the SDE formulation. We use non-parametric modelling to explore conditional correlation...

  17. A Probabilistic Short-Term Water Demand Forecasting Model Based on the Markov Chain

    Directory of Open Access Journals (Sweden)

    Francesca Gagliardi

    2017-07-01

    Full Text Available This paper proposes a short-term water demand forecasting method based on the use of the Markov chain. This method provides estimates of future demands by calculating probabilities that the future demand value will fall within pre-assigned intervals covering the expected total variability. More specifically, two models based on homogeneous and non-homogeneous Markov chains were developed and presented. These models, together with two benchmark models (based on artificial neural network and naïve methods, were applied to three real-life case studies for the purpose of forecasting the respective water demands from 1 to 24 h ahead. The results obtained show that the model based on a homogeneous Markov chain provides more accurate short-term forecasts than the one based on a non-homogeneous Markov chain, which is in line with the artificial neural network model. Both Markov chain models enable probabilistic information regarding the stochastic demand forecast to be easily obtained.

  18. A physics-based probabilistic forecasting model for rainfall-induced shallow landslides at regional scale

    Directory of Open Access Journals (Sweden)

    S. Zhang

    2018-03-01

    Full Text Available Conventional outputs of physics-based landslide forecasting models are presented as deterministic warnings by calculating the safety factor (Fs of potentially dangerous slopes. However, these models are highly dependent on variables such as cohesion force and internal friction angle which are affected by a high degree of uncertainty especially at a regional scale, resulting in unacceptable uncertainties of Fs. Under such circumstances, the outputs of physical models are more suitable if presented in the form of landslide probability values. In order to develop such models, a method to link the uncertainty of soil parameter values with landslide probability is devised. This paper proposes the use of Monte Carlo methods to quantitatively express uncertainty by assigning random values to physical variables inside a defined interval. The inequality Fs < 1 is tested for each pixel in n simulations which are integrated in a unique parameter. This parameter links the landslide probability to the uncertainties of soil mechanical parameters and is used to create a physics-based probabilistic forecasting model for rainfall-induced shallow landslides. The prediction ability of this model was tested in a case study, in which simulated forecasting of landslide disasters associated with heavy rainfalls on 9 July 2013 in the Wenchuan earthquake region of Sichuan province, China, was performed. The proposed model successfully forecasted landslides in 159 of the 176 disaster points registered by the geo-environmental monitoring station of Sichuan province. Such testing results indicate that the new model can be operated in a highly efficient way and show more reliable results, attributable to its high prediction accuracy. Accordingly, the new model can be potentially packaged into a forecasting system for shallow landslides providing technological support for the mitigation of these disasters at regional scale.

  19. A physics-based probabilistic forecasting model for rainfall-induced shallow landslides at regional scale

    Science.gov (United States)

    Zhang, Shaojie; Zhao, Luqiang; Delgado-Tellez, Ricardo; Bao, Hongjun

    2018-03-01

    Conventional outputs of physics-based landslide forecasting models are presented as deterministic warnings by calculating the safety factor (Fs) of potentially dangerous slopes. However, these models are highly dependent on variables such as cohesion force and internal friction angle which are affected by a high degree of uncertainty especially at a regional scale, resulting in unacceptable uncertainties of Fs. Under such circumstances, the outputs of physical models are more suitable if presented in the form of landslide probability values. In order to develop such models, a method to link the uncertainty of soil parameter values with landslide probability is devised. This paper proposes the use of Monte Carlo methods to quantitatively express uncertainty by assigning random values to physical variables inside a defined interval. The inequality Fs soil mechanical parameters and is used to create a physics-based probabilistic forecasting model for rainfall-induced shallow landslides. The prediction ability of this model was tested in a case study, in which simulated forecasting of landslide disasters associated with heavy rainfalls on 9 July 2013 in the Wenchuan earthquake region of Sichuan province, China, was performed. The proposed model successfully forecasted landslides in 159 of the 176 disaster points registered by the geo-environmental monitoring station of Sichuan province. Such testing results indicate that the new model can be operated in a highly efficient way and show more reliable results, attributable to its high prediction accuracy. Accordingly, the new model can be potentially packaged into a forecasting system for shallow landslides providing technological support for the mitigation of these disasters at regional scale.

  20. Toward the Probabilistic Forecasting of High-latitude GPS Phase Scintillation

    Science.gov (United States)

    Prikryl, P.; Jayachandran, P.T.; Mushini, S. C.; Richardson, I. G.

    2012-01-01

    The phase scintillation index was obtained from L1 GPS data collected with the Canadian High Arctic Ionospheric Network (CHAIN) during years of extended solar minimum 2008-2010. Phase scintillation occurs predominantly on the dayside in the cusp and in the nightside auroral oval. We set forth a probabilistic forecast method of phase scintillation in the cusp based on the arrival time of either solar wind corotating interaction regions (CIRs) or interplanetary coronal mass ejections (ICMEs). CIRs on the leading edge of high-speed streams (HSS) from coronal holes are known to cause recurrent geomagnetic and ionospheric disturbances that can be forecast one or several solar rotations in advance. Superposed epoch analysis of phase scintillation occurrence showed a sharp increase in scintillation occurrence just after the arrival of high-speed solar wind and a peak associated with weak to moderate CMEs during the solar minimum. Cumulative probability distribution functions for the phase scintillation occurrence in the cusp are obtained from statistical data for days before and after CIR and ICME arrivals. The probability curves are also specified for low and high (below and above median) values of various solar wind plasma parameters. The initial results are used to demonstrate a forecasting technique on two example periods of CIRs and ICMEs.

  1. Operational 0-3 h probabilistic quantitative precipitation forecasts: Recent performance and potential enhancements

    Science.gov (United States)

    Sokol, Z.; Kitzmiller, D.; Pešice, P.; Guan, S.

    2009-05-01

    The NOAA National Weather Service has maintained an automated, centralized 0-3 h prediction system for probabilistic quantitative precipitation forecasts since 2001. This advective-statistical system (ADSTAT) produces probabilities that rainfall will exceed multiple threshold values up to 50 mm at some location within a 40-km grid box. Operational characteristics and development methods for the system are described. Although development data were stratified by season and time of day, ADSTAT utilizes only a single set of nation-wide equations that relate predictor variables derived from radar reflectivity, lightning, satellite infrared temperatures, and numerical prediction model output to rainfall occurrence. A verification study documented herein showed that the operational ADSTAT reliably models regional variations in the relative frequency of heavy rain events. This was true even in the western United States, where no regional-scale, gridded hourly precipitation data were available during the development period in the 1990s. An effort was recently launched to improve the quality of ADSTAT forecasts by regionalizing the prediction equations and to adapt the model for application in the Czech Republic. We have experimented with incorporating various levels of regional specificity in the probability equations. The geographic localization study showed that in the warm season, regional climate differences and variations in the diurnal temperature cycle have a marked effect on the predictor-predictand relationships, and thus regionalization would lead to better statistical reliability in the forecasts.

  2. On the limits of probabilistic forecasting in nonlinear time series analysis II: Differential entropy.

    Science.gov (United States)

    Amigó, José M; Hirata, Yoshito; Aihara, Kazuyuki

    2017-08-01

    In a previous paper, the authors studied the limits of probabilistic prediction in nonlinear time series analysis in a perfect model scenario, i.e., in the ideal case that the uncertainty of an otherwise deterministic model is due to only the finite precision of the observations. The model consisted of the symbolic dynamics of a measure-preserving transformation with respect to a finite partition of the state space, and the quality of the predictions was measured by the so-called ignorance score, which is a conditional entropy. In practice, though, partitions are dispensed with by considering numerical and experimental data to be continuous, which prompts us to trade off in this paper the Shannon entropy for the differential entropy. Despite technical differences, we show that the core of the previous results also hold in this extended scenario for sufficiently high precision. The corresponding imperfect model scenario will be revisited too because it is relevant for the applications. The theoretical part and its application to probabilistic forecasting are illustrated with numerical simulations and a new prediction algorithm.

  3. MiKlip-PRODEF: Probabilistic Decadal Forecast for Central and Western Europe

    Science.gov (United States)

    Reyers, Mark; Haas, Rabea; Ludwig, Patrick; Pinto, Joaquim

    2013-04-01

    The demand for skilful climate predictions on time-scales of several years to decades has increased in recent years, in particular for economic, societal and political terms. Within the BMBF MiKlip consortium, a decadal prediction system on the global to local scale is currently being developed. The subproject PRODEF is part of the MiKlip-Module C, which aims at the regionalisation of decadal predictability for Central and Western Europe. In PRODEF, a combined statistical-dynamical downscaling (SDD) and a probabilistic forecast tool are developed and applied to the new Earth system model of the Max-Planck Institute Hamburg (MPI-ESM), which is part of the CMIP5 experiment. Focus is given on the decadal predictability of windstorms, related wind gusts as well as wind energy potentials. SDD combines the benefits of both high resolution dynamical downscaling and purely statistical downscaling of GCM output. Hence, the SDD approach is used to obtain a very large ensemble of highly resolved decadal forecasts. With respect to the focal points of PRODEF, a clustering of temporal evolving atmospheric fields, a circulation weather type (CWT) analysis, and a storm damage indices analysis is applied to the full ensemble of the decadal hindcast experiments of the MPI-ESM in its lower resolution (MPI-ESM-LR). The ensemble consists of up to ten realisations per yearly initialised decadal hindcast experiments for the period 1960-2010 (altogether 287 realisations). Representatives of CWTs / clusters and single storm episodes are dynamical downscaled with the regional climate model COSMO-CLM with a horizontal resolution of 0.22°. For each model grid point, the distributions of the local climate parameters (e.g. surface wind gusts) are determined for different periods (e.g. each decades) by recombining dynamical downscaled episodes weighted with the respective weather type frequencies. The applicability of the SDD approach is illustrated with examples of decadal forecasts of the MPI

  4. Integrating geological and geophysical data to improve probabilistic hazard forecasting of Arabian Shield volcanism

    Science.gov (United States)

    Runge, Melody G.; Bebbington, Mark S.; Cronin, Shane J.; Lindsay, Jan M.; Moufti, Mohammed R.

    2016-02-01

    During probabilistic volcanic hazard analysis of volcanic fields, a greater variety of spatial data on crustal features should help improve forecasts of future vent locations. Without further examination, however, geophysical estimations of crustal or other features may be non-informative. Here, we present a new, robust, non-parametric method to quantitatively determine the existence of any relationship between natural phenomena (e.g., volcanic eruptions) and a variety of geophysical data. This provides a new validation tool for incorporating a range of potentially hazard-diagnostic observable data into recurrence rate estimates and hazard analyses. Through this study it is shown that the location of Cenozoic volcanic fields across the Arabian Shield appear to be related to locations of major and minor faults, at higher elevations, and regions where gravity anomaly values were between - 125 mGal and 0 mGal. These findings support earlier hypotheses that the western shield uplift was related to Cenozoic volcanism. At the harrat (volcanic field)-scale, higher vent density regions are related to both elevation and gravity anomaly values. A by-product of this work is the collection of existing data on the volcanism across Saudi Arabia, with all vent locations provided herein, as well as updated maps for Harrats Kura, Khaybar, Ithnayn, Kishb, and Rahat. This work also highlights the potential dangers of assuming relationships between observed data and the occurrence of a natural phenomenon without quantitative assessment or proper consideration of the effects of data resolution.

  5. A Bayesian Method for Short-Term Probabilistic Forecasting of Photovoltaic Generation in Smart Grid Operation and Control

    Directory of Open Access Journals (Sweden)

    Gabriella Ferruzzi

    2013-02-01

    Full Text Available A new short-term probabilistic forecasting method is proposed to predict the probability density function of the hourly active power generated by a photovoltaic system. Firstly, the probability density function of the hourly clearness index is forecasted making use of a Bayesian auto regressive time series model; the model takes into account the dependence of the solar radiation on some meteorological variables, such as the cloud cover and humidity. Then, a Monte Carlo simulation procedure is used to evaluate the predictive probability density function of the hourly active power by applying the photovoltaic system model to the random sampling of the clearness index distribution. A numerical application demonstrates the effectiveness and advantages of the proposed forecasting method.

  6. Probabilistic flood forecasting tool for Andalusia (Spain). Application to September 2012 disaster event in Vera Playa.

    Science.gov (United States)

    García, Darío; Baquerizo, Asunción; Ortega, Miguel; Herrero, Javier; Ángel Losada, Miguel

    2013-04-01

    Torrential and heavy rains are frequent in Andalusia (Southern Spain) due to the characteristic Mediterranean climate (semi-arid areas). This, in combination with a massive occupation of floodable (river sides) and coastal areas, produces severe problems of management and damage to the population and social and economical activities when extreme events occur. Some of the most important problems are being produced during last years in Almería (Southeastern Andalusia). Between 27 and 28 September 2012 rainstorms characterized by 240mm in 24h (exceeding precipitation for a return period of 500 years) occurred. Antas River and Jático creek, that are normally dry, became raging torrents. The massive flooding of occupied areas resulted in eleven deaths and two missing in Andalucía, with a total estimated cost of all claims for compensation on the order of 197 million euros. This study presents a probabilistic flood forecasting tool including the effect of river and marine forcings. It is based on a distributed, physically-based hydrological model (WiMMed). For Almería the model has been calibrated with the largest event recorded in Cantoria gauging station (data since 1965) on 19 October 1973. It was then validated with the second strongest event (26 October 1977). Among the different results of the model, it can provide probability floods scenarios in Andalusia with up 10 days weather forecasts. The tool has been applied to Vera, a 15.000 inhabitants town located in the east of Almería along the Antas River at an altitude of 95 meters. Its main economic resource is the "beach and sun" based-tourism, which has experienced an enormous growth during last decades. Its coastal stretch has been completely built in these years, occupying floodable areas and constricting the channel and rivers mouths. Simulations of the model in this area for the 1973 event and published in March 2011 on the internet event already announced that the floods of September 2012 may occur.

  7. On the reliability of seasonal climate forecasts

    Science.gov (United States)

    Weisheimer, A.; Palmer, T. N.

    2014-01-01

    Seasonal climate forecasts are being used increasingly across a range of application sectors. A recent UK governmental report asked: how good are seasonal forecasts on a scale of 1–5 (where 5 is very good), and how good can we expect them to be in 30 years time? Seasonal forecasts are made from ensembles of integrations of numerical models of climate. We argue that ‘goodness’ should be assessed first and foremost in terms of the probabilistic reliability of these ensemble-based forecasts; reliable inputs are essential for any forecast-based decision-making. We propose that a ‘5’ should be reserved for systems that are not only reliable overall, but where, in particular, small ensemble spread is a reliable indicator of low ensemble forecast error. We study the reliability of regional temperature and precipitation forecasts of the current operational seasonal forecast system of the European Centre for Medium-Range Weather Forecasts, universally regarded as one of the world-leading operational institutes producing seasonal climate forecasts. A wide range of ‘goodness’ rankings, depending on region and variable (with summer forecasts of rainfall over Northern Europe performing exceptionally poorly) is found. Finally, we discuss the prospects of reaching ‘5’ across all regions and variables in 30 years time. PMID:24789559

  8. On-line quantile regression in the RKHS (Reproducing Kernel Hilbert Space) for operational probabilistic forecasting of wind power

    International Nuclear Information System (INIS)

    Gallego-Castillo, Cristobal; Bessa, Ricardo; Cavalcante, Laura; Lopez-Garcia, Oscar

    2016-01-01

    Wind power probabilistic forecast is being used as input in several decision-making problems, such as stochastic unit commitment, operating reserve setting and electricity market bidding. This work introduces a new on-line quantile regression model based on the Reproducing Kernel Hilbert Space (RKHS) framework. Its application to the field of wind power forecasting involves a discussion on the choice of the bias term of the quantile models, and the consideration of the operational framework in order to mimic real conditions. Benchmark against linear and splines quantile regression models was performed for a real case study during a 18 months period. Model parameter selection was based on k-fold crossvalidation. Results showed a noticeable improvement in terms of calibration, a key criterion for the wind power industry. Modest improvements in terms of Continuous Ranked Probability Score (CRPS) were also observed for prediction horizons between 6 and 20 h ahead. - Highlights: • New online quantile regression model based on the Reproducing Kernel Hilbert Space. • First application to operational probabilistic wind power forecasting. • Modest improvements of CRPS for prediction horizons between 6 and 20 h ahead. • Noticeable improvements in terms of Calibration due to online learning.

  9. Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models

    KAUST Repository

    Elkantassi, Soumaya

    2017-01-01

    Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized

  10. Probabilistic runoff volume forecasting in risk-based optimization for RTC of urban drainage systems

    DEFF Research Database (Denmark)

    Löwe, Roland; Vezzaro, Luca; Mikkelsen, Peter Steen

    2016-01-01

    overflow risk. The stochastic control framework and the performance of the runoff forecasting models are tested in a case study in Copenhagen (76 km2 with 6 sub-catchments and 7 control points) using 2-h radar rainfall forecasts and inlet flows to control points computed from a variety of noisy...... smoothing. Simulations demonstrate notable improvements of the control efficiency when considering forecast information and additionally when considering forecast uncertainty, compared with optimization based on current basin fillings only....

  11. Near-term probabilistic forecast of significant wildfire events for the Western United States

    Science.gov (United States)

    Haiganoush K. Preisler; Karin L. Riley; Crystal S. Stonesifer; Dave E. Calkin; Matt Jolly

    2016-01-01

    Fire danger and potential for large fires in the United States (US) is currently indicated via several forecasted qualitative indices. However, landscape-level quantitative forecasts of the probability of a large fire are currently lacking. In this study, we present a framework for forecasting large fire occurrence - an extreme value event - and evaluating...

  12. Probabilistic short-term forecasting of eruption rate at Kīlauea Volcano using a physics-based model

    Science.gov (United States)

    Anderson, K. R.

    2016-12-01

    -based, mixed deterministic-probabilistic eruption forecasting approach in reducing and quantifying these uncertainties.

  13. Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models

    KAUST Repository

    Elkantassi, Soumaya

    2017-04-01

    Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

  14. Inferential, non-parametric statistics to assess the quality of probabilistic forecast systems

    NARCIS (Netherlands)

    Maia, A.H.N.; Meinke, H.B.; Lennox, S.; Stone, R.C.

    2007-01-01

    Many statistical forecast systems are available to interested users. To be useful for decision making, these systems must be based on evidence of underlying mechanisms. Once causal connections between the mechanism and its statistical manifestation have been firmly established, the forecasts must

  15. An integrated, probabilistic model for improved seasonal forecasting of agricultural crop yield under environmental uncertainty

    Directory of Open Access Journals (Sweden)

    Nathaniel K. Newlands

    2014-06-01

    Full Text Available We present a novel forecasting method for generating agricultural crop yield forecasts at the seasonal and regional-scale, integrating agroclimate variables and remotely-sensed indices. The method devises a multivariate statistical model to compute bias and uncertainty in forecasted yield at the Census of Agricultural Region (CAR scale across the Canadian Prairies. The method uses robust variable-selection to select the best predictors within spatial subregions. Markov-Chain Monte Carlo (MCMC simulation and random forest-tree machine learning techniques are then integrated to generate sequential forecasts through the growing season. Cross-validation of the model was performed by hindcasting/backcasting it and comparing its forecasts against available historical data (1987-2011 for spring wheat (Triticum aestivum L.. The model was also validated for the 2012 growing season by comparing its forecast skill at the CAR, provincial and Canadian Prairie region scales against available statistical survey data. Mean percent departures between wheat yield forecasted were under-estimated by 1-4 % in mid-season and over-estimated by 1 % at the end of the growing season. This integrated methodology offers a consistent, generalizable approach for sequentially forecasting crop yield at the regional-scale. It provides a statistically robust, yet flexible way to concurrently adjust to data-rich and data-sparse situations, adaptively select different predictors of yield to changing levels of environmental uncertainty, and to update forecasts sequentially so as to incorporate new data as it becomes available. This integrated method also provides additional statistical support for assessing the accuracy and reliability of model-based crop yield forecasts in time and space.

  16. Short-term wind power forecasting: probabilistic and space-time aspects

    DEFF Research Database (Denmark)

    Tastu, Julija

    work deals with the proposal and evaluation of new mathematical models and forecasting methods for short-term wind power forecasting, accounting for space-time dynamics based on geographically distributed information. Different forms of power predictions are considered, starting from traditional point...... into the corresponding models are analysed. As a final step, emphasis is placed on generating space-time trajectories: this calls for the prediction of joint multivariate predictive densities describing wind power generation at a number of distributed locations and for a number of successive lead times. In addition......Optimal integration of wind energy into power systems calls for high quality wind power predictions. State-of-the-art forecasting systems typically provide forecasts for every location individually, without taking into account information coming from the neighbouring territories. It is however...

  17. Explicitly integrating parameter, input, and structure uncertainties into Bayesian Neural Networks for probabilistic hydrologic forecasting

    KAUST Repository

    Zhang, Xuesong; Liang, Faming; Yu, Beibei; Zong, Ziliang

    2011-01-01

    Estimating uncertainty of hydrologic forecasting is valuable to water resources and other relevant decision making processes. Recently, Bayesian Neural Networks (BNNs) have been proved powerful tools for quantifying uncertainty of streamflow

  18. Combination of Deterministic and Probabilistic Meteorological Models to enhance Wind Farm Power Forecasts

    International Nuclear Information System (INIS)

    Bremen, Lueder von

    2007-01-01

    Large-scale wind farms will play an important role in the future worldwide energy supply. However, with increasing wind power penetration all stakeholders on the electricity market will ask for more skilful wind power predictions regarding save grid integration and to increase the economic value of wind power. A Neural Network is used to calculate Model Output Statistics (MOS) for each individual forecast model (ECMWF and HIRLAM) and to model the aggregated power curve of the Middelgrunden offshore wind farm. We showed that the combination of two NWP models clearly outperforms the better single model. The normalized day-ahead RMSE forecast error for Middelgrunden can be reduced by 1% compared to single ECMWF. This is a relative improvement of 6%. For lead times >24h it is worthwhile to use a more sophisticated model combination approach than simple linear weighting. The investigated principle component regression is able to extract the uncorrelated information from two NWP forecasts. The spread of Ensemble Predictions is related to the skill of wind power forecasts. Simple contingency diagrams show that low spread corresponds is more often related to low forecast errors and high spread to large forecast errors

  19. Probabilistic model to forecast earthquakes in the Zemmouri (Algeria) seismoactive area on the basis of moment magnitude scale distribution functions

    Science.gov (United States)

    Baddari, Kamel; Makdeche, Said; Bellalem, Fouzi

    2013-02-01

    Based on the moment magnitude scale, a probabilistic model was developed to predict the occurrences of strong earthquakes in the seismoactive area of Zemmouri, Algeria. Firstly, the distributions of earthquake magnitudes M i were described using the distribution function F 0(m), which adjusts the magnitudes considered as independent random variables. Secondly, the obtained result, i.e., the distribution function F 0(m) of the variables M i was used to deduce the distribution functions G(x) and H(y) of the variables Y i = Log M 0,i and Z i = M 0,i , where (Y i)i and (Z i)i are independent. Thirdly, some forecast for moments of the future earthquakes in the studied area is given.

  20. Forecasting the vibrational behavior of large turbogenerators on elastic foundations in accordance with probabilistic methods

    International Nuclear Information System (INIS)

    Simon, G.

    1990-01-01

    Using advanced calculation programs, the inherent behavior and response behavior of structures can reliably be predetermined. In contrast, the dynamic forces affecting a system, in particular unbalances, are often unkown. From balancing of individual rotors, only the vibration path amplitudes at the measuring points used are known. However, these may originate from quite different unbalance distributions. Using probabilistic methods, however, values for the vibrational behavior of the overall structure can be derived from this. (orig.) [de

  1. Medium-Term Probabilistic Forecasting of Extremely Low Prices in Electricity Markets: Application to the Spanish Case

    Directory of Open Access Journals (Sweden)

    Antonio Bello

    2016-03-01

    Full Text Available One of the most relevant challenges that have arisen in electricity markets during the last few years is the emergence of extremely low prices. Trying to predict these events is crucial for market agents in a competitive environment. This paper proposes a novel methodology to simultaneously accomplish punctual and probabilistic hourly predictions about the appearance of extremely low electricity prices in a medium-term scope. The proposed approach for making real ex ante forecasts consists of a nested compounding of different forecasting techniques, which incorporate Monte Carlo simulation, combined with spatial interpolation techniques. The procedure is based on the statistical identification of the process key drivers. Logistic regression for rare events, decision trees, multilayer perceptrons and a hybrid approach, which combines a market equilibrium model with logistic regression, are used. Moreover, this paper assesses whether periodic models in which parameters switch according to the day of the week can be even more accurate. The proposed techniques are compared to a Markov regime switching model and several naive methods. The proposed methodology empirically demonstrates its effectiveness by achieving promising results on a real case study based on the Spanish electricity market. This approach can provide valuable information for market agents when they face decision making and risk-management processes. Our findings support the additional benefit of using a hybrid approach for deriving more accurate predictions.

  2. Explicitly integrating parameter, input, and structure uncertainties into Bayesian Neural Networks for probabilistic hydrologic forecasting

    KAUST Repository

    Zhang, Xuesong

    2011-11-01

    Estimating uncertainty of hydrologic forecasting is valuable to water resources and other relevant decision making processes. Recently, Bayesian Neural Networks (BNNs) have been proved powerful tools for quantifying uncertainty of streamflow forecasting. In this study, we propose a Markov Chain Monte Carlo (MCMC) framework (BNN-PIS) to incorporate the uncertainties associated with parameters, inputs, and structures into BNNs. This framework allows the structure of the neural networks to change by removing or adding connections between neurons and enables scaling of input data by using rainfall multipliers. The results show that the new BNNs outperform BNNs that only consider uncertainties associated with parameters and model structures. Critical evaluation of posterior distribution of neural network weights, number of effective connections, rainfall multipliers, and hyper-parameters shows that the assumptions held in our BNNs are not well supported. Further understanding of characteristics of and interactions among different uncertainty sources is expected to enhance the application of neural networks for uncertainty analysis of hydrologic forecasting. © 2011 Elsevier B.V.

  3. Cluster Ensemble-Based Image Segmentation

    Directory of Open Access Journals (Sweden)

    Xiaoru Wang

    2013-07-01

    Full Text Available Image segmentation is the foundation of computer vision applications. In this paper, we propose a new cluster ensemble-based image segmentation algorithm, which overcomes several problems of traditional methods. We make two main contributions in this paper. First, we introduce the cluster ensemble concept to fuse the segmentation results from different types of visual features effectively, which can deliver a better final result and achieve a much more stable performance for broad categories of images. Second, we exploit the PageRank idea from Internet applications and apply it to the image segmentation task. This can improve the final segmentation results by combining the spatial information of the image and the semantic similarity of regions. Our experiments on four public image databases validate the superiority of our algorithm over conventional single type of feature or multiple types of features-based algorithms, since our algorithm can fuse multiple types of features effectively for better segmentation results. Moreover, our method is also proved to be very competitive in comparison with other state-of-the-art segmentation algorithms.

  4. Probabilistic Forecasting of Coastal Morphodynamic Storm Response at Fire Island, New York

    Science.gov (United States)

    Wilson, K.; Adams, P. N.; Hapke, C. J.; Lentz, E. E.; Brenner, O.

    2013-12-01

    Site-specific probabilistic models of shoreline change are useful because they are derived from direct observations so that local factors, which greatly influence coastal response, are inherently considered by the model. Fire Island, a 50-km barrier island off Long Island, New York, is periodically subject to large storms, whose waves and storm surge dramatically alter beach morphology. Nor'Ida, which impacted the Fire Island coast in 2009, was one of the larger storms to occur in the early 2000s. In this study, we improve upon a Bayesian Network (BN) model informed with historical data to predict shoreline change from Nor'Ida. We present two BN models, referred to as 'original' model (BNo) and 'revised' model (BNr), designed to predict the most probable magnitude of net shoreline movement (NSM), as measured at 934 cross-shore transects, spanning 46 km. Both are informed with observational data (wave impact hours, shoreline and dune toe change rates, pre-storm beach width, and measured NSM) organized within five nodes, but the revised model contains a sixth node to represent the distribution of material added during an April 2009 nourishment project. We evaluate model success by examining the percentage of transects on which the model chooses the correct (observed) bin value of NSM. Comparisons of observed to model-predicted NSM show BNr has slightly higher predictive success over the total study area and significantly higher success at nourished locations. The BNo, which neglects anthropogenic modification history, correctly predicted the most probable NSM in 66.6% of transects, with ambiguous prediction at 12.7% of the locations. BNr, which incorporates anthropogenic modification history, resulted in 69.4% predictive accuracy and 13.9% ambiguity. However, across nourished transects, BNr reported 72.9% predictive success, while BNo reported 61.5% success. Further, at nourished transects, BNr reported higher ambiguity of 23.5% compared to 9.9% in BNo. These results

  5. Forecasting probabilistic seismic shaking for greater Tokyo from 400 years of intensity observations (Invited)

    Science.gov (United States)

    Bozkurt, S.; Stein, R. S.; Toda, S.

    2009-12-01

    The long recorded history of earthquakes in Japan affords an opportunity to forecast seismic shaking exclusively from past shaking. We calculate the time-averaged (Poisson) probability of severe shaking by using more than 10,000 intensity observations recorded since AD 1600 in a 350-km-wide box centered on Tokyo. Unlike other hazard assessment methods, source and site effects are included without modeling, and we do not need to know the size or location of any earthquake or the location and slip rate of any fault. The two key assumptions are that the slope of the observed frequency-intensity relation at every site is the same; and that the 400-year record is long enough to encompass the full range of seismic behavior. Tests we conduct here suggest that both assumptions are sound. The resulting 30-year probability of IJMA≥6 shaking (~PGA≥0.9 g or MMI≥IX) is 30-40% in Tokyo, Kawasaki, and Yokohama, and 10-15% in Chiba and Tsukuba. This result means that there is a 30% chance that 4 million people would be subjected to IJMA≥6 shaking during an average 30-year period. We also produce exceedance maps of peak ground acceleration for building code regulations, and calculate short-term hazard associated with a hypothetical catastrophe bond. Our results resemble an independent assessment developed from conventional seismic hazard analysis for greater Tokyo. Over 10000 intensity observations stored and analyzed using geostatistical tools of GIS. Distribution of historical data is shown on this figure.

  6. Ensemble-based Regional Climate Prediction: Political Impacts

    Science.gov (United States)

    Miguel, E.; Dykema, J.; Satyanath, S.; Anderson, J. G.

    2008-12-01

    Accurate forecasts of regional climate, including temperature and precipitation, have significant implications for human activities, not just economically but socially. Sub Saharan Africa is a region that has displayed an exceptional propensity for devastating civil wars. Recent research in political economy has revealed a strong statistical relationship between year to year fluctuations in precipitation and civil conflict in this region in the 1980s and 1990s. To investigate how climate change may modify the regional risk of civil conflict in the future requires a probabilistic regional forecast that explicitly accounts for the community's uncertainty in the evolution of rainfall under anthropogenic forcing. We approach the regional climate prediction aspect of this question through the application of a recently demonstrated method called generalized scalar prediction (Leroy et al. 2009), which predicts arbitrary scalar quantities of the climate system. This prediction method can predict change in any variable or linear combination of variables of the climate system averaged over a wide range spatial scales, from regional to hemispheric to global. Generalized scalar prediction utilizes an ensemble of model predictions to represent the community's uncertainty range in climate modeling in combination with a timeseries of any type of observational data that exhibits sensitivity to the scalar of interest. It is not necessary to prioritize models in deriving with the final prediction. We present the results of the application of generalized scalar prediction for regional forecasts of temperature and precipitation and Sub Saharan Africa. We utilize the climate predictions along with the established statistical relationship between year-to-year rainfall variability in Sub Saharan Africa to investigate the potential impact of climate change on civil conflict within that region.

  7. Sequential ensemble-based optimal design for parameter estimation: SEQUENTIAL ENSEMBLE-BASED OPTIMAL DESIGN

    Energy Technology Data Exchange (ETDEWEB)

    Man, Jun [Zhejiang Provincial Key Laboratory of Agricultural Resources and Environment, Institute of Soil and Water Resources and Environmental Science, College of Environmental and Resource Sciences, Zhejiang University, Hangzhou China; Zhang, Jiangjiang [Zhejiang Provincial Key Laboratory of Agricultural Resources and Environment, Institute of Soil and Water Resources and Environmental Science, College of Environmental and Resource Sciences, Zhejiang University, Hangzhou China; Li, Weixuan [Pacific Northwest National Laboratory, Richland Washington USA; Zeng, Lingzao [Zhejiang Provincial Key Laboratory of Agricultural Resources and Environment, Institute of Soil and Water Resources and Environmental Science, College of Environmental and Resource Sciences, Zhejiang University, Hangzhou China; Wu, Laosheng [Department of Environmental Sciences, University of California, Riverside California USA

    2016-10-01

    The ensemble Kalman filter (EnKF) has been widely used in parameter estimation for hydrological models. The focus of most previous studies was to develop more efficient analysis (estimation) algorithms. On the other hand, it is intuitively understandable that a well-designed sampling (data-collection) strategy should provide more informative measurements and subsequently improve the parameter estimation. In this work, a Sequential Ensemble-based Optimal Design (SEOD) method, coupled with EnKF, information theory and sequential optimal design, is proposed to improve the performance of parameter estimation. Based on the first-order and second-order statistics, different information metrics including the Shannon entropy difference (SD), degrees of freedom for signal (DFS) and relative entropy (RE) are used to design the optimal sampling strategy, respectively. The effectiveness of the proposed method is illustrated by synthetic one-dimensional and two-dimensional unsaturated flow case studies. It is shown that the designed sampling strategies can provide more accurate parameter estimation and state prediction compared with conventional sampling strategies. Optimal sampling designs based on various information metrics perform similarly in our cases. The effect of ensemble size on the optimal design is also investigated. Overall, larger ensemble size improves the parameter estimation and convergence of optimal sampling strategy. Although the proposed method is applied to unsaturated flow problems in this study, it can be equally applied in any other hydrological problems.

  8. Forecasting risk along a river basin using a probabilistic and deterministic model for environmental risk assessment of effluents through ecotoxicological evaluation and GIS.

    Science.gov (United States)

    Gutiérrez, Simón; Fernandez, Carlos; Barata, Carlos; Tarazona, José Vicente

    2009-12-20

    This work presents a computer model for Risk Assessment of Basins by Ecotoxicological Evaluation (RABETOX). The model is based on whole effluent toxicity testing and water flows along a specific river basin. It is capable of estimating the risk along a river segment using deterministic and probabilistic approaches. The Henares River Basin was selected as a case study to demonstrate the importance of seasonal hydrological variations in Mediterranean regions. As model inputs, two different ecotoxicity tests (the miniaturized Daphnia magna acute test and the D.magna feeding test) were performed on grab samples from 5 waste water treatment plant effluents. Also used as model inputs were flow data from the past 25 years, water velocity measurements and precise distance measurements using Geographical Information Systems (GIS). The model was implemented into a spreadsheet and the results were interpreted and represented using GIS in order to facilitate risk communication. To better understand the bioassays results, the effluents were screened through SPME-GC/MS analysis. The deterministic model, performed each month during one calendar year, showed a significant seasonal variation of risk while revealing that September represents the worst-case scenario with values up to 950 Risk Units. This classifies the entire area of study for the month of September as "sublethal significant risk for standard species". The probabilistic approach using Monte Carlo analysis was performed on 7 different forecast points distributed along the Henares River. A 0% probability of finding "low risk" was found at all forecast points with a more than 50% probability of finding "potential risk for sensitive species". The values obtained through both the deterministic and probabilistic approximations reveal the presence of certain substances, which might be causing sublethal effects in the aquatic species present in the Henares River.

  9. Ensemble-based flash-flood modelling: Taking into account hydrodynamic parameters and initial soil moisture uncertainties

    Science.gov (United States)

    Edouard, Simon; Vincendon, Béatrice; Ducrocq, Véronique

    2018-05-01

    Intense precipitation events in the Mediterranean often lead to devastating flash floods (FF). FF modelling is affected by several kinds of uncertainties and Hydrological Ensemble Prediction Systems (HEPS) are designed to take those uncertainties into account. The major source of uncertainty comes from rainfall forcing and convective-scale meteorological ensemble prediction systems can manage it for forecasting purpose. But other sources are related to the hydrological modelling part of the HEPS. This study focuses on the uncertainties arising from the hydrological model parameters and initial soil moisture with aim to design an ensemble-based version of an hydrological model dedicated to Mediterranean fast responding rivers simulations, the ISBA-TOP coupled system. The first step consists in identifying the parameters that have the strongest influence on FF simulations by assuming perfect precipitation. A sensitivity study is carried out first using a synthetic framework and then for several real events and several catchments. Perturbation methods varying the most sensitive parameters as well as initial soil moisture allow designing an ensemble-based version of ISBA-TOP. The first results of this system on some real events are presented. The direct perspective of this work will be to drive this ensemble-based version with the members of a convective-scale meteorological ensemble prediction system to design a complete HEPS for FF forecasting.

  10. Determining the bounds of skilful forecast range for probabilistic prediction of system-wide wind power generation

    Directory of Open Access Journals (Sweden)

    Dirk Cannon

    2017-06-01

    Full Text Available State-of-the-art wind power forecasts beyond a few hours ahead rely on global numerical weather prediction models to forecast the future large-scale atmospheric state. Often they provide initial and boundary conditions for nested high resolution simulations. In this paper, both upper and lower bounds on forecast range are identified within which global ensemble forecasts provide skilful information for system-wide wind power applications. An upper bound on forecast range is associated with the limit of predictability, beyond which forecasts have no more skill than predictions based on climatological statistics. A lower bound is defined at the lead time beyond which the resolved uncertainty associated with estimating the future large-scale atmospheric state is larger than the unresolved uncertainty associated with estimating the system-wide wind power response to a given large-scale state.The bounds of skilful ensemble forecast range are quantified for three leading global forecast systems. The power system of Great Britain (GB is used as an example because independent verifying data is available from National Grid. The upper bound defined by forecasts of GB-total wind power generation at a specific point in time is found to be 6–8 days. The lower bound is found to be 1.4–2.4 days. Both bounds depend on the global forecast system and vary seasonally. In addition, forecasts of the probability of an extreme power ramp event were found to possess a shorter limit of predictability (4.5–5.5 days. The upper bound on this forecast range can only be extended by improving the global forecast system (outside the control of most users or by changing the metric used in the probability forecast. Improved downscaling and microscale modelling of the wind farm response may act to decrease the lower bound. The potential gain from such improvements have diminishing returns beyond the short-range (out to around 2 days.

  11. The Red Sea Modeling and Forecasting System

    KAUST Repository

    Hoteit, Ibrahim

    2015-04-01

    Despite its importance for a variety of socio-economical and political reasons and the presence of extensive coral reef gardens along its shores, the Red Sea remains one of the most under-studied large marine physical and biological systems in the global ocean. This contribution will present our efforts to build advanced modeling and forecasting capabilities for the Red Sea, which is part of the newly established Saudi ARAMCO Marine Environmental Research Center at KAUST (SAMERCK). Our Red Sea modeling system compromises both regional and nested costal MIT general circulation models (MITgcm) with resolutions varying between 8 km and 250 m to simulate the general circulation and mesoscale dynamics at various spatial scales, a 10-km resolution Weather Research Forecasting (WRF) model to simulate the atmospheric conditions, a 4-km resolution European Regional Seas Ecosystem Model (ERSEM) to simulate the Red Sea ecosystem, and a 1-km resolution WAVEWATCH-III model to simulate the wind driven surface waves conditions. We have also implemented an oil spill model, and a probabilistic dispersion and larval connectivity modeling system (CMS) based on a stochastic Lagrangian framework and incorporating biological attributes. We are using the models outputs together with available observational data to study all aspects of the Red Sea circulations. Advanced monitoring capabilities are being deployed in the Red Sea as part of the SAMERCK, comprising multiple gliders equipped with hydrographical and biological sensors, high frequency (HF) surface current/wave mapping, buoys/ moorings, etc, complementing the available satellite ocean and atmospheric observations and Automatic Weather Stations (AWS). The Red Sea models have also been equipped with advanced data assimilation capabilities. Fully parallel ensemble-based Kalman filtering (EnKF) algorithms have been implemented with the MITgcm and ERSEM for assimilating all available multivariate satellite and in-situ data sets. We

  12. The Red Sea Modeling and Forecasting System

    KAUST Repository

    Hoteit, Ibrahim; Gopalakrishnan, Ganesh; Latif, Hatem; Toye, Habib; Zhan, Peng; Kartadikaria, Aditya R.; Viswanadhapalli, Yesubabu; Yao, Fengchao; Triantafyllou, George; Langodan, Sabique; Cavaleri, Luigi; Guo, Daquan; Johns, Burt

    2015-01-01

    Despite its importance for a variety of socio-economical and political reasons and the presence of extensive coral reef gardens along its shores, the Red Sea remains one of the most under-studied large marine physical and biological systems in the global ocean. This contribution will present our efforts to build advanced modeling and forecasting capabilities for the Red Sea, which is part of the newly established Saudi ARAMCO Marine Environmental Research Center at KAUST (SAMERCK). Our Red Sea modeling system compromises both regional and nested costal MIT general circulation models (MITgcm) with resolutions varying between 8 km and 250 m to simulate the general circulation and mesoscale dynamics at various spatial scales, a 10-km resolution Weather Research Forecasting (WRF) model to simulate the atmospheric conditions, a 4-km resolution European Regional Seas Ecosystem Model (ERSEM) to simulate the Red Sea ecosystem, and a 1-km resolution WAVEWATCH-III model to simulate the wind driven surface waves conditions. We have also implemented an oil spill model, and a probabilistic dispersion and larval connectivity modeling system (CMS) based on a stochastic Lagrangian framework and incorporating biological attributes. We are using the models outputs together with available observational data to study all aspects of the Red Sea circulations. Advanced monitoring capabilities are being deployed in the Red Sea as part of the SAMERCK, comprising multiple gliders equipped with hydrographical and biological sensors, high frequency (HF) surface current/wave mapping, buoys/ moorings, etc, complementing the available satellite ocean and atmospheric observations and Automatic Weather Stations (AWS). The Red Sea models have also been equipped with advanced data assimilation capabilities. Fully parallel ensemble-based Kalman filtering (EnKF) algorithms have been implemented with the MITgcm and ERSEM for assimilating all available multivariate satellite and in-situ data sets. We

  13. Assessing uncertainties in flood forecasts for decision making: prototype of an operational flood management system integrating ensemble predictions

    Directory of Open Access Journals (Sweden)

    J. Dietrich

    2009-08-01

    Full Text Available Ensemble forecasts aim at framing the uncertainties of the potential future development of the hydro-meteorological situation. A probabilistic evaluation can be used to communicate forecast uncertainty to decision makers. Here an operational system for ensemble based flood forecasting is presented, which combines forecasts from the European COSMO-LEPS, SRNWP-PEPS and COSMO-DE prediction systems. A multi-model lagged average super-ensemble is generated by recombining members from different runs of these meteorological forecast systems. A subset of the super-ensemble is selected based on a priori model weights, which are obtained from ensemble calibration. Flood forecasts are simulated by the conceptual rainfall-runoff-model ArcEGMO. Parameter uncertainty of the model is represented by a parameter ensemble, which is a priori generated from a comprehensive uncertainty analysis during model calibration. The use of a computationally efficient hydrological model within a flood management system allows us to compute the hydro-meteorological model chain for all members of the sub-ensemble. The model chain is not re-computed before new ensemble forecasts are available, but the probabilistic assessment of the output is updated when new information from deterministic short range forecasts or from assimilation of measured data becomes available. For hydraulic modelling, with the desired result of a probabilistic inundation map with high spatial resolution, a replacement model can help to overcome computational limitations. A prototype of the developed framework has been applied for a case study in the Mulde river basin. However these techniques, in particular the probabilistic assessment and the derivation of decision rules are still in their infancy. Further research is necessary and promising.

  14. Probabilistic forecasting of wind power at the minute time-scale with Markov-switching autoregressive models

    DEFF Research Database (Denmark)

    Pinson, Pierre; Madsen, Henrik

    2008-01-01

    Better modelling and forecasting of very short-term power fluctuations at large offshore wind farms may significantly enhance control and management strategies of their power output. The paper introduces a new methodology for modelling and forecasting such very short-term fluctuations. The proposed...... consists in 1-step ahead forecasting exercise on time-series of wind generation with a time resolution of 10 minute. The quality of the introduced forecasting methodology and its interest for better understanding power fluctuations are finally discussed....... methodology is based on a Markov-switching autoregressive model with time-varying coefficients. An advantage of the method is that one can easily derive full predictive densities. The quality of this methodology is demonstrated from the test case of 2 large offshore wind farms in Denmark. The exercise...

  15. Ensemble-Based Data Assimilation in Reservoir Characterization: A Review

    Directory of Open Access Journals (Sweden)

    Seungpil Jung

    2018-02-01

    Full Text Available This paper presents a review of ensemble-based data assimilation for strongly nonlinear problems on the characterization of heterogeneous reservoirs with different production histories. It concentrates on ensemble Kalman filter (EnKF and ensemble smoother (ES as representative frameworks, discusses their pros and cons, and investigates recent progress to overcome their drawbacks. The typical weaknesses of ensemble-based methods are non-Gaussian parameters, improper prior ensembles and finite population size. Three categorized approaches, to mitigate these limitations, are reviewed with recent accomplishments; improvement of Kalman gains, add-on of transformation functions, and independent evaluation of observed data. The data assimilation in heterogeneous reservoirs, applying the improved ensemble methods, is discussed on predicting unknown dynamic data in reservoir characterization.

  16. Ensemble-based Kalman Filters in Strongly Nonlinear Dynamics

    Institute of Scientific and Technical Information of China (English)

    Zhaoxia PU; Joshua HACKER

    2009-01-01

    This study examines the effectiveness of ensemble Kalman filters in data assimilation with the strongly nonlinear dynamics of the Lorenz-63 model, and in particular their use in predicting the regime transition that occurs when the model jumps from one basin of attraction to the other. Four configurations of the ensemble-based Kalman filtering data assimilation techniques, including the ensemble Kalman filter, ensemble adjustment Kalman filter, ensemble square root filter and ensemble transform Kalman filter, are evaluated with their ability in predicting the regime transition (also called phase transition) and also are compared in terms of their sensitivity to both observational and sampling errors. The sensitivity of each ensemble-based filter to the size of the ensemble is also examined.

  17. Probabilistic Solar Wind Forecasting Using Large Ensembles of Near-Sun Conditions With a Simple One-Dimensional "Upwind" Scheme

    Science.gov (United States)

    Owens, Mathew J.; Riley, Pete

    2017-11-01

    Long lead-time space-weather forecasting requires accurate prediction of the near-Earth solar wind. The current state of the art uses a coronal model to extrapolate the observed photospheric magnetic field to the upper corona, where it is related to solar wind speed through empirical relations. These near-Sun solar wind and magnetic field conditions provide the inner boundary condition to three-dimensional numerical magnetohydrodynamic (MHD) models of the heliosphere out to 1 AU. This physics-based approach can capture dynamic processes within the solar wind, which affect the resulting conditions in near-Earth space. However, this deterministic approach lacks a quantification of forecast uncertainty. Here we describe a complementary method to exploit the near-Sun solar wind information produced by coronal models and provide a quantitative estimate of forecast uncertainty. By sampling the near-Sun solar wind speed at a range of latitudes about the sub-Earth point, we produce a large ensemble (N = 576) of time series at the base of the Sun-Earth line. Propagating these conditions to Earth by a three-dimensional MHD model would be computationally prohibitive; thus, a computationally efficient one-dimensional "upwind" scheme is used. The variance in the resulting near-Earth solar wind speed ensemble is shown to provide an accurate measure of the forecast uncertainty. Applying this technique over 1996-2016, the upwind ensemble is found to provide a more "actionable" forecast than a single deterministic forecast; potential economic value is increased for all operational scenarios, but particularly when false alarms are important (i.e., where the cost of taking mitigating action is relatively large).

  18. Probabilistic Solar Wind Forecasting Using Large Ensembles of Near-Sun Conditions With a Simple One-Dimensional "Upwind" Scheme.

    Science.gov (United States)

    Owens, Mathew J; Riley, Pete

    2017-11-01

    Long lead-time space-weather forecasting requires accurate prediction of the near-Earth solar wind. The current state of the art uses a coronal model to extrapolate the observed photospheric magnetic field to the upper corona, where it is related to solar wind speed through empirical relations. These near-Sun solar wind and magnetic field conditions provide the inner boundary condition to three-dimensional numerical magnetohydrodynamic (MHD) models of the heliosphere out to 1 AU. This physics-based approach can capture dynamic processes within the solar wind, which affect the resulting conditions in near-Earth space. However, this deterministic approach lacks a quantification of forecast uncertainty. Here we describe a complementary method to exploit the near-Sun solar wind information produced by coronal models and provide a quantitative estimate of forecast uncertainty. By sampling the near-Sun solar wind speed at a range of latitudes about the sub-Earth point, we produce a large ensemble (N = 576) of time series at the base of the Sun-Earth line. Propagating these conditions to Earth by a three-dimensional MHD model would be computationally prohibitive; thus, a computationally efficient one-dimensional "upwind" scheme is used. The variance in the resulting near-Earth solar wind speed ensemble is shown to provide an accurate measure of the forecast uncertainty. Applying this technique over 1996-2016, the upwind ensemble is found to provide a more "actionable" forecast than a single deterministic forecast; potential economic value is increased for all operational scenarios, but particularly when false alarms are important (i.e., where the cost of taking mitigating action is relatively large).

  19. Trading wind energy on the basis of probabilistic forecasts both of wind generation and of market quantities

    DEFF Research Database (Denmark)

    Zugno, Marco; Jónsson, Tryggvi; Pinson, Pierre

    2013-01-01

    in liberalized electricity markets and to assess its performance. At first, the so-called optimal quantile strategy is revisited. It is proved that without market power, i.e. under the price-taker assumption, this strategy maximizes expected market revenues. Forecasts of wind power production, of day......-ahead and real-time market prices and of the system imbalance are inputs to this strategy. Subsequently, constraining of the bid that maximizes the expected revenues is proposed as a way to overcome the strategy's disregard of practical limitations and, at the same time, of risk. Two constraining techniques......Wind power is not easily predictable and non-dispatchable. Nevertheless, wind power producers are increasingly urged to participate in electricity market auctions in the same manner as conventional power producers. The aim of this paper is to propose an operational strategy for trading wind energy...

  20. Climatological attribution of wind power ramp events in East Japan and their probabilistic forecast based on multi-model ensembles downscaled by analog ensemble using self-organizing maps

    Science.gov (United States)

    Ohba, Masamichi; Nohara, Daisuke; Kadokura, Shinji

    2016-04-01

    Severe storms or other extreme weather events can interrupt the spin of wind turbines in large scale that cause unexpected "wind ramp events". In this study, we present an application of self-organizing maps (SOMs) for climatological attribution of the wind ramp events and their probabilistic prediction. The SOM is an automatic data-mining clustering technique, which allows us to summarize a high-dimensional data space in terms of a set of reference vectors. The SOM is applied to analyze and connect the relationship between atmospheric patterns over Japan and wind power generation. SOM is employed on sea level pressure derived from the JRA55 reanalysis over the target area (Tohoku region in Japan), whereby a two-dimensional lattice of weather patterns (WPs) classified during the 1977-2013 period is obtained. To compare with the atmospheric data, the long-term wind power generation is reconstructed by using a high-resolution surface observation network AMeDAS (Automated Meteorological Data Acquisition System) in Japan. Our analysis extracts seven typical WPs, which are linked to frequent occurrences of wind ramp events. Probabilistic forecasts to wind power generation and ramps are conducted by using the obtained SOM. The probability are derived from the multiple SOM lattices based on the matching of output from TIGGE multi-model global forecast to the WPs on the lattices. Since this method effectively takes care of the empirical uncertainties from the historical data, wind power generation and ramp is probabilistically forecasted from the forecasts of global models. The predictability skill of the forecasts for the wind power generation and ramp events show the relatively good skill score under the downscaling technique. It is expected that the results of this study provides better guidance to the user community and contribute to future development of system operation model for the transmission grid operator.

  1. The role of ensemble-based statistics in variational assimilation of cloud-affected observations from infrared imagers

    Science.gov (United States)

    Hacker, Joshua; Vandenberghe, Francois; Jung, Byoung-Jo; Snyder, Chris

    2017-04-01

    Effective assimilation of cloud-affected radiance observations from space-borne imagers, with the aim of improving cloud analysis and forecasting, has proven to be difficult. Large observation biases, nonlinear observation operators, and non-Gaussian innovation statistics present many challenges. Ensemble-variational data assimilation (EnVar) systems offer the benefits of flow-dependent background error statistics from an ensemble, and the ability of variational minimization to handle nonlinearity. The specific benefits of ensemble statistics, relative to static background errors more commonly used in variational systems, have not been quantified for the problem of assimilating cloudy radiances. A simple experiment framework is constructed with a regional NWP model and operational variational data assimilation system, to provide the basis understanding the importance of ensemble statistics in cloudy radiance assimilation. Restricting the observations to those corresponding to clouds in the background forecast leads to innovations that are more Gaussian. The number of large innovations is reduced compared to the more general case of all observations, but not eliminated. The Huber norm is investigated to handle the fat tails of the distributions, and allow more observations to be assimilated without the need for strict background checks that eliminate them. Comparing assimilation using only ensemble background error statistics with assimilation using only static background error statistics elucidates the importance of the ensemble statistics. Although the cost functions in both experiments converge to similar values after sufficient outer-loop iterations, the resulting cloud water, ice, and snow content are greater in the ensemble-based analysis. The subsequent forecasts from the ensemble-based analysis also retain more condensed water species, indicating that the local environment is more supportive of clouds. In this presentation we provide details that explain the

  2. Ensemble-based prediction of RNA secondary structures.

    Science.gov (United States)

    Aghaeepour, Nima; Hoos, Holger H

    2013-04-24

    Accurate structure prediction methods play an important role for the understanding of RNA function. Energy-based, pseudoknot-free secondary structure prediction is one of the most widely used and versatile approaches, and improved methods for this task have received much attention over the past five years. Despite the impressive progress that as been achieved in this area, existing evaluations of the prediction accuracy achieved by various algorithms do not provide a comprehensive, statistically sound assessment. Furthermore, while there is increasing evidence that no prediction algorithm consistently outperforms all others, no work has been done to exploit the complementary strengths of multiple approaches. In this work, we present two contributions to the area of RNA secondary structure prediction. Firstly, we use state-of-the-art, resampling-based statistical methods together with a previously published and increasingly widely used dataset of high-quality RNA structures to conduct a comprehensive evaluation of existing RNA secondary structure prediction procedures. The results from this evaluation clarify the performance relationship between ten well-known existing energy-based pseudoknot-free RNA secondary structure prediction methods and clearly demonstrate the progress that has been achieved in recent years. Secondly, we introduce AveRNA, a generic and powerful method for combining a set of existing secondary structure prediction procedures into an ensemble-based method that achieves significantly higher prediction accuracies than obtained from any of its component procedures. Our new, ensemble-based method, AveRNA, improves the state of the art for energy-based, pseudoknot-free RNA secondary structure prediction by exploiting the complementary strengths of multiple existing prediction procedures, as demonstrated using a state-of-the-art statistical resampling approach. In addition, AveRNA allows an intuitive and effective control of the trade-off between

  3. Summer drought predictability over Europe: empirical versus dynamical forecasts

    Science.gov (United States)

    Turco, Marco; Ceglar, Andrej; Prodhomme, Chloé; Soret, Albert; Toreti, Andrea; Doblas-Reyes Francisco, J.

    2017-08-01

    Seasonal climate forecasts could be an important planning tool for farmers, government and insurance companies that can lead to better and timely management of seasonal climate risks. However, climate seasonal forecasts are often under-used, because potential users are not well aware of the capabilities and limitations of these products. This study aims at assessing the merits and caveats of a statistical empirical method, the ensemble streamflow prediction system (ESP, an ensemble based on reordering historical data) and an operational dynamical forecast system, the European Centre for Medium-Range Weather Forecasts—System 4 (S4) in predicting summer drought in Europe. Droughts are defined using the Standardized Precipitation Evapotranspiration Index for the month of August integrated over 6 months. Both systems show useful and mostly comparable deterministic skill. We argue that this source of predictability is mostly attributable to the observed initial conditions. S4 shows only higher skill in terms of ability to probabilistically identify drought occurrence. Thus, currently, both approaches provide useful information and ESP represents a computationally fast alternative to dynamical prediction applications for drought prediction.

  4. Topics in Probabilistic Judgment Aggregation

    Science.gov (United States)

    Wang, Guanchun

    2011-01-01

    This dissertation is a compilation of several studies that are united by their relevance to probabilistic judgment aggregation. In the face of complex and uncertain events, panels of judges are frequently consulted to provide probabilistic forecasts, and aggregation of such estimates in groups often yield better results than could have been made…

  5. Volcanic risk metrics at Mt Ruapehu, New Zealand: some background to a probabilistic eruption forecasting scheme and a cost/benefit analysis at an open conduit volcano

    Science.gov (United States)

    Jolly, Gill; Sandri, Laura; Lindsay, Jan; Scott, Brad; Sherburn, Steve; Jolly, Art; Fournier, Nico; Keys, Harry; Marzocchi, Warner

    2010-05-01

    The Bayesian Event Tree for Eruption Forecasting software (BET_EF) is a probabilistic model based on an event tree scheme that was created specifically to compute long- and short-term probabilities of different outcomes (volcanic unrest, magmatic unrest, eruption, vent location and eruption size) at long-time dormant and routinely monitored volcanoes. It is based on the assumption that upward movements of magma in a closed conduit volcano will produce detectable changes in the monitored parameters at the surface. In this perspective, the goal of BET_EF is to compute probabilities by merging information from geology, models, past data and present monitoring measurements, through a Bayesian inferential method. In the present study, we attempt to apply BET_EF to Mt Ruapehu, a very active and well-monitored volcano exhibiting the typical features of open conduit volcanoes. In such conditions, current monitoring at the surface is not necessarily able to detect short term changes at depth that may occur only seconds to minutes before an eruption. This results in so-called "blue sky eruptions" of Mt Ruapehu (for example in September 2007), that are volcanic eruptions apparently not preceded by any presently detectable signal in the current monitoring. A further complication at Mt Ruapehu arises from the well-developed hydrothermal system and the permanent crater lake sitting on top of the magmatic conduit. Both the hydrothermal system and crater lake may act to mask or change monitoring signals (if present) that magma produces deeper in the edifice. Notwithstanding these potential drawbacks, we think that an attempt to apply BET_EF at Ruapehu is worthwhile, for several reasons. First, with the exception of a few "blue sky" events, monitoring data at Mt Ruapehu can be helpful in forecasting major events, especially if a large amount of magma is intruded into the edifice and becomes available for phreatomagmatic or magmatic eruptions, as for example in 1995-96. Secondly, in

  6. Probabilistic logics and probabilistic networks

    CERN Document Server

    Haenni, Rolf; Wheeler, Gregory; Williamson, Jon; Andrews, Jill

    2014-01-01

    Probabilistic Logic and Probabilistic Networks presents a groundbreaking framework within which various approaches to probabilistic logic naturally fit. Additionally, the text shows how to develop computationally feasible methods to mesh with this framework.

  7. Probabilistic online runoff forecasting for urban catchments using inputs from rain gauges as well as statically and dynamically adjusted weather radar

    DEFF Research Database (Denmark)

    Löwe, Roland; Thorndahl, Søren; Mikkelsen, Peter Steen

    2014-01-01

    We investigate the application of rainfall observations and forecasts from rain gauges and weather radar as input to operational urban runoff forecasting models. We apply lumped rainfall runoff models implemented in a stochastic grey-box modelling framework. Different model structures are conside......We investigate the application of rainfall observations and forecasts from rain gauges and weather radar as input to operational urban runoff forecasting models. We apply lumped rainfall runoff models implemented in a stochastic grey-box modelling framework. Different model structures...

  8. An Integrated Ensemble-Based Operational Framework to Predict Urban Flooding: A Case Study of Hurricane Sandy in the Passaic and Hackensack River Basins

    Science.gov (United States)

    Saleh, F.; Ramaswamy, V.; Georgas, N.; Blumberg, A. F.; Wang, Y.

    2016-12-01

    Advances in computational resources and modeling techniques are opening the path to effectively integrate existing complex models. In the context of flood prediction, recent extreme events have demonstrated the importance of integrating components of the hydrosystem to better represent the interactions amongst different physical processes and phenomena. As such, there is a pressing need to develop holistic and cross-disciplinary modeling frameworks that effectively integrate existing models and better represent the operative dynamics. This work presents a novel Hydrologic-Hydraulic-Hydrodynamic Ensemble (H3E) flood prediction framework that operationally integrates existing predictive models representing coastal (New York Harbor Observing and Prediction System, NYHOPS), hydrologic (US Army Corps of Engineers Hydrologic Modeling System, HEC-HMS) and hydraulic (2-dimensional River Analysis System, HEC-RAS) components. The state-of-the-art framework is forced with 125 ensemble meteorological inputs from numerical weather prediction models including the Global Ensemble Forecast System, the European Centre for Medium-Range Weather Forecasts (ECMWF), the Canadian Meteorological Centre (CMC), the Short Range Ensemble Forecast (SREF) and the North American Mesoscale Forecast System (NAM). The framework produces, within a 96-hour forecast horizon, on-the-fly Google Earth flood maps that provide critical information for decision makers and emergency preparedness managers. The utility of the framework was demonstrated by retrospectively forecasting an extreme flood event, hurricane Sandy in the Passaic and Hackensack watersheds (New Jersey, USA). Hurricane Sandy caused significant damage to a number of critical facilities in this area including the New Jersey Transit's main storage and maintenance facility. The results of this work demonstrate that ensemble based frameworks provide improved flood predictions and useful information about associated uncertainties, thus

  9. Probabilistic Solar Wind Forecasting Using Large Ensembles of Near‐Sun Conditions With a Simple One‐Dimensional “Upwind” Scheme

    Science.gov (United States)

    Riley, Pete

    2017-01-01

    Abstract Long lead‐time space‐weather forecasting requires accurate prediction of the near‐Earth solar wind. The current state of the art uses a coronal model to extrapolate the observed photospheric magnetic field to the upper corona, where it is related to solar wind speed through empirical relations. These near‐Sun solar wind and magnetic field conditions provide the inner boundary condition to three‐dimensional numerical magnetohydrodynamic (MHD) models of the heliosphere out to 1 AU. This physics‐based approach can capture dynamic processes within the solar wind, which affect the resulting conditions in near‐Earth space. However, this deterministic approach lacks a quantification of forecast uncertainty. Here we describe a complementary method to exploit the near‐Sun solar wind information produced by coronal models and provide a quantitative estimate of forecast uncertainty. By sampling the near‐Sun solar wind speed at a range of latitudes about the sub‐Earth point, we produce a large ensemble (N = 576) of time series at the base of the Sun‐Earth line. Propagating these conditions to Earth by a three‐dimensional MHD model would be computationally prohibitive; thus, a computationally efficient one‐dimensional “upwind” scheme is used. The variance in the resulting near‐Earth solar wind speed ensemble is shown to provide an accurate measure of the forecast uncertainty. Applying this technique over 1996–2016, the upwind ensemble is found to provide a more “actionable” forecast than a single deterministic forecast; potential economic value is increased for all operational scenarios, but particularly when false alarms are important (i.e., where the cost of taking mitigating action is relatively large). PMID:29398982

  10. An Efficient Local Correlation Matrix Decomposition Approach for the Localization Implementation of Ensemble-Based Assimilation Methods

    Science.gov (United States)

    Zhang, Hongqin; Tian, Xiangjun

    2018-04-01

    Ensemble-based data assimilation methods often use the so-called localization scheme to improve the representation of the ensemble background error covariance (Be). Extensive research has been undertaken to reduce the computational cost of these methods by using the localized ensemble samples to localize Be by means of a direct decomposition of the local correlation matrix C. However, the computational costs of the direct decomposition of the local correlation matrix C are still extremely high due to its high dimension. In this paper, we propose an efficient local correlation matrix decomposition approach based on the concept of alternating directions. This approach is intended to avoid direct decomposition of the correlation matrix. Instead, we first decompose the correlation matrix into 1-D correlation matrices in the three coordinate directions, then construct their empirical orthogonal function decomposition at low resolution. This procedure is followed by the 1-D spline interpolation process to transform the above decompositions to the high-resolution grid. Finally, an efficient correlation matrix decomposition is achieved by computing the very similar Kronecker product. We conducted a series of comparison experiments to illustrate the validity and accuracy of the proposed local correlation matrix decomposition approach. The effectiveness of the proposed correlation matrix decomposition approach and its efficient localization implementation of the nonlinear least-squares four-dimensional variational assimilation are further demonstrated by several groups of numerical experiments based on the Advanced Research Weather Research and Forecasting model.

  11. Using a Bayesian Probabilistic Forecasting Model to Analyze the Uncertainty in Real-Time Dynamic Control of the Flood Limiting Water Level for Reservoir Operation

    DEFF Research Database (Denmark)

    Liu, Dedi; Li, Xiang; Guo, Shenglian

    2015-01-01

    Dynamic control of the flood limiting water level (FLWL) is a valuable and effective way to maximize the benefits from reservoir operation without exceeding the design risk. In order to analyze the impacts of input uncertainty, a Bayesian forecasting system (BFS) is adopted. Applying quantile water...... inflow values and their uncertainties obtained from the BFS, the reservoir operation results from different schemes can be analyzed in terms of benefits, dam safety, and downstream impacts during the flood season. When the reservoir FLWL dynamic control operation is implemented, there are two fundamental......, also deterministic water inflow was tested. The proposed model in the paper emphasizes the importance of analyzing the uncertainties of the water inflow forecasting system for real-time dynamic control of the FLWL for reservoir operation. For the case study, the selected quantile inflow from...

  12. Quantile forecast discrimination ability and value

    DEFF Research Database (Denmark)

    Ben Bouallègue, Zied; Pinson, Pierre; Friederichs, Petra

    2015-01-01

    While probabilistic forecast verification for categorical forecasts is well established, some of the existing concepts and methods have not found their equivalent for the case of continuous variables. New tools dedicated to the assessment of forecast discrimination ability and forecast value are ...... is illustrated based on synthetic datasets, as well as for the case of global radiation forecasts from the high resolution ensemble COSMO-DE-EPS of the German Weather Service....

  13. Probabilistic insurance

    OpenAIRE

    Wakker, P.P.; Thaler, R.H.; Tversky, A.

    1997-01-01

    textabstractProbabilistic insurance is an insurance policy involving a small probability that the consumer will not be reimbursed. Survey data suggest that people dislike probabilistic insurance and demand more than a 20% reduction in the premium to compensate for a 1% default risk. While these preferences are intuitively appealing they are difficult to reconcile with expected utility theory. Under highly plausible assumptions about the utility function, willingness to pay for probabilistic i...

  14. Probabilistic Networks

    DEFF Research Database (Denmark)

    Jensen, Finn Verner; Lauritzen, Steffen Lilholt

    2001-01-01

    This article describes the basic ideas and algorithms behind specification and inference in probabilistic networks based on directed acyclic graphs, undirected graphs, and chain graphs.......This article describes the basic ideas and algorithms behind specification and inference in probabilistic networks based on directed acyclic graphs, undirected graphs, and chain graphs....

  15. Probabilistic Insurance

    NARCIS (Netherlands)

    Wakker, P.P.; Thaler, R.H.; Tversky, A.

    1997-01-01

    Probabilistic insurance is an insurance policy involving a small probability that the consumer will not be reimbursed. Survey data suggest that people dislike probabilistic insurance and demand more than a 20% reduction in premium to compensate for a 1% default risk. These observations cannot be

  16. Probabilistic Insurance

    NARCIS (Netherlands)

    P.P. Wakker (Peter); R.H. Thaler (Richard); A. Tversky (Amos)

    1997-01-01

    textabstractProbabilistic insurance is an insurance policy involving a small probability that the consumer will not be reimbursed. Survey data suggest that people dislike probabilistic insurance and demand more than a 20% reduction in the premium to compensate for a 1% default risk. While these

  17. Wind power forecast

    Energy Technology Data Exchange (ETDEWEB)

    Pestana, Rui [Rede Electrica Nacional (REN), S.A., Lisboa (Portugal). Dept. Systems and Development System Operator; Trancoso, Ana Rosa; Delgado Domingos, Jose [Univ. Tecnica de Lisboa (Portugal). Seccao de Ambiente e Energia

    2012-07-01

    Accurate wind power forecast are needed to reduce integration costs in the electric grid caused by wind inherent variability. Currently, Portugal has a significant wind power penetration level and consequently the need to have reliable wind power forecasts at different temporal scales, including localized events such as ramps. This paper provides an overview of the methodologies used by REN to forecast wind power at national level, based on statistical and probabilistic combinations of NWP and measured data with the aim of improving accuracy of pure NWP. Results show that significant improvement can be achieved with statistical combination with persistence in the short-term and with probabilistic combination in the medium-term. NWP are also able to detect ramp events with 3 day notice to the operational planning. (orig.)

  18. Evaluating model performance of an ensemble-based chemical data assimilation system during INTEX-B field mission

    Directory of Open Access Journals (Sweden)

    A. F. Arellano Jr.

    2007-11-01

    Full Text Available We present a global chemical data assimilation system using a global atmosphere model, the Community Atmosphere Model (CAM3 with simplified chemistry and the Data Assimilation Research Testbed (DART assimilation package. DART is a community software facility for assimilation studies using the ensemble Kalman filter approach. Here, we apply the assimilation system to constrain global tropospheric carbon monoxide (CO by assimilating meteorological observations of temperature and horizontal wind velocity and satellite CO retrievals from the Measurement of Pollution in the Troposphere (MOPITT satellite instrument. We verify the system performance using independent CO observations taken on board the NSF/NCAR C-130 and NASA DC-8 aircrafts during the April 2006 part of the Intercontinental Chemical Transport Experiment (INTEX-B. Our evaluations show that MOPITT data assimilation provides significant improvements in terms of capturing the observed CO variability relative to no MOPITT assimilation (i.e. the correlation improves from 0.62 to 0.71, significant at 99% confidence. The assimilation provides evidence of median CO loading of about 150 ppbv at 700 hPa over the NE Pacific during April 2006. This is marginally higher than the modeled CO with no MOPITT assimilation (~140 ppbv. Our ensemble-based estimates of model uncertainty also show model overprediction over the source region (i.e. China and underprediction over the NE Pacific, suggesting model errors that cannot be readily explained by emissions alone. These results have important implications for improving regional chemical forecasts and for inverse modeling of CO sources and further demonstrate the utility of the assimilation system in comparing non-coincident measurements, e.g. comparing satellite retrievals of CO with in-situ aircraft measurements.

  19. Probabilistic population aging

    Science.gov (United States)

    2017-01-01

    We merge two methodologies, prospective measures of population aging and probabilistic population forecasts. We compare the speed of change and variability in forecasts of the old age dependency ratio and the prospective old age dependency ratio as well as the same comparison for the median age and the prospective median age. While conventional measures of population aging are computed on the basis of the number of years people have already lived, prospective measures are computed also taking account of the expected number of years they have left to live. Those remaining life expectancies change over time and differ from place to place. We compare the probabilistic distributions of the conventional and prospective measures using examples from China, Germany, Iran, and the United States. The changes over time and the variability of the prospective indicators are smaller than those that are observed in the conventional ones. A wide variety of new results emerge from the combination of methodologies. For example, for Germany, Iran, and the United States the likelihood that the prospective median age of the population in 2098 will be lower than it is today is close to 100 percent. PMID:28636675

  20. Ensemble-based data assimilation and optimal sensor placement for scalar source reconstruction

    Science.gov (United States)

    Mons, Vincent; Wang, Qi; Zaki, Tamer

    2017-11-01

    Reconstructing the characteristics of a scalar source from limited remote measurements in a turbulent flow is a problem of great interest for environmental monitoring, and is challenging due to several aspects. Firstly, the numerical estimation of the scalar dispersion in a turbulent flow requires significant computational resources. Secondly, in actual practice, only a limited number of observations are available, which generally makes the corresponding inverse problem ill-posed. Ensemble-based variational data assimilation techniques are adopted to solve the problem of scalar source localization in a turbulent channel flow at Reτ = 180 . This approach combines the components of variational data assimilation and ensemble Kalman filtering, and inherits the robustness from the former and the ease of implementation from the latter. An ensemble-based methodology for optimal sensor placement is also proposed in order to improve the condition of the inverse problem, which enhances the performances of the data assimilation scheme. This work has been partially funded by the Office of Naval Research (Grant N00014-16-1-2542) and by the National Science Foundation (Grant 1461870).

  1. Supporting inland waterway transport on German waterways by operational forecasting services - water-levels, discharges, river ice

    Science.gov (United States)

    Meißner, Dennis; Klein, Bastian; Ionita, Monica; Hemri, Stephan; Rademacher, Silke

    2017-04-01

    uncertainty properly. Additionally for the key locations at the international waterways Rhine, Elbe and Danube three competing forecast approaches are currently tested in a pre-operational set-up in order to generate monthly to seasonal (up to 3 months) forecasts: (1) the well-known Ensemble Streamflow Prediction approach (ensemble based on historical meteorology), (2) coupling hydrological models with post-processed outputs from ECMWF's general circulation model (System 4), and (3) a purely statistical approach based on the stable relationship (teleconnection) of global or regional oceanic, climate and hydrological data with river flows. The current results, still pre-operational, reveal the existence of a valuable predictability of water levels and streamflow also at monthly up to seasonal time-scales along the larger rivers used as waterways in Germany. Last but not least insight into the technical set-up of the aforementioned forecasting systems operated at the Federal Institute of Hydrology, which are based on a Delft-FEWS application, will be given focussing on the step-wise extension of the former system by integrating new components in order to meet the growing needs of the customers and to improve and extend the forecast portfolio for waterway users.

  2. Probabilistic linguistics

    NARCIS (Netherlands)

    Bod, R.; Heine, B.; Narrog, H.

    2010-01-01

    Probabilistic linguistics takes all linguistic evidence as positive evidence and lets statistics decide. It allows for accurate modelling of gradient phenomena in production and perception, and suggests that rule-like behaviour is no more than a side effect of maximizing probability. This chapter

  3. Probabilistic Design

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Burcharth, H. F.

    This chapter describes how partial safety factors can be used in design of vertical wall breakwaters and an example of a code format is presented. The partial safety factors are calibrated on a probabilistic basis. The code calibration process used to calibrate some of the partial safety factors...

  4. Probabilistic Logic and Probabilistic Networks

    NARCIS (Netherlands)

    Haenni, R.; Romeijn, J.-W.; Wheeler, G.; Williamson, J.

    2009-01-01

    While in principle probabilistic logics might be applied to solve a range of problems, in practice they are rarely applied at present. This is perhaps because they seem disparate, complicated, and computationally intractable. However, we shall argue in this programmatic paper that several approaches

  5. A Wind Forecasting System for Energy Application

    Science.gov (United States)

    Courtney, Jennifer; Lynch, Peter; Sweeney, Conor

    2010-05-01

    Accurate forecasting of available energy is crucial for the efficient management and use of wind power in the national power grid. With energy output critically dependent upon wind strength there is a need to reduce the errors associated wind forecasting. The objective of this research is to get the best possible wind forecasts for the wind energy industry. To achieve this goal, three methods are being applied. First, a mesoscale numerical weather prediction (NWP) model called WRF (Weather Research and Forecasting) is being used to predict wind values over Ireland. Currently, a gird resolution of 10km is used and higher model resolutions are being evaluated to establish whether they are economically viable given the forecast skill improvement they produce. Second, the WRF model is being used in conjunction with ECMWF (European Centre for Medium-Range Weather Forecasts) ensemble forecasts to produce a probabilistic weather forecasting product. Due to the chaotic nature of the atmosphere, a single, deterministic weather forecast can only have limited skill. The ECMWF ensemble methods produce an ensemble of 51 global forecasts, twice a day, by perturbing initial conditions of a 'control' forecast which is the best estimate of the initial state of the atmosphere. This method provides an indication of the reliability of the forecast and a quantitative basis for probabilistic forecasting. The limitation of ensemble forecasting lies in the fact that the perturbed model runs behave differently under different weather patterns and each model run is equally likely to be closest to the observed weather situation. Models have biases, and involve assumptions about physical processes and forcing factors such as underlying topography. Third, Bayesian Model Averaging (BMA) is being applied to the output from the ensemble forecasts in order to statistically post-process the results and achieve a better wind forecasting system. BMA is a promising technique that will offer calibrated

  6. Analyzing the uncertainty of ensemble-based gridded observations in land surface simulations and drought assessment

    Science.gov (United States)

    Ahmadalipour, Ali; Moradkhani, Hamid

    2017-12-01

    Hydrologic modeling is one of the primary tools utilized for drought monitoring and drought early warning systems. Several sources of uncertainty in hydrologic modeling have been addressed in the literature. However, few studies have assessed the uncertainty of gridded observation datasets from a drought monitoring perspective. This study provides a hydrologic modeling oriented analysis of the gridded observation data uncertainties over the Pacific Northwest (PNW) and its implications on drought assessment. We utilized a recently developed 100-member ensemble-based observed forcing data to simulate hydrologic fluxes at 1/8° spatial resolution using Variable Infiltration Capacity (VIC) model, and compared the results with a deterministic observation. Meteorological and hydrological droughts are studied at multiple timescales over the basin, and seasonal long-term trends and variations of drought extent is investigated for each case. Results reveal large uncertainty of observed datasets at monthly timescale, with systematic differences for temperature records, mainly due to different lapse rates. The uncertainty eventuates in large disparities of drought characteristics. In general, an increasing trend is found for winter drought extent across the PNW. Furthermore, a ∼3% decrease per decade is detected for snow water equivalent (SWE) over the PNW, with the region being more susceptible to SWE variations of the northern Rockies than the western Cascades. The agricultural areas of southern Idaho demonstrate decreasing trend of natural soil moisture as a result of precipitation decline, which implies higher appeal for anthropogenic water storage and irrigation systems.

  7. Communicating uncertainty in hydrological forecasts: mission impossible?

    Science.gov (United States)

    Ramos, Maria-Helena; Mathevet, Thibault; Thielen, Jutta; Pappenberger, Florian

    2010-05-01

    Cascading uncertainty in meteo-hydrological modelling chains for forecasting and integrated flood risk assessment is an essential step to improve the quality of hydrological forecasts. Although the best methodology to quantify the total predictive uncertainty in hydrology is still debated, there is a common agreement that one must avoid uncertainty misrepresentation and miscommunication, as well as misinterpretation of information by users. Several recent studies point out that uncertainty, when properly explained and defined, is no longer unwelcome among emergence response organizations, users of flood risk information and the general public. However, efficient communication of uncertain hydro-meteorological forecasts is far from being a resolved issue. This study focuses on the interpretation and communication of uncertain hydrological forecasts based on (uncertain) meteorological forecasts and (uncertain) rainfall-runoff modelling approaches to decision-makers such as operational hydrologists and water managers in charge of flood warning and scenario-based reservoir operation. An overview of the typical flow of uncertainties and risk-based decisions in hydrological forecasting systems is presented. The challenges related to the extraction of meaningful information from probabilistic forecasts and the test of its usefulness in assisting operational flood forecasting are illustrated with the help of two case-studies: 1) a study on the use and communication of probabilistic flood forecasting within the European Flood Alert System; 2) a case-study on the use of probabilistic forecasts by operational forecasters from the hydroelectricity company EDF in France. These examples show that attention must be paid to initiatives that promote or reinforce the active participation of expert forecasters in the forecasting chain. The practice of face-to-face forecast briefings, focusing on sharing how forecasters interpret, describe and perceive the model output forecasted

  8. Neural Network Ensemble Based Approach for 2D-Interval Prediction of Solar Photovoltaic Power

    Directory of Open Access Journals (Sweden)

    Mashud Rana

    2016-10-01

    Full Text Available Solar energy generated from PhotoVoltaic (PV systems is one of the most promising types of renewable energy. However, it is highly variable as it depends on the solar irradiance and other meteorological factors. This variability creates difficulties for the large-scale integration of PV power in the electricity grid and requires accurate forecasting of the electricity generated by PV systems. In this paper we consider 2D-interval forecasts, where the goal is to predict summary statistics for the distribution of the PV power values in a future time interval. 2D-interval forecasts have been recently introduced, and they are more suitable than point forecasts for applications where the predicted variable has a high variability. We propose a method called NNE2D that combines variable selection based on mutual information and an ensemble of neural networks, to compute 2D-interval forecasts, where the two interval boundaries are expressed in terms of percentiles. NNE2D was evaluated for univariate prediction of Australian solar PV power data for two years. The results show that it is a promising method, outperforming persistence baselines and other methods used for comparison in terms of accuracy and coverage probability.

  9. Forecast Combinations

    OpenAIRE

    Timmermann, Allan G

    2005-01-01

    Forecast combinations have frequently been found in empirical studies to produce better forecasts on average than methods based on the ex-ante best individual forecasting model. Moreover, simple combinations that ignore correlations between forecast errors often dominate more refined combination schemes aimed at estimating the theoretically optimal combination weights. In this paper we analyse theoretically the factors that determine the advantages from combining forecasts (for example, the d...

  10. Forecast combinations

    OpenAIRE

    Aiolfi, Marco; Capistrán, Carlos; Timmermann, Allan

    2010-01-01

    We consider combinations of subjective survey forecasts and model-based forecasts from linear and non-linear univariate specifications as well as multivariate factor-augmented models. Empirical results suggest that a simple equal-weighted average of survey forecasts outperform the best model-based forecasts for a majority of macroeconomic variables and forecast horizons. Additional improvements can in some cases be gained by using a simple equal-weighted average of survey and model-based fore...

  11. Improved ensemble-mean forecast skills of ENSO events by a zero-mean stochastic model-error model of an intermediate coupled model

    Science.gov (United States)

    Zheng, F.; Zhu, J.

    2015-12-01

    To perform an ensemble-based ENSO probabilistic forecast, the crucial issue is to design a reliable ensemble prediction strategy that should include the major uncertainties of a forecast system. In this study, we developed a new general ensemble perturbation technique to improve the ensemble-mean predictive skill of forecasting ENSO using an intermediate coupled model (ICM). The model uncertainties are first estimated and analyzed from EnKF analysis results through assimilating observed SST. Then, based on the pre-analyzed properties of the model errors, a zero-mean stochastic model-error model is developed to mainly represent the model uncertainties induced by some important physical processes missed in the coupled model (i.e., stochastic atmospheric forcing/MJO, extra-tropical cooling and warming, Indian Ocean Dipole mode, etc.). Each member of an ensemble forecast is perturbed by the stochastic model-error model at each step during the 12-month forecast process, and the stochastical perturbations are added into the modeled physical fields to mimic the presence of these high-frequency stochastic noises and model biases and their effect on the predictability of the coupled system. The impacts of stochastic model-error perturbations on ENSO deterministic predictions are examined by performing two sets of 21-yr retrospective forecast experiments. The two forecast schemes are differentiated by whether they considered the model stochastic perturbations, with both initialized by the ensemble-mean analysis states from EnKF. The comparison results suggest that the stochastic model-error perturbations have significant and positive impacts on improving the ensemble-mean prediction skills during the entire 12-month forecast process. Because the nonlinear feature of the coupled model can induce the nonlinear growth of the added stochastic model errors with model integration, especially through the nonlinear heating mechanism with the vertical advection term of the model, the

  12. Probabilistic Unawareness

    Directory of Open Access Journals (Sweden)

    Mikaël Cozic

    2016-11-01

    Full Text Available The modeling of awareness and unawareness is a significant topic in the doxastic logic literature, where it is usually tackled in terms of full belief operators. The present paper aims at a treatment in terms of partial belief operators. It draws upon the modal probabilistic logic that was introduced by Aumann (1999 at the semantic level, and then axiomatized by Heifetz and Mongin (2001. The paper embodies in this framework those properties of unawareness that have been highlighted in the seminal paper by Modica and Rustichini (1999. Their paper deals with full belief, but we argue that the properties in question also apply to partial belief. Our main result is a (soundness and completeness theorem that reunites the two strands—modal and probabilistic—of doxastic logic.

  13. Prediction of drug synergy in cancer using ensemble-based machine learning techniques

    Science.gov (United States)

    Singh, Harpreet; Rana, Prashant Singh; Singh, Urvinder

    2018-04-01

    Drug synergy prediction plays a significant role in the medical field for inhibiting specific cancer agents. It can be developed as a pre-processing tool for therapeutic successes. Examination of different drug-drug interaction can be done by drug synergy score. It needs efficient regression-based machine learning approaches to minimize the prediction errors. Numerous machine learning techniques such as neural networks, support vector machines, random forests, LASSO, Elastic Nets, etc., have been used in the past to realize requirement as mentioned above. However, these techniques individually do not provide significant accuracy in drug synergy score. Therefore, the primary objective of this paper is to design a neuro-fuzzy-based ensembling approach. To achieve this, nine well-known machine learning techniques have been implemented by considering the drug synergy data. Based on the accuracy of each model, four techniques with high accuracy are selected to develop ensemble-based machine learning model. These models are Random forest, Fuzzy Rules Using Genetic Cooperative-Competitive Learning method (GFS.GCCL), Adaptive-Network-Based Fuzzy Inference System (ANFIS) and Dynamic Evolving Neural-Fuzzy Inference System method (DENFIS). Ensembling is achieved by evaluating the biased weighted aggregation (i.e. adding more weights to the model with a higher prediction score) of predicted data by selected models. The proposed and existing machine learning techniques have been evaluated on drug synergy score data. The comparative analysis reveals that the proposed method outperforms others in terms of accuracy, root mean square error and coefficient of correlation.

  14. How much are you prepared to PAY for a forecast?

    Science.gov (United States)

    Arnal, Louise; Coughlan, Erin; Ramos, Maria-Helena; Pappenberger, Florian; Wetterhall, Fredrik; Bachofen, Carina; van Andel, Schalk Jan

    2015-04-01

    Probabilistic hydro-meteorological forecasts are a crucial element of the decision-making chain in the field of flood prevention. The operational use of probabilistic forecasts is increasingly promoted through the development of new novel state-of-the-art forecast methods and numerical skill is continuously increasing. However, the value of such forecasts for flood early-warning systems is a topic of diverging opinions. Indeed, the word value, when applied to flood forecasting, is multifaceted. It refers, not only to the raw cost of acquiring and maintaining a probabilistic forecasting system (in terms of human and financial resources, data volume and computational time), but also and most importantly perhaps, to the use of such products. This game aims at investigating this point. It is a willingness to pay game, embedded in a risk-based decision-making experiment. Based on a ``Red Cross/Red Crescent, Climate Centre'' game, it is a contribution to the international Hydrologic Ensemble Prediction Experiment (HEPEX). A limited number of probabilistic forecasts will be auctioned to the participants; the price of these forecasts being market driven. All participants (irrespective of having bought or not a forecast set) will then be taken through a decision-making process to issue warnings for extreme rainfall. This game will promote discussions around the topic of the value of forecasts for decision-making in the field of flood prevention.

  15. Using forecast information for storm ride-through control

    DEFF Research Database (Denmark)

    Barahona Garzón, Braulio; Trombe, Pierre-Julien; Vincent, Claire Louise

    2013-01-01

    Using probabilistic forecast information in control algorithms can improve the performance of wind farms during periods of extreme winds. This work presents a wind farm supervisor control concept that uses probabilistic forecast information to ride-through a storm with softer ramps of power. Wind...... speed forecasts are generated with a statistical approach (i.e. time series models). The supervisor control is based on a set of logical rules that consider point forecasts and predictive densities to ramp-down the power of the wind farm before the storm hits. The potential of this supervisor control...

  16. Forecasting European Wildfires Today and in the Future

    Science.gov (United States)

    Navarro Abellan, Maria; Porras Alegre, Ignasi; María Sole, Josep; Gálvez, Pedro; Bielski, Conrad; Nurmi, Pertti

    2017-04-01

    Society as a whole is increasingly exposed and vulnerable to natural disasters due to extreme weather events exacerbated by climate change. The increased frequency of wildfires is not only a result of a changing climate, but wildfires themselves also produce a significant amount of greenhouse gases that, in-turn, further contribute to global warming. I-REACT (Improving Resilience to Emergencies through Advanced Cyber Technologies) is an innovation project funded by the European Commission , which aims to use social media, smartphones and wearables to improve natural disaster management by integrating existing services, both local and European, into a platform that supports the entire emergency management cycle. In order to assess the impact of climate change on wildfire hazards, METEOSIM designed two different System Processes (SP) that will be integrated into the I-REACT service that can provide information on a variety of time scales. SP1 - Climate Change Impact The climate change impact on climate variables related to fires is calculated by building an ensemble based on the Coupled Model Intercomparison Project Phase 5 (CMIP5) and CORDEX data. A validation and an Empirical-Statistical Downscaling (ESD) calibration are done to assess the changes in the past of the climatic variables related to wildfires (temperature, precipitation, wind, relative humidity and Fire Weather Index). Calculations in the trend and the frequency of extreme events of those variables are done for three time scales: near-term (2011-2040), mid-term (2041-2070) and long term (2071-2100). SP2 - Operational daily forecast of the Canadian Forest Fire Weather Index (FWI) Using ensemble data from the ECMWF and from the GLAMEPS (multi-model ensemble) models, both supplied by the Finnish Meteorological Institute (FMI), the Fire Weather Index (FWI) and its index components are produced for each ensemble member within a wide forecast time range, from a few hours up to 10 days resulting in a

  17. Bayesian flood forecasting methods: A review

    Science.gov (United States)

    Han, Shasha; Coulibaly, Paulin

    2017-08-01

    Over the past few decades, floods have been seen as one of the most common and largely distributed natural disasters in the world. If floods could be accurately forecasted in advance, then their negative impacts could be greatly minimized. It is widely recognized that quantification and reduction of uncertainty associated with the hydrologic forecast is of great importance for flood estimation and rational decision making. Bayesian forecasting system (BFS) offers an ideal theoretic framework for uncertainty quantification that can be developed for probabilistic flood forecasting via any deterministic hydrologic model. It provides suitable theoretical structure, empirically validated models and reasonable analytic-numerical computation method, and can be developed into various Bayesian forecasting approaches. This paper presents a comprehensive review on Bayesian forecasting approaches applied in flood forecasting from 1999 till now. The review starts with an overview of fundamentals of BFS and recent advances in BFS, followed with BFS application in river stage forecasting and real-time flood forecasting, then move to a critical analysis by evaluating advantages and limitations of Bayesian forecasting methods and other predictive uncertainty assessment approaches in flood forecasting, and finally discusses the future research direction in Bayesian flood forecasting. Results show that the Bayesian flood forecasting approach is an effective and advanced way for flood estimation, it considers all sources of uncertainties and produces a predictive distribution of the river stage, river discharge or runoff, thus gives more accurate and reliable flood forecasts. Some emerging Bayesian forecasting methods (e.g. ensemble Bayesian forecasting system, Bayesian multi-model combination) were shown to overcome limitations of single model or fixed model weight and effectively reduce predictive uncertainty. In recent years, various Bayesian flood forecasting approaches have been

  18. The new IEA Wind Task 36 on Wind Power Forecasting

    DEFF Research Database (Denmark)

    Giebel, Gregor; Cline, Joel; Frank, Helmut

    Wind power forecasts have been used operatively for over 20 years. Despite this fact, there are still several possibilities to improve the forecasts, both from the weather prediction side and from the usage of the forecasts. The new International Energy Agency (IEA) Task on Forecasting for Wind E...... forecasts, including probabilistic forecasts. This WP will also organise benchmarks, in cooperation with the IEA Task WakeBench. Thirdly, we will be engaging end users aiming at dissemination of the best practice in the usage of wind power predictions....

  19. Ensemble forecasting of species distributions.

    Science.gov (United States)

    Araújo, Miguel B; New, Mark

    2007-01-01

    Concern over implications of climate change for biodiversity has led to the use of bioclimatic models to forecast the range shifts of species under future climate-change scenarios. Recent studies have demonstrated that projections by alternative models can be so variable as to compromise their usefulness for guiding policy decisions. Here, we advocate the use of multiple models within an ensemble forecasting framework and describe alternative approaches to the analysis of bioclimatic ensembles, including bounding box, consensus and probabilistic techniques. We argue that, although improved accuracy can be delivered through the traditional tasks of trying to build better models with improved data, more robust forecasts can also be achieved if ensemble forecasts are produced and analysed appropriately.

  20. Forecasting Skill

    Science.gov (United States)

    1981-01-01

    for the third and fourth day precipitation forecasts. A marked improvement was shown for the consensus 24 hour precipitation forecast, and small... Zuckerberg (1980) found a small long term skill increase in forecasts of heavy snow events for nine eastern cities. Other National Weather Service...and maximum temperature) are each awarded marks 2, 1, or 0 according to whether the forecast is correct, 8 - *- -**■*- ———"—- - -■ t0m 1 MM—IB I

  1. Long-range forecasting of intermittent streamflow

    OpenAIRE

    F. F. van Ogtrop; R. W. Vervoort; G. Z. Heller; D. M. Stasinopoulos; R. A. Rigby

    2011-01-01

    Long-range forecasting of intermittent streamflow in semi-arid Australia poses a number of major challenges. One of the challenges relates to modelling zero, skewed, non-stationary, and non-linear data. To address this, a probabilistic statistical model to forecast streamflow 12 months ahead is applied to five semi-arid catchments in South Western Queensland. The model uses logistic regression through Generalised Additive Models for Location, Scale and Shape (GAMLSS) to determine the probabil...

  2. Exploring the interactions between forecast accuracy, risk perception and perceived forecast reliability in reservoir operator's decision to use forecast

    Science.gov (United States)

    Shafiee-Jood, M.; Cai, X.

    2017-12-01

    Advances in streamflow forecasts at different time scales offer a promise for proactive flood management and improved risk management. Despite the huge potential, previous studies have found that water resources managers are often not willing to incorporate streamflow forecasts information in decisions making, particularly in risky situations. While low accuracy of forecasts information is often cited as the main reason, some studies have found that implementation of streamflow forecasts sometimes is impeded by institutional obstacles and behavioral factors (e.g., risk perception). In fact, a seminal study by O'Connor et al. (2005) found that risk perception is the strongest determinant of forecast use while managers' perception about forecast reliability is not significant. In this study, we aim to address this issue again. However, instead of using survey data and regression analysis, we develop a theoretical framework to assess the user-perceived value of streamflow forecasts. The framework includes a novel behavioral component which incorporates both risk perception and perceived forecast reliability. The framework is then used in a hypothetical problem where reservoir operator should react to probabilistic flood forecasts with different reliabilities. The framework will allow us to explore the interactions among risk perception and perceived forecast reliability, and among the behavioral components and information accuracy. The findings will provide insights to improve the usability of flood forecasts information through better communication and education.

  3. Ensemble-based evaluation of extreme water levels for the eastern Baltic Sea

    Science.gov (United States)

    Eelsalu, Maris; Soomere, Tarmo

    2016-04-01

    The risks and damages associated with coastal flooding that are naturally associated with an increase in the magnitude of extreme storm surges are one of the largest concerns of countries with extensive low-lying nearshore areas. The relevant risks are even more contrast for semi-enclosed water bodies such as the Baltic Sea where subtidal (weekly-scale) variations in the water volume of the sea substantially contribute to the water level and lead to large spreading of projections of future extreme water levels. We explore the options for using large ensembles of projections to more reliably evaluate return periods of extreme water levels. Single projections of the ensemble are constructed by means of fitting several sets of block maxima with various extreme value distributions. The ensemble is based on two simulated data sets produced in the Swedish Meteorological and Hydrological Institute. A hindcast by the Rossby Centre Ocean model is sampled with a resolution of 6 h and a similar hindcast by the circulation model NEMO with a resolution of 1 h. As the annual maxima of water levels in the Baltic Sea are not always uncorrelated, we employ maxima for calendar years and for stormy seasons. As the shape parameter of the Generalised Extreme Value distribution changes its sign and substantially varies in magnitude along the eastern coast of the Baltic Sea, the use of a single distribution for the entire coast is inappropriate. The ensemble involves projections based on the Generalised Extreme Value, Gumbel and Weibull distributions. The parameters of these distributions are evaluated using three different ways: maximum likelihood method and method of moments based on both biased and unbiased estimates. The total number of projections in the ensemble is 40. As some of the resulting estimates contain limited additional information, the members of pairs of projections that are highly correlated are assigned weights 0.6. A comparison of the ensemble-based projection of

  4. Day-Ahead Probabilistic Model for Scheduling the Operation of a Wind Pumped-Storage Hybrid Power Station: Overcoming Forecasting Errors to Ensure Reliability of Supply to the Grid

    Directory of Open Access Journals (Sweden)

    Jakub Jurasz

    2018-06-01

    Full Text Available Variable renewable energy sources (VRES, such as solarphotovoltaic (PV and wind turbines (WT, are starting to play a significant role in several energy systems around the globe. To overcome the problem of their non-dispatchable and stochastic nature, several approaches have been proposed so far. This paper describes a novel mathematical model for scheduling the operation of a wind-powered pumped-storage hydroelectricity (PSH hybrid for 25 to 48 h ahead. The model is based on mathematical programming and wind speed forecasts for the next 1 to 24 h, along with predicted upper reservoir occupancy for the 24th hour ahead. The results indicate that by coupling a 2-MW conventional wind turbine with a PSH of energy storing capacity equal to 54 MWh it is possible to significantly reduce the intraday energy generation coefficient of variation from 31% for pure wind turbine to 1.15% for a wind-powered PSH The scheduling errors calculated based on mean absolute percentage error (MAPE are significantly smaller for such a coupling than those seen for wind generation forecasts, at 2.39% and 27%, respectively. This is even stronger emphasized by the fact that, those for wind generation were calculated for forecasts made for the next 1 to 24 h, while those for scheduled generation were calculated for forecasts made for the next 25 to 48 h. The results clearly show that the proposed scheduling approach ensures the high reliability of the WT–PSH energy source.

  5. Probabilistic metric spaces

    CERN Document Server

    Schweizer, B

    2005-01-01

    Topics include special classes of probabilistic metric spaces, topologies, and several related structures, such as probabilistic normed and inner-product spaces. 1983 edition, updated with 3 new appendixes. Includes 17 illustrations.

  6. A new strategy for snow-cover mapping using remote sensing data and ensemble based systems techniques

    Science.gov (United States)

    Roberge, S.; Chokmani, K.; De Sève, D.

    2012-04-01

    The snow cover plays an important role in the hydrological cycle of Quebec (Eastern Canada). Consequently, evaluating its spatial extent interests the authorities responsible for the management of water resources, especially hydropower companies. The main objective of this study is the development of a snow-cover mapping strategy using remote sensing data and ensemble based systems techniques. Planned to be tested in a near real-time operational mode, this snow-cover mapping strategy has the advantage to provide the probability of a pixel to be snow covered and its uncertainty. Ensemble systems are made of two key components. First, a method is needed to build an ensemble of classifiers that is diverse as much as possible. Second, an approach is required to combine the outputs of individual classifiers that make up the ensemble in such a way that correct decisions are amplified, and incorrect ones are cancelled out. In this study, we demonstrate the potential of ensemble systems to snow-cover mapping using remote sensing data. The chosen classifier is a sequential thresholds algorithm using NOAA-AVHRR data adapted to conditions over Eastern Canada. Its special feature is the use of a combination of six sequential thresholds varying according to the day in the winter season. Two versions of the snow-cover mapping algorithm have been developed: one is specific for autumn (from October 1st to December 31st) and the other for spring (from March 16th to May 31st). In order to build the ensemble based system, different versions of the algorithm are created by varying randomly its parameters. One hundred of the versions are included in the ensemble. The probability of a pixel to be snow, no-snow or cloud covered corresponds to the amount of votes the pixel has been classified as such by all classifiers. The overall performance of ensemble based mapping is compared to the overall performance of the chosen classifier, and also with ground observations at meteorological

  7. An empirical study of ensemble-based semi-supervised learning approaches for imbalanced splice site datasets.

    Science.gov (United States)

    Stanescu, Ana; Caragea, Doina

    2015-01-01

    Recent biochemical advances have led to inexpensive, time-efficient production of massive volumes of raw genomic data. Traditional machine learning approaches to genome annotation typically rely on large amounts of labeled data. The process of labeling data can be expensive, as it requires domain knowledge and expert involvement. Semi-supervised learning approaches that can make use of unlabeled data, in addition to small amounts of labeled data, can help reduce the costs associated with labeling. In this context, we focus on the problem of predicting splice sites in a genome using semi-supervised learning approaches. This is a challenging problem, due to the highly imbalanced distribution of the data, i.e., small number of splice sites as compared to the number of non-splice sites. To address this challenge, we propose to use ensembles of semi-supervised classifiers, specifically self-training and co-training classifiers. Our experiments on five highly imbalanced splice site datasets, with positive to negative ratios of 1-to-99, showed that the ensemble-based semi-supervised approaches represent a good choice, even when the amount of labeled data consists of less than 1% of all training data. In particular, we found that ensembles of co-training and self-training classifiers that dynamically balance the set of labeled instances during the semi-supervised iterations show improvements over the corresponding supervised ensemble baselines. In the presence of limited amounts of labeled data, ensemble-based semi-supervised approaches can successfully leverage the unlabeled data to enhance supervised ensembles learned from highly imbalanced data distributions. Given that such distributions are common for many biological sequence classification problems, our work can be seen as a stepping stone towards more sophisticated ensemble-based approaches to biological sequence annotation in a semi-supervised framework.

  8. Load forecasting

    International Nuclear Information System (INIS)

    Mak, H.

    1995-01-01

    Slides used in a presentation at The Power of Change Conference in Vancouver, BC in April 1995 about the changing needs for load forecasting were presented. Technological innovations and population increase were said to be the prime driving forces behind the changing needs in load forecasting. Structural changes, market place changes, electricity supply planning changes, and changes in planning objectives were other factors discussed. It was concluded that load forecasting was a form of information gathering, that provided important market intelligence

  9. Verification of Space Weather Forecasts using Terrestrial Weather Approaches

    Science.gov (United States)

    Henley, E.; Murray, S.; Pope, E.; Stephenson, D.; Sharpe, M.; Bingham, S.; Jackson, D.

    2015-12-01

    The Met Office Space Weather Operations Centre (MOSWOC) provides a range of 24/7 operational space weather forecasts, alerts, and warnings, which provide valuable information on space weather that can degrade electricity grids, radio communications, and satellite electronics. Forecasts issued include arrival times of coronal mass ejections (CMEs), and probabilistic forecasts for flares, geomagnetic storm indices, and energetic particle fluxes and fluences. These forecasts are produced twice daily using a combination of output from models such as Enlil, near-real-time observations, and forecaster experience. Verification of forecasts is crucial for users, researchers, and forecasters to understand the strengths and limitations of forecasters, and to assess forecaster added value. To this end, the Met Office (in collaboration with Exeter University) has been adapting verification techniques from terrestrial weather, and has been working closely with the International Space Environment Service (ISES) to standardise verification procedures. We will present the results of part of this work, analysing forecast and observed CME arrival times, assessing skill using 2x2 contingency tables. These MOSWOC forecasts can be objectively compared to those produced by the NASA Community Coordinated Modelling Center - a useful benchmark. This approach cannot be taken for the other forecasts, as they are probabilistic and categorical (e.g., geomagnetic storm forecasts give probabilities of exceeding levels from minor to extreme). We will present appropriate verification techniques being developed to address these forecasts, such as rank probability skill score, and comparing forecasts against climatology and persistence benchmarks. As part of this, we will outline the use of discrete time Markov chains to assess and improve the performance of our geomagnetic storm forecasts. We will also discuss work to adapt a terrestrial verification visualisation system to space weather, to help

  10. An Integrated Scenario Ensemble-Based Framework for Hurricane Evacuation Modeling: Part 1-Decision Support System.

    Science.gov (United States)

    Davidson, Rachel A; Nozick, Linda K; Wachtendorf, Tricia; Blanton, Brian; Colle, Brian; Kolar, Randall L; DeYoung, Sarah; Dresback, Kendra M; Yi, Wenqi; Yang, Kun; Leonardo, Nicholas

    2018-03-30

    This article introduces a new integrated scenario-based evacuation (ISE) framework to support hurricane evacuation decision making. It explicitly captures the dynamics, uncertainty, and human-natural system interactions that are fundamental to the challenge of hurricane evacuation, but have not been fully captured in previous formal evacuation models. The hazard is represented with an ensemble of probabilistic scenarios, population behavior with a dynamic decision model, and traffic with a dynamic user equilibrium model. The components are integrated in a multistage stochastic programming model that minimizes risk and travel times to provide a tree of evacuation order recommendations and an evaluation of the risk and travel time performance for that solution. The ISE framework recommendations offer an advance in the state of the art because they: (1) are based on an integrated hazard assessment (designed to ultimately include inland flooding), (2) explicitly balance the sometimes competing objectives of minimizing risk and minimizing travel time, (3) offer a well-hedged solution that is robust under the range of ways the hurricane might evolve, and (4) leverage the substantial value of increasing information (or decreasing degree of uncertainty) over the course of a hurricane event. A case study for Hurricane Isabel (2003) in eastern North Carolina is presented to demonstrate how the framework is applied, the type of results it can provide, and how it compares to available methods of a single scenario deterministic analysis and a two-stage stochastic program. © 2018 Society for Risk Analysis.

  11. Estimating Uncertainty of Point-Cloud Based Single-Tree Segmentation with Ensemble Based Filtering

    Directory of Open Access Journals (Sweden)

    Matthew Parkan

    2018-02-01

    Full Text Available Individual tree crown segmentation from Airborne Laser Scanning data is a nodal problem in forest remote sensing. Focusing on single layered spruce and fir dominated coniferous forests, this article addresses the problem of directly estimating 3D segment shape uncertainty (i.e., without field/reference surveys, using a probabilistic approach. First, a coarse segmentation (marker controlled watershed is applied. Then, the 3D alpha hull and several descriptors are computed for each segment. Based on these descriptors, the alpha hulls are grouped to form ensembles (i.e., groups of similar tree shapes. By examining how frequently regions of a shape occur within an ensemble, it is possible to assign a shape probability to each point within a segment. The shape probability can subsequently be thresholded to obtain improved (filtered tree segments. Results indicate this approach can be used to produce segmentation reliability maps. A comparison to manually segmented tree crowns also indicates that the approach is able to produce more reliable tree shapes than the initial (unfiltered segmentation.

  12. Simulation of regional day-ahead PV power forecast scenarios

    DEFF Research Database (Denmark)

    Nuno, Edgar; Koivisto, Matti Juhani; Cutululis, Nicolaos Antonio

    2017-01-01

    Uncertainty associated with Photovoltaic (PV) generation can have a significant impact on real-time planning and operation of power systems. This obstacle is commonly handled using multiple forecast realizations, obtained using for example forecast ensembles and/or probabilistic forecasts, often...... at the expense of a high computational burden. Alternatively, some power system applications may require realistic forecasts rather than actual estimates; able to capture the uncertainty of weatherdriven generation. To this end, we propose a novel methodology to generate day-ahead forecast scenarios of regional...... PV production matching the spatio-temporal characteristics while preserving the statistical properties of actual records....

  13. Downscaling of GCM forecasts to streamflow over Scandinavia

    DEFF Research Database (Denmark)

    Nilsson, P.; Uvo, C.B.; Landman, W.A.

    2008-01-01

    flows. The technique includes model output statistics (MOS) based on a non-linear Neural Network (NN) approach. Results show that streamflow forecasts from Global Circulation Model (GCM) predictions, for the Scandinavia region are viable and highest skill values were found for basins located in south......A seasonal forecasting technique to produce probabilistic and deterministic streamflow forecasts for 23 basins in Norway and northern Sweden is developed in this work. Large scale circulation and moisture fields, forecasted by the ECHAM4.5 model 4 months in advance, are used to forecast spring...

  14. The accountability imperative for quantifying the uncertainty of emission forecasts: evidence from Mexico

    DEFF Research Database (Denmark)

    Puig, Daniel; Morales-Nápoles, Oswaldo; Bakhtiari, Fatemeh

    2017-01-01

    forecasting approaches can reflect prevailing uncertainties. We apply a transparent and replicable method to quantify the uncertainty associated with projections of gross domestic product growth rates for Mexico, a key driver of GHG emissions in the country. We use those projections to produce probabilistic...... forecasts of GHG emissions for Mexico. We contrast our probabilistic forecasts with Mexico’s governmental deterministic forecasts. We show that, because they fail to reflect such key uncertainty, deterministic forecasts are ill-suited for use in target-setting processes. We argue that (i) guidelines should...... be agreed upon, to ensure that governmental forecasts meet certain minimum transparency and quality standards, and (ii) governments should be held accountable for the appropriateness of the forecasting approach applied to prepare governmental forecasts, especially when those forecasts are used to derive...

  15. Probing magma reservoirs to improve volcano forecasts

    Science.gov (United States)

    Lowenstern, Jacob B.; Sisson, Thomas W.; Hurwitz, Shaul

    2017-01-01

    When it comes to forecasting eruptions, volcano observatories rely mostly on real-time signals from earthquakes, ground deformation, and gas discharge, combined with probabilistic assessments based on past behavior [Sparks and Cashman, 2017]. There is comparatively less reliance on geophysical and petrological understanding of subsurface magma reservoirs.

  16. Ensemble forecasting using sequential aggregation for photovoltaic power applications

    International Nuclear Information System (INIS)

    Thorey, Jean

    2017-01-01

    Our main objective is to improve the quality of photovoltaic power forecasts deriving from weather forecasts. Such forecasts are imperfect due to meteorological uncertainties and statistical modeling inaccuracies in the conversion of weather forecasts to power forecasts. First we gather several weather forecasts, secondly we generate multiple photovoltaic power forecasts, and finally we build linear combinations of the power forecasts. The minimization of the Continuous Ranked Probability Score (CRPS) allows to statistically calibrate the combination of these forecasts, and provides probabilistic forecasts under the form of a weighted empirical distribution function. We investigate the CRPS bias in this context and several properties of scoring rules which can be seen as a sum of quantile-weighted losses or a sum of threshold-weighted losses. The minimization procedure is achieved with online learning techniques. Such techniques come with theoretical guarantees of robustness on the predictive power of the combination of the forecasts. Essentially no assumptions are needed for the theoretical guarantees to hold. The proposed methods are applied to the forecast of solar radiation using satellite data, and the forecast of photovoltaic power based on high-resolution weather forecasts and standard ensembles of forecasts. (author) [fr

  17. Learning Probabilistic Logic Models from Probabilistic Examples.

    Science.gov (United States)

    Chen, Jianzhong; Muggleton, Stephen; Santos, José

    2008-10-01

    We revisit an application developed originally using abductive Inductive Logic Programming (ILP) for modeling inhibition in metabolic networks. The example data was derived from studies of the effects of toxins on rats using Nuclear Magnetic Resonance (NMR) time-trace analysis of their biofluids together with background knowledge representing a subset of the Kyoto Encyclopedia of Genes and Genomes (KEGG). We now apply two Probabilistic ILP (PILP) approaches - abductive Stochastic Logic Programs (SLPs) and PRogramming In Statistical modeling (PRISM) to the application. Both approaches support abductive learning and probability predictions. Abductive SLPs are a PILP framework that provides possible worlds semantics to SLPs through abduction. Instead of learning logic models from non-probabilistic examples as done in ILP, the PILP approach applied in this paper is based on a general technique for introducing probability labels within a standard scientific experimental setting involving control and treated data. Our results demonstrate that the PILP approach provides a way of learning probabilistic logic models from probabilistic examples, and the PILP models learned from probabilistic examples lead to a significant decrease in error accompanied by improved insight from the learned results compared with the PILP models learned from non-probabilistic examples.

  18. Probabilistic Logical Characterization

    DEFF Research Database (Denmark)

    Hermanns, Holger; Parma, Augusto; Segala, Roberto

    2011-01-01

    Probabilistic automata exhibit both probabilistic and non-deterministic choice. They are therefore a powerful semantic foundation for modeling concurrent systems with random phenomena arising in many applications ranging from artificial intelligence, security, systems biology to performance...... modeling. Several variations of bisimulation and simulation relations have proved to be useful as means to abstract and compare different automata. This paper develops a taxonomy of logical characterizations of these relations on image-finite and image-infinite probabilistic automata....

  19. Determining reserve requirements in DK1 area of Nord Pool using a probabilistic approach

    DEFF Research Database (Denmark)

    Saez Gallego, Javier; Morales González, Juan Miguel; Madsen, Henrik

    2014-01-01

    a probabilistic framework where the reserve requirements are computed based on scenarios of wind power forecast error, load forecast errors and power plant outages. Our approach is first motivated by the increasing wind power penetration in power systems worldwide as well as the current market design of the DK1...... System Operator). © 2014 Elsevier Ltd. All rights reserved....

  20. Towards Data-Driven Simulations of Wildfire Spread using Ensemble-based Data Assimilation

    Science.gov (United States)

    Rochoux, M. C.; Bart, J.; Ricci, S. M.; Cuenot, B.; Trouvé, A.; Duchaine, F.; Morel, T.

    2012-12-01

    Real-time predictions of a propagating wildfire remain a challenging task because the problem involves both multi-physics and multi-scales. The propagation speed of wildfires, also called the rate of spread (ROS), is indeed determined by complex interactions between pyrolysis, combustion and flow dynamics, atmospheric dynamics occurring at vegetation, topographical and meteorological scales. Current operational fire spread models are mainly based on a semi-empirical parameterization of the ROS in terms of vegetation, topographical and meteorological properties. For the fire spread simulation to be predictive and compatible with operational applications, the uncertainty on the ROS model should be reduced. As recent progress made in remote sensing technology provides new ways to monitor the fire front position, a promising approach to overcome the difficulties found in wildfire spread simulations is to integrate fire modeling and fire sensing technologies using data assimilation (DA). For this purpose we have developed a prototype data-driven wildfire spread simulator in order to provide optimal estimates of poorly known model parameters [*]. The data-driven simulation capability is adapted for more realistic wildfire spread : it considers a regional-scale fire spread model that is informed by observations of the fire front location. An Ensemble Kalman Filter algorithm (EnKF) based on a parallel computing platform (OpenPALM) was implemented in order to perform a multi-parameter sequential estimation where wind magnitude and direction are in addition to vegetation properties (see attached figure). The EnKF algorithm shows its good ability to track a small-scale grassland fire experiment and ensures a good accounting for the sensitivity of the simulation outcomes to the control parameters. As a conclusion, it was shown that data assimilation is a promising approach to more accurately forecast time-varying wildfire spread conditions as new airborne-like observations of

  1. Exposure Forecaster

    Data.gov (United States)

    U.S. Environmental Protection Agency — The Exposure Forecaster Database (ExpoCastDB) is EPA's database for aggregating chemical exposure information and can be used to help with chemical exposure...

  2. Strategic Forecasting

    DEFF Research Database (Denmark)

    Duus, Henrik Johannsen

    2016-01-01

    Purpose: The purpose of this article is to present an overview of the area of strategic forecasting and its research directions and to put forward some ideas for improving management decisions. Design/methodology/approach: This article is conceptual but also informed by the author’s long contact...... and collaboration with various business firms. It starts by presenting an overview of the area and argues that the area is as much a way of thinking as a toolbox of theories and methodologies. It then spells out a number of research directions and ideas for management. Findings: Strategic forecasting is seen...... as a rebirth of long range planning, albeit with new methods and theories. Firms should make the building of strategic forecasting capability a priority. Research limitations/implications: The article subdivides strategic forecasting into three research avenues and suggests avenues for further research efforts...

  3. Empirical seasonal forecasts of the NAO

    Science.gov (United States)

    Sanchezgomez, E.; Ortizbevia, M.

    2003-04-01

    We present here seasonal forecasts of the North Atlantic Oscillation (NAO) issued from ocean predictors with an empirical procedure. The Singular Values Decomposition (SVD) of the cross-correlation matrix between predictor and predictand fields at the lag used for the forecast lead is at the core of the empirical model. The main predictor field are sea surface temperature anomalies, although sea ice cover anomalies are also used. Forecasts are issued in probabilistic form. The model is an improvement over a previous version (1), where Sea Level Pressure Anomalies were first forecast, and the NAO Index built from this forecast field. Both correlation skill between forecast and observed field, and number of forecasts that hit the correct NAO sign, are used to assess the forecast performance , usually above those values found in the case of forecasts issued assuming persistence. For certain seasons and/or leads, values of the skill are above the .7 usefulness treshold. References (1) SanchezGomez, E. and Ortiz Bevia M., 2002, Estimacion de la evolucion pluviometrica de la Espana Seca atendiendo a diversos pronosticos empiricos de la NAO, in 'El Agua y el Clima', Publicaciones de la AEC, Serie A, N 3, pp 63-73, Palma de Mallorca, Spain

  4. Duplicate Detection in Probabilistic Data

    NARCIS (Netherlands)

    Panse, Fabian; van Keulen, Maurice; de Keijzer, Ander; Ritter, Norbert

    2009-01-01

    Collected data often contains uncertainties. Probabilistic databases have been proposed to manage uncertain data. To combine data from multiple autonomous probabilistic databases, an integration of probabilistic data has to be performed. Until now, however, data integration approaches have focused

  5. Monthly forecasting of agricultural pests in Switzerland

    Science.gov (United States)

    Hirschi, M.; Dubrovsky, M.; Spirig, C.; Samietz, J.; Calanca, P.; Weigel, A. P.; Fischer, A. M.; Rotach, M. W.

    2012-04-01

    Given the repercussions of pests and diseases on agricultural production, detailed forecasting tools have been developed to simulate the degree of infestation depending on actual weather conditions. The life cycle of pests is most successfully predicted if the micro-climate of the immediate environment (habitat) of the causative organisms can be simulated. Sub-seasonal pest forecasts therefore require weather information for the relevant habitats and the appropriate time scale. The pest forecasting system SOPRA (www.sopra.info) currently in operation in Switzerland relies on such detailed weather information, using hourly weather observations up to the day the forecast is issued, but only a climatology for the forecasting period. Here, we aim at improving the skill of SOPRA forecasts by transforming the weekly information provided by ECMWF monthly forecasts (MOFCs) into hourly weather series as required for the prediction of upcoming life phases of the codling moth, the major insect pest in apple orchards worldwide. Due to the probabilistic nature of operational monthly forecasts and the limited spatial and temporal resolution, their information needs to be post-processed for use in a pest model. In this study, we developed a statistical downscaling approach for MOFCs that includes the following steps: (i) application of a stochastic weather generator to generate a large pool of daily weather series consistent with the climate at a specific location, (ii) a subsequent re-sampling of weather series from this pool to optimally represent the evolution of the weekly MOFC anomalies, and (iii) a final extension to hourly weather series suitable for the pest forecasting model. Results show a clear improvement in the forecast skill of occurrences of upcoming codling moth life phases when incorporating MOFCs as compared to the operational pest forecasting system. This is true both in terms of root mean squared errors and of the continuous rank probability scores of the

  6. Forecasting metal prices: Do forecasters herd?

    DEFF Research Database (Denmark)

    Pierdzioch, C.; Rulke, J. C.; Stadtmann, G.

    2013-01-01

    We analyze more than 20,000 forecasts of nine metal prices at four different forecast horizons. We document that forecasts are heterogeneous and report that anti-herding appears to be a source of this heterogeneity. Forecaster anti-herding reflects strategic interactions among forecasters...

  7. Probabilistic empirical prediction of seasonal climate: evaluation and potential applications

    Science.gov (United States)

    Dieppois, B.; Eden, J.; van Oldenborgh, G. J.

    2017-12-01

    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 new evaluation of an established empirical system used to predict seasonal climate across the globe. Forecasts for surface air temperature, precipitation and sea level pressure are produced by the KNMI Probabilistic Empirical Prediction (K-PREP) system every month and disseminated via the KNMI Climate Explorer (climexp.knmi.nl). K-PREP is based on multiple linear regression and built on physical principles to the fullest extent with predictive information taken from the global CO2-equivalent concentration, large-scale modes of variability in the climate system and regional-scale information. K-PREP seasonal forecasts for the period 1981-2016 will be compared with corresponding dynamically generated forecasts produced by operational forecast systems. While there are many regions of the world where empirical forecast skill is extremely limited, several areas are identified where K-PREP offers comparable skill to dynamical systems. We discuss two key points in the future development and application of the K-PREP system: (a) the potential for K-PREP to provide a more useful basis for reference forecasts than those based on persistence or climatology, and (b) the added value of including K-PREP forecast information in multi-model forecast products, at least for known regions of good skill. We also discuss the potential development of

  8. EU pharmaceutical expenditure forecast.

    Science.gov (United States)

    Urbinati, Duccio; Rémuzat, Cécile; Kornfeld, Åsa; Vataire, Anne-Lise; Cetinsoy, Laurent; Aballéa, Samuel; Mzoughi, Olfa; Toumi, Mondher

    2014-01-01

    With constant incentives for healthcare payers to contain their pharmaceutical budgets, forecasting has become critically important. Some countries have, for instance, developed pharmaceutical horizon scanning units. The objective of this project was to build a model to assess the net effect of the entrance of new patented medicinal products versus medicinal products going off-patent, with a defined forecast horizon, on selected European Union (EU) Member States' pharmaceutical budgets. This model took into account population ageing, as well as current and future country-specific pricing, reimbursement, and market access policies (the project was performed for the European Commission; see http://ec.europa.eu/health/healthcare/key_documents/index_en.htm). In order to have a representative heterogeneity of EU Member States, the following countries were selected for the analysis: France, Germany, Greece, Hungary, Poland, Portugal, and the United Kingdom. A forecasting period of 5 years (2012-2016) was chosen to assess the net pharmaceutical budget impact. A model for generics and biosimilars was developed for each country. The model estimated a separate and combined effect of the direct and indirect impacts of the patent cliff. A second model, estimating the sales development and the risk of development failure, was developed for new drugs. New drugs were reviewed individually to assess their clinical potential and translate it into commercial potential. The forecast was carried out according to three perspectives (healthcare public payer, society, and manufacturer), and several types of distribution chains (retail, hospital, and combined retail and hospital). Probabilistic and deterministic sensitivity analyses were carried out. According to the model, all countries experienced drug budget reductions except Poland (+€41 million). Savings were expected to be the highest in the United Kingdom (-€9,367 million), France (-€5,589 million), and, far behind them

  9. Ensemble-based assimilation of fractional snow-covered area satellite retrievals to estimate the snow distribution at Arctic sites

    Science.gov (United States)

    Aalstad, Kristoffer; Westermann, Sebastian; Vikhamar Schuler, Thomas; Boike, Julia; Bertino, Laurent

    2018-01-01

    With its high albedo, low thermal conductivity and large water storing capacity, snow strongly modulates the surface energy and water balance, which makes it a critical factor in mid- to high-latitude and mountain environments. However, estimating the snow water equivalent (SWE) is challenging in remote-sensing applications already at medium spatial resolutions of 1 km. We present an ensemble-based data assimilation framework that estimates the peak subgrid SWE distribution (SSD) at the 1 km scale by assimilating fractional snow-covered area (fSCA) satellite retrievals in a simple snow model forced by downscaled reanalysis data. The basic idea is to relate the timing of the snow cover depletion (accessible from satellite products) to the peak SSD. Peak subgrid SWE is assumed to be lognormally distributed, which can be translated to a modeled time series of fSCA through the snow model. Assimilation of satellite-derived fSCA facilitates the estimation of the peak SSD, while taking into account uncertainties in both the model and the assimilated data sets. As an extension to previous studies, our method makes use of the novel (to snow data assimilation) ensemble smoother with multiple data assimilation (ES-MDA) scheme combined with analytical Gaussian anamorphosis to assimilate time series of Moderate Resolution Imaging Spectroradiometer (MODIS) and Sentinel-2 fSCA retrievals. The scheme is applied to Arctic sites near Ny-Ålesund (79° N, Svalbard, Norway) where field measurements of fSCA and SWE distributions are available. The method is able to successfully recover accurate estimates of peak SSD on most of the occasions considered. Through the ES-MDA assimilation, the root-mean-square error (RMSE) for the fSCA, peak mean SWE and peak subgrid coefficient of variation is improved by around 75, 60 and 20 %, respectively, when compared to the prior, yielding RMSEs of 0.01, 0.09 m water equivalent (w.e.) and 0.13, respectively. The ES-MDA either outperforms or at least

  10. Ensemble-based assimilation of fractional snow-covered area satellite retrievals to estimate the snow distribution at Arctic sites

    Directory of Open Access Journals (Sweden)

    K. Aalstad

    2018-01-01

    Full Text Available With its high albedo, low thermal conductivity and large water storing capacity, snow strongly modulates the surface energy and water balance, which makes it a critical factor in mid- to high-latitude and mountain environments. However, estimating the snow water equivalent (SWE is challenging in remote-sensing applications already at medium spatial resolutions of 1 km. We present an ensemble-based data assimilation framework that estimates the peak subgrid SWE distribution (SSD at the 1 km scale by assimilating fractional snow-covered area (fSCA satellite retrievals in a simple snow model forced by downscaled reanalysis data. The basic idea is to relate the timing of the snow cover depletion (accessible from satellite products to the peak SSD. Peak subgrid SWE is assumed to be lognormally distributed, which can be translated to a modeled time series of fSCA through the snow model. Assimilation of satellite-derived fSCA facilitates the estimation of the peak SSD, while taking into account uncertainties in both the model and the assimilated data sets. As an extension to previous studies, our method makes use of the novel (to snow data assimilation ensemble smoother with multiple data assimilation (ES-MDA scheme combined with analytical Gaussian anamorphosis to assimilate time series of Moderate Resolution Imaging Spectroradiometer (MODIS and Sentinel-2 fSCA retrievals. The scheme is applied to Arctic sites near Ny-Ålesund (79° N, Svalbard, Norway where field measurements of fSCA and SWE distributions are available. The method is able to successfully recover accurate estimates of peak SSD on most of the occasions considered. Through the ES-MDA assimilation, the root-mean-square error (RMSE for the fSCA, peak mean SWE and peak subgrid coefficient of variation is improved by around 75, 60 and 20 %, respectively, when compared to the prior, yielding RMSEs of 0.01, 0.09 m water equivalent (w.e. and 0.13, respectively. The ES-MDA either

  11. Forecasting Uncertainty in Electricity Smart Meter Data by Boosting Additive Quantile Regression

    KAUST Repository

    Taieb, Souhaib Ben; Huser, Raphaë l; Hyndman, Rob J.; Genton, Marc G.

    2016-01-01

    volatile and less predictable. There is a need within the energy industry for probabilistic forecasts of household electricity consumption to quantify the uncertainty of future electricity demand in order to undertake appropriate planning of generation

  12. Probabilistic Structural Analysis Program

    Science.gov (United States)

    Pai, Shantaram S.; Chamis, Christos C.; Murthy, Pappu L. N.; Stefko, George L.; Riha, David S.; Thacker, Ben H.; Nagpal, Vinod K.; Mital, Subodh K.

    2010-01-01

    NASA/NESSUS 6.2c is a general-purpose, probabilistic analysis program that computes probability of failure and probabilistic sensitivity measures of engineered systems. Because NASA/NESSUS uses highly computationally efficient and accurate analysis techniques, probabilistic solutions can be obtained even for extremely large and complex models. Once the probabilistic response is quantified, the results can be used to support risk-informed decisions regarding reliability for safety-critical and one-of-a-kind systems, as well as for maintaining a level of quality while reducing manufacturing costs for larger-quantity products. NASA/NESSUS has been successfully applied to a diverse range of problems in aerospace, gas turbine engines, biomechanics, pipelines, defense, weaponry, and infrastructure. This program combines state-of-the-art probabilistic algorithms with general-purpose structural analysis and lifting methods to compute the probabilistic response and reliability of engineered structures. Uncertainties in load, material properties, geometry, boundary conditions, and initial conditions can be simulated. The structural analysis methods include non-linear finite-element methods, heat-transfer analysis, polymer/ceramic matrix composite analysis, monolithic (conventional metallic) materials life-prediction methodologies, boundary element methods, and user-written subroutines. Several probabilistic algorithms are available such as the advanced mean value method and the adaptive importance sampling method. NASA/NESSUS 6.2c is structured in a modular format with 15 elements.

  13. An empirical system for probabilistic seasonal climate prediction

    Science.gov (United States)

    Eden, Jonathan; van Oldenborgh, Geert Jan; Hawkins, Ed; Suckling, Emma

    2016-04-01

    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.

  14. A global empirical system for probabilistic seasonal climate prediction

    Science.gov (United States)

    Eden, J. M.; van Oldenborgh, G. J.; Hawkins, E.; Suckling, E. B.

    2015-12-01

    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.

  15. Probabilistic programmable quantum processors

    International Nuclear Information System (INIS)

    Buzek, V.; Ziman, M.; Hillery, M.

    2004-01-01

    We analyze how to improve performance of probabilistic programmable quantum processors. We show how the probability of success of the probabilistic processor can be enhanced by using the processor in loops. In addition, we show that an arbitrary SU(2) transformations of qubits can be encoded in program state of a universal programmable probabilistic quantum processor. The probability of success of this processor can be enhanced by a systematic correction of errors via conditional loops. Finally, we show that all our results can be generalized also for qudits. (Abstract Copyright [2004], Wiley Periodicals, Inc.)

  16. Regression trees for predicting mortality in patients with cardiovascular disease: What improvement is achieved by using ensemble-based methods?

    Science.gov (United States)

    Austin, Peter C; Lee, Douglas S; Steyerberg, Ewout W; Tu, Jack V

    2012-01-01

    In biomedical research, the logistic regression model is the most commonly used method for predicting the probability of a binary outcome. While many clinical researchers have expressed an enthusiasm for regression trees, this method may have limited accuracy for predicting health outcomes. We aimed to evaluate the improvement that is achieved by using ensemble-based methods, including bootstrap aggregation (bagging) of regression trees, random forests, and boosted regression trees. We analyzed 30-day mortality in two large cohorts of patients hospitalized with either acute myocardial infarction (N = 16,230) or congestive heart failure (N = 15,848) in two distinct eras (1999–2001 and 2004–2005). We found that both the in-sample and out-of-sample prediction of ensemble methods offered substantial improvement in predicting cardiovascular mortality compared to conventional regression trees. However, conventional logistic regression models that incorporated restricted cubic smoothing splines had even better performance. We conclude that ensemble methods from the data mining and machine learning literature increase the predictive performance of regression trees, but may not lead to clear advantages over conventional logistic regression models for predicting short-term mortality in population-based samples of subjects with cardiovascular disease. PMID:22777999

  17. Assessing a robust ensemble-based Kalman filter for efficient ecosystem data assimilation of the Cretan Sea

    KAUST Repository

    Triantafyllou, George N.; Hoteit, Ibrahim; Luo, Xiaodong; Tsiaras, Kostas P.; Petihakis, George

    2013-01-01

    An application of an ensemble-based robust filter for data assimilation into an ecosystem model of the Cretan Sea is presented and discussed. The ecosystem model comprises two on-line coupled sub-models: the Princeton Ocean Model (POM) and the European Regional Seas Ecosystem Model (ERSEM). The filtering scheme is based on the Singular Evolutive Interpolated Kalman (SEIK) filter which is implemented with a time-local H∞ filtering strategy to enhance robustness and performances during periods of strong ecosystem variability. Assimilation experiments in the Cretan Sea indicate that robustness can be achieved in the SEIK filter by introducing an adaptive inflation scheme of the modes of the filter error covariance matrix. Twin-experiments are performed to evaluate the performance of the assimilation system and to study the benefits of using robust filtering in an ensemble filtering framework. Pseudo-observations of surface chlorophyll, extracted from a model reference run, were assimilated every two days. Simulation results suggest that the adaptive inflation scheme significantly improves the behavior of the SEIK filter during periods of strong ecosystem variability. © 2012 Elsevier B.V.

  18. Assessing a robust ensemble-based Kalman filter for efficient ecosystem data assimilation of the Cretan Sea

    KAUST Repository

    Triantafyllou, George N.

    2013-09-01

    An application of an ensemble-based robust filter for data assimilation into an ecosystem model of the Cretan Sea is presented and discussed. The ecosystem model comprises two on-line coupled sub-models: the Princeton Ocean Model (POM) and the European Regional Seas Ecosystem Model (ERSEM). The filtering scheme is based on the Singular Evolutive Interpolated Kalman (SEIK) filter which is implemented with a time-local H∞ filtering strategy to enhance robustness and performances during periods of strong ecosystem variability. Assimilation experiments in the Cretan Sea indicate that robustness can be achieved in the SEIK filter by introducing an adaptive inflation scheme of the modes of the filter error covariance matrix. Twin-experiments are performed to evaluate the performance of the assimilation system and to study the benefits of using robust filtering in an ensemble filtering framework. Pseudo-observations of surface chlorophyll, extracted from a model reference run, were assimilated every two days. Simulation results suggest that the adaptive inflation scheme significantly improves the behavior of the SEIK filter during periods of strong ecosystem variability. © 2012 Elsevier B.V.

  19. Operational river discharge forecasting in poorly gauged basins: the Kavango River Basin case study

    DEFF Research Database (Denmark)

    Bauer-Gottwein, Peter; Jensen, Iris Hedegaard; Guzinski, R.

    2014-01-01

    to support integrated water resources management in Africa and to facilitate the use of satellite earth observation data in water management. We present an operational probabilistic forecasting approach which uses public-domain climate forcing data and a hydrologic–hydrodynamic model which is entirely based......Operational probabilistic forecasts of river discharge are essential for effective water resources management. Many studies have addressed this topic using different approaches ranging from purely statistical black-box approaches to physically-based and distributed modelling schemes employing data...... on open-source software. Data assimilation techniques are used to inform the forecasts with the latest available observations. Forecasts are produced in real time for lead times of 0 to 7 days. The operational probabilistic forecasts are evaluated using a selection of performance statistics and indicators...

  20. Operational river discharge forecasting in poorly gauged basins: the Kavango River basin case study

    DEFF Research Database (Denmark)

    Bauer-Gottwein, Peter; Jensen, Iris Hedegaard; Guzinski, R.

    2015-01-01

    in Africa. We present an operational probabilistic forecasting approach which uses public-domain climate forcing data and a hydrologic-hydrodynamic model which is entirely based on open-source software. Data assimilation techniques are used to inform the forecasts with the latest available observations......Operational probabilistic forecasts of river discharge are essential for effective water resources management. Many studies have addressed this topic using different approaches ranging from purely statistical black-box approaches to physically based and distributed modeling schemes employing data...... assimilation techniques. However, few studies have attempted to develop operational probabilistic forecasting approaches for large and poorly gauged river basins. The objective of this study is to develop open-source software tools to support hydrologic forecasting and integrated water resources management...

  1. Probabilistic Infinite Secret Sharing

    OpenAIRE

    Csirmaz, László

    2013-01-01

    The study of probabilistic secret sharing schemes using arbitrary probability spaces and possibly infinite number of participants lets us investigate abstract properties of such schemes. It highlights important properties, explains why certain definitions work better than others, connects this topic to other branches of mathematics, and might yield new design paradigms. A probabilistic secret sharing scheme is a joint probability distribution of the shares and the secret together with a colle...

  2. Probabilistic Programming (Invited Talk)

    OpenAIRE

    Yang, Hongseok

    2017-01-01

    Probabilistic programming refers to the idea of using standard programming constructs for specifying probabilistic models from machine learning and statistics, and employing generic inference algorithms for answering various queries on these models, such as posterior inference and estimation of model evidence. Although this idea itself is not new and was, in fact, explored by several programming-language and statistics researchers in the early 2000, it is only in the last few years that proba...

  3. Effect of Streamflow Forecast Uncertainty on Real-Time Reservoir Operation

    Science.gov (United States)

    Zhao, T.; Cai, X.; Yang, D.

    2010-12-01

    Various hydrological forecast products have been applied to real-time reservoir operation, including deterministic streamflow forecast (DSF), DSF-based probabilistic streamflow forecast (DPSF), and ensemble streamflow forecast (ESF), which represent forecast uncertainty in the form of deterministic forecast error, deterministic forecast error-based uncertainty distribution, and ensemble forecast errors, respectively. Compared to previous studies that treat these forecast products as ad hoc inputs for reservoir operation models, this paper attempts to model the uncertainties involved in the various forecast products and explores their effect on real-time reservoir operation decisions. In hydrology, there are various indices reflecting the magnitude of streamflow forecast uncertainty; meanwhile, few models illustrate the forecast uncertainty evolution process. This research introduces Martingale Model of Forecast Evolution (MMFE) from supply chain management and justifies its assumptions for quantifying the evolution of uncertainty in streamflow forecast as time progresses. Based on MMFE, this research simulates the evolution of forecast uncertainty in DSF, DPSF, and ESF, and applies the reservoir operation models (dynamic programming, DP; stochastic dynamic programming, SDP; and standard operation policy, SOP) to assess the effect of different forms of forecast uncertainty on real-time reservoir operation. Through a hypothetical single-objective real-time reservoir operation model, the results illustrate that forecast uncertainty exerts significant effects. Reservoir operation efficiency, as measured by a utility function, decreases as the forecast uncertainty increases. Meanwhile, these effects also depend on the type of forecast product being used. In general, the utility of reservoir operation with ESF is nearly as high as the utility obtained with a perfect forecast; the utilities of DSF and DPSF are similar to each other but not as efficient as ESF. Moreover

  4. Parametric decadal climate forecast recalibration (DeFoReSt 1.0

    Directory of Open Access Journals (Sweden)

    A. Pasternack

    2018-01-01

    Full Text Available Near-term climate predictions such as decadal climate forecasts are increasingly being used to guide adaptation measures. For near-term probabilistic predictions to be useful, systematic errors of the forecasting systems have to be corrected. While methods for the calibration of probabilistic forecasts are readily available, these have to be adapted to the specifics of decadal climate forecasts including the long time horizon of decadal climate forecasts, lead-time-dependent systematic errors (drift and the errors in the representation of long-term changes and variability. These features are compounded by small ensemble sizes to describe forecast uncertainty and a relatively short period for which typically pairs of reforecasts and observations are available to estimate calibration parameters. We introduce the Decadal Climate Forecast Recalibration Strategy (DeFoReSt, a parametric approach to recalibrate decadal ensemble forecasts that takes the above specifics into account. DeFoReSt optimizes forecast quality as measured by the continuous ranked probability score (CRPS. Using a toy model to generate synthetic forecast observation pairs, we demonstrate the positive effect on forecast quality in situations with pronounced and limited predictability. Finally, we apply DeFoReSt to decadal surface temperature forecasts from the MiKlip prototype system and find consistent, and sometimes considerable, improvements in forecast quality compared with a simple calibration of the lead-time-dependent systematic errors.

  5. Parametric decadal climate forecast recalibration (DeFoReSt 1.0)

    Science.gov (United States)

    Pasternack, Alexander; Bhend, Jonas; Liniger, Mark A.; Rust, Henning W.; Müller, Wolfgang A.; Ulbrich, Uwe

    2018-01-01

    Near-term climate predictions such as decadal climate forecasts are increasingly being used to guide adaptation measures. For near-term probabilistic predictions to be useful, systematic errors of the forecasting systems have to be corrected. While methods for the calibration of probabilistic forecasts are readily available, these have to be adapted to the specifics of decadal climate forecasts including the long time horizon of decadal climate forecasts, lead-time-dependent systematic errors (drift) and the errors in the representation of long-term changes and variability. These features are compounded by small ensemble sizes to describe forecast uncertainty and a relatively short period for which typically pairs of reforecasts and observations are available to estimate calibration parameters. We introduce the Decadal Climate Forecast Recalibration Strategy (DeFoReSt), a parametric approach to recalibrate decadal ensemble forecasts that takes the above specifics into account. DeFoReSt optimizes forecast quality as measured by the continuous ranked probability score (CRPS). Using a toy model to generate synthetic forecast observation pairs, we demonstrate the positive effect on forecast quality in situations with pronounced and limited predictability. Finally, we apply DeFoReSt to decadal surface temperature forecasts from the MiKlip prototype system and find consistent, and sometimes considerable, improvements in forecast quality compared with a simple calibration of the lead-time-dependent systematic errors.

  6. An ensemble-based dynamic Bayesian averaging approach for discharge simulations using multiple global precipitation products and hydrological models

    Science.gov (United States)

    Qi, Wei; Liu, Junguo; Yang, Hong; Sweetapple, Chris

    2018-03-01

    Global precipitation products are very important datasets in flow simulations, especially in poorly gauged regions. Uncertainties resulting from precipitation products, hydrological models and their combinations vary with time and data magnitude, and undermine their application to flow simulations. However, previous studies have not quantified these uncertainties individually and explicitly. This study developed an ensemble-based dynamic Bayesian averaging approach (e-Bay) for deterministic discharge simulations using multiple global precipitation products and hydrological models. In this approach, the joint probability of precipitation products and hydrological models being correct is quantified based on uncertainties in maximum and mean estimation, posterior probability is quantified as functions of the magnitude and timing of discharges, and the law of total probability is implemented to calculate expected discharges. Six global fine-resolution precipitation products and two hydrological models of different complexities are included in an illustrative application. e-Bay can effectively quantify uncertainties and therefore generate better deterministic discharges than traditional approaches (weighted average methods with equal and varying weights and maximum likelihood approach). The mean Nash-Sutcliffe Efficiency values of e-Bay are up to 0.97 and 0.85 in training and validation periods respectively, which are at least 0.06 and 0.13 higher than traditional approaches. In addition, with increased training data, assessment criteria values of e-Bay show smaller fluctuations than traditional approaches and its performance becomes outstanding. The proposed e-Bay approach bridges the gap between global precipitation products and their pragmatic applications to discharge simulations, and is beneficial to water resources management in ungauged or poorly gauged regions across the world.

  7. Summer 2011 forecast analysis. Forecast analysis of the electricity supply-demand balance in France for the summer of 2011

    International Nuclear Information System (INIS)

    2011-06-01

    Twice a year, RTE publishes a forecast study of the electricity supply and demand in continental France for the summer and winter periods. The study is based on the information supplied by electric utilities concerning the expected availability of power generation means and on statistical meteorological models. Safety margins are calculated using thousands of probabilistic scenarios combining various production and consumption situations. This report is the forecast study for the summer of 2011

  8. Communicating weather forecast uncertainty: Do individual differences matter?

    Science.gov (United States)

    Grounds, Margaret A; Joslyn, Susan L

    2018-03-01

    Research suggests that people make better weather-related decisions when they are given numeric probabilities for critical outcomes (Joslyn & Leclerc, 2012, 2013). However, it is unclear whether all users can take advantage of probabilistic forecasts to the same extent. The research reported here assessed key cognitive and demographic factors to determine their relationship to the use of probabilistic forecasts to improve decision quality. In two studies, participants decided between spending resources to prevent icy conditions on roadways or risk a larger penalty when freezing temperatures occurred. Several forecast formats were tested, including a control condition with the night-time low temperature alone and experimental conditions that also included the probability of freezing and advice based on expected value. All but those with extremely low numeracy scores made better decisions with probabilistic forecasts. Importantly, no groups made worse decisions when probabilities were included. Moreover, numeracy was the best predictor of decision quality, regardless of forecast format, suggesting that the advantage may extend beyond understanding the forecast to general decision strategy issues. This research adds to a growing body of evidence that numerical uncertainty estimates may be an effective way to communicate weather danger to general public end users. (PsycINFO Database Record (c) 2018 APA, all rights reserved).

  9. Probabilistically modeling lava flows with MOLASSES

    Science.gov (United States)

    Richardson, J. A.; Connor, L.; Connor, C.; Gallant, E.

    2017-12-01

    Modeling lava flows through Cellular Automata methods enables a computationally inexpensive means to quickly forecast lava flow paths and ultimate areal extents. We have developed a lava flow simulator, MOLASSES, that forecasts lava flow inundation over an elevation model from a point source eruption. This modular code can be implemented in a deterministic fashion with given user inputs that will produce a single lava flow simulation. MOLASSES can also be implemented in a probabilistic fashion where given user inputs define parameter distributions that are randomly sampled to create many lava flow simulations. This probabilistic approach enables uncertainty in input data to be expressed in the model results and MOLASSES outputs a probability map of inundation instead of a determined lava flow extent. Since the code is comparatively fast, we use it probabilistically to investigate where potential vents are located that may impact specific sites and areas, as well as the unconditional probability of lava flow inundation of sites or areas from any vent. We have validated the MOLASSES code to community-defined benchmark tests and to the real world lava flows at Tolbachik (2012-2013) and Pico do Fogo (2014-2015). To determine the efficacy of the MOLASSES simulator at accurately and precisely mimicking the inundation area of real flows, we report goodness of fit using both model sensitivity and the Positive Predictive Value, the latter of which is a Bayesian posterior statistic. Model sensitivity is often used in evaluating lava flow simulators, as it describes how much of the lava flow was successfully modeled by the simulation. We argue that the positive predictive value is equally important in determining how good a simulator is, as it describes the percentage of the simulation space that was actually inundated by lava.

  10. Probabilistic record linkage.

    Science.gov (United States)

    Sayers, Adrian; Ben-Shlomo, Yoav; Blom, Ashley W; Steele, Fiona

    2016-06-01

    Studies involving the use of probabilistic record linkage are becoming increasingly common. However, the methods underpinning probabilistic record linkage are not widely taught or understood, and therefore these studies can appear to be a 'black box' research tool. In this article, we aim to describe the process of probabilistic record linkage through a simple exemplar. We first introduce the concept of deterministic linkage and contrast this with probabilistic linkage. We illustrate each step of the process using a simple exemplar and describe the data structure required to perform a probabilistic linkage. We describe the process of calculating and interpreting matched weights and how to convert matched weights into posterior probabilities of a match using Bayes theorem. We conclude this article with a brief discussion of some of the computational demands of record linkage, how you might assess the quality of your linkage algorithm, and how epidemiologists can maximize the value of their record-linked research using robust record linkage methods. © The Author 2015; Published by Oxford University Press on behalf of the International Epidemiological Association.

  11. Formalizing Probabilistic Safety Claims

    Science.gov (United States)

    Herencia-Zapana, Heber; Hagen, George E.; Narkawicz, Anthony J.

    2011-01-01

    A safety claim for a system is a statement that the system, which is subject to hazardous conditions, satisfies a given set of properties. Following work by John Rushby and Bev Littlewood, this paper presents a mathematical framework that can be used to state and formally prove probabilistic safety claims. It also enables hazardous conditions, their uncertainties, and their interactions to be integrated into the safety claim. This framework provides a formal description of the probabilistic composition of an arbitrary number of hazardous conditions and their effects on system behavior. An example is given of a probabilistic safety claim for a conflict detection algorithm for aircraft in a 2D airspace. The motivation for developing this mathematical framework is that it can be used in an automated theorem prover to formally verify safety claims.

  12. Forecasting droughts in West Africa: Operational practice and refined seasonal precipitation forecasts

    Science.gov (United States)

    Bliefernicht, Jan; Siegmund, Jonatan; Seidel, Jochen; Arnold, Hanna; Waongo, Moussa; Laux, Patrick; Kunstmann, Harald

    2016-04-01

    deficits regarding the simulation of monsoonal mechanism such as the northward progression of the rain belt. The outcomes of the hindcasts experiment highlight that a statistical algorithm using an ensemble-based quantile-quantile correction can clearly reduce the precipitation overestimation of CFSv2. These results can provide valuable early warnings of precipitation anomalies with a lead time of up to six months, particularly for the Sudan-Sahel zone of the study region.

  13. A Probabilistic Assessment of the Next Geomagnetic Reversal

    OpenAIRE

    Buffett, B; Davis, W

    2018-01-01

    ©2018. American Geophysical Union. All Rights Reserved. Deterministic forecasts for the next geomagnetic reversal are not feasible due to large uncertainties in the present-day state of the Earth's core. A more practical approach relies on probabilistic assessments using paleomagnetic observations to characterize the amplitude of fluctuations in the geomagnetic dipole. We use paleomagnetic observations for the past 2 Myr to construct a stochastic model for the axial dipole field and apply wel...

  14. Probabilistic Mu-Calculus

    DEFF Research Database (Denmark)

    Larsen, Kim Guldstrand; Mardare, Radu Iulian; Xue, Bingtian

    2016-01-01

    We introduce a version of the probabilistic µ-calculus (PMC) built on top of a probabilistic modal logic that allows encoding n-ary inequational conditions on transition probabilities. PMC extends previously studied calculi and we prove that, despite its expressiveness, it enjoys a series of good...... metaproperties. Firstly, we prove the decidability of satisfiability checking by establishing the small model property. An algorithm for deciding the satisfiability problem is developed. As a second major result, we provide a complete axiomatization for the alternation-free fragment of PMC. The completeness proof...

  15. Probabilistic conditional independence structures

    CERN Document Server

    Studeny, Milan

    2005-01-01

    Probabilistic Conditional Independence Structures provides the mathematical description of probabilistic conditional independence structures; the author uses non-graphical methods of their description, and takes an algebraic approach.The monograph presents the methods of structural imsets and supermodular functions, and deals with independence implication and equivalence of structural imsets.Motivation, mathematical foundations and areas of application are included, and a rough overview of graphical methods is also given.In particular, the author has been careful to use suitable terminology, and presents the work so that it will be understood by both statisticians, and by researchers in artificial intelligence.The necessary elementary mathematical notions are recalled in an appendix.

  16. Probabilistic approach to mechanisms

    CERN Document Server

    Sandler, BZ

    1984-01-01

    This book discusses the application of probabilistics to the investigation of mechanical systems. The book shows, for example, how random function theory can be applied directly to the investigation of random processes in the deflection of cam profiles, pitch or gear teeth, pressure in pipes, etc. The author also deals with some other technical applications of probabilistic theory, including, amongst others, those relating to pneumatic and hydraulic mechanisms and roller bearings. Many of the aspects are illustrated by examples of applications of the techniques under discussion.

  17. Multi-parametric variational data assimilation for hydrological forecasting

    Science.gov (United States)

    Alvarado-Montero, R.; Schwanenberg, D.; Krahe, P.; Helmke, P.; Klein, B.

    2017-12-01

    Ensemble forecasting is increasingly applied in flow forecasting systems to provide users with a better understanding of forecast uncertainty and consequently to take better-informed decisions. A common practice in probabilistic streamflow forecasting is to force deterministic hydrological model with an ensemble of numerical weather predictions. This approach aims at the representation of meteorological uncertainty but neglects uncertainty of the hydrological model as well as its initial conditions. Complementary approaches use probabilistic data assimilation techniques to receive a variety of initial states or represent model uncertainty by model pools instead of single deterministic models. This paper introduces a novel approach that extends a variational data assimilation based on Moving Horizon Estimation to enable the assimilation of observations into multi-parametric model pools. It results in a probabilistic estimate of initial model states that takes into account the parametric model uncertainty in the data assimilation. The assimilation technique is applied to the uppermost area of River Main in Germany. We use different parametric pools, each of them with five parameter sets, to assimilate streamflow data, as well as remotely sensed data from the H-SAF project. We assess the impact of the assimilation in the lead time performance of perfect forecasts (i.e. observed data as forcing variables) as well as deterministic and probabilistic forecasts from ECMWF. The multi-parametric assimilation shows an improvement of up to 23% for CRPS performance and approximately 20% in Brier Skill Scores with respect to the deterministic approach. It also improves the skill of the forecast in terms of rank histogram and produces a narrower ensemble spread.

  18. Probabilistic systems coalgebraically: A survey

    Science.gov (United States)

    Sokolova, Ana

    2011-01-01

    We survey the work on both discrete and continuous-space probabilistic systems as coalgebras, starting with how probabilistic systems are modeled as coalgebras and followed by a discussion of their bisimilarity and behavioral equivalence, mentioning results that follow from the coalgebraic treatment of probabilistic systems. It is interesting to note that, for different reasons, for both discrete and continuous probabilistic systems it may be more convenient to work with behavioral equivalence than with bisimilarity. PMID:21998490

  19. Medium-term load forecasting and wholesale transaction profitability

    International Nuclear Information System (INIS)

    Selker, F.K.; Wroblewski, W.R.

    1996-01-01

    The volume of wholesale transactions quoted at firm prices is increasing. The cost, and thus profitability, of serving these contracts strongly depends upon native load during the time of delivery. However, transactions extend beyond load forecasts based on weather information, and long-term resource planning forecasts of load peaks and energy provide inadequate detail. To address this need, Decision Focus Inc. (DFI) and Commonwealth Edison (ComEd) developed a probabilistic, medium-term load forecasting capability. In this paper the authors use a hypothetical utility to explore the impact of uncertain medium-term loads on transaction profitability

  20. Seasonal forecasts: communicating current climate variability in southern Africa

    CSIR Research Space (South Africa)

    Landman, WA

    2011-11-01

    Full Text Available seasonal time scale. Seasonal climate forecasts are defined as probabilistic predictions of how much rain is expected during the season and how warm or cool it will be, based primarily on the principle that the ocean (sea-surface temperatures) influences...

  1. kosh Terminal Aerodrome Forecast

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  1. krut Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  3. kaoo Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  4. klit Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  19. ktix Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  20. kcod Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  1. kslk Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  5. kbff Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  7. kdro Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  8. kmce Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  9. ktpa Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  10. kmot Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  11. kcre Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  13. kotm Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  14. khqm Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  15. kabr Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  16. klal Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  17. kelp Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  18. kecg Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  19. khbg Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  1. konp Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  11. kbgm Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  12. pamc Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  15. patk Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  17. klru Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  18. kfxe Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  19. kjct Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  20. kcrg Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  1. paaq Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  2. kaex Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

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    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  5. kpit Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  6. kcrw Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  7. paen Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  8. kast Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  9. kuin Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  10. kmht Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  11. kcys Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  12. kflo Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  13. pakn Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  14. pabt Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  15. krdg Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  16. khdn Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  17. kjac Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  18. kphx Terminal Aerodrome Forecast

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — TAF (terminal aerodrome forecast or terminal area forecast) is a format for reporting weather forecast information, particularly as it relates to aviation. TAFs are...

  19. Confluence reduction for probabilistic systems

    NARCIS (Netherlands)

    Timmer, Mark; van de Pol, Jan Cornelis; Stoelinga, Mariëlle Ida Antoinette

    In this presentation we introduce a novel technique for state space reduction of probabilistic specifications, based on a newly developed notion of confluence for probabilistic automata. We proved that this reduction preserves branching probabilistic bisimulation and can be applied on-the-fly. To

  20. Action-based flood forecasting for triggering humanitarian action

    Science.gov (United States)

    Coughlan de Perez, Erin; van den Hurk, Bart; van Aalst, Maarten K.; Amuron, Irene; Bamanya, Deus; Hauser, Tristan; Jongma, Brenden; Lopez, Ana; Mason, Simon; Mendler de Suarez, Janot; Pappenberger, Florian; Rueth, Alexandra; Stephens, Elisabeth; Suarez, Pablo; Wagemaker, Jurjen; Zsoter, Ervin

    2016-09-01

    Too often, credible scientific early warning information of increased disaster risk does not result in humanitarian action. With financial resources tilted heavily towards response after a disaster, disaster managers have limited incentive and ability to process complex scientific data, including uncertainties. These incentives are beginning to change, with the advent of several new forecast-based financing systems that provide funding based on a forecast of an extreme event. Given the changing landscape, here we demonstrate a method to select and use appropriate forecasts for specific humanitarian disaster prevention actions, even in a data-scarce location. This action-based forecasting methodology takes into account the parameters of each action, such as action lifetime, when verifying a forecast. Forecasts are linked with action based on an understanding of (1) the magnitude of previous flooding events and (2) the willingness to act "in vain" for specific actions. This is applied in the context of the Uganda Red Cross Society forecast-based financing pilot project, with forecasts from the Global Flood Awareness System (GloFAS). Using this method, we define the "danger level" of flooding, and we select the probabilistic forecast triggers that are appropriate for specific actions. Results from this methodology can be applied globally across hazards and fed into a financing system that ensures that automatic, pre-funded early action will be triggered by forecasts.

  1. Financial forecasts accuracy in Brazil's social security system.

    Directory of Open Access Journals (Sweden)

    Carlos Patrick Alves da Silva

    Full Text Available Long-term social security statistical forecasts produced and disseminated by the Brazilian government aim to provide accurate results that would serve as background information for optimal policy decisions. These forecasts are being used as support for the government's proposed pension reform that plans to radically change the Brazilian Constitution insofar as Social Security is concerned. However, the reliability of official results is uncertain since no systematic evaluation of these forecasts has ever been published by the Brazilian government or anyone else. This paper aims to present a study of the accuracy and methodology of the instruments used by the Brazilian government to carry out long-term actuarial forecasts. We base our research on an empirical and probabilistic analysis of the official models. Our empirical analysis shows that the long-term Social Security forecasts are systematically biased in the short term and have significant errors that render them meaningless in the long run. Moreover, the low level of transparency in the methods impaired the replication of results published by the Brazilian Government and the use of outdated data compromises forecast results. In the theoretical analysis, based on a mathematical modeling approach, we discuss the complexity and limitations of the macroeconomic forecast through the computation of confidence intervals. We demonstrate the problems related to error measurement inherent to any forecasting process. We then extend this exercise to the computation of confidence intervals for Social Security forecasts. This mathematical exercise raises questions about the degree of reliability of the Social Security forecasts.

  2. Financial forecasts accuracy in Brazil's social security system.

    Science.gov (United States)

    Silva, Carlos Patrick Alves da; Puty, Claudio Alberto Castelo Branco; Silva, Marcelino Silva da; Carvalho, Solon Venâncio de; Francês, Carlos Renato Lisboa

    2017-01-01

    Long-term social security statistical forecasts produced and disseminated by the Brazilian government aim to provide accurate results that would serve as background information for optimal policy decisions. These forecasts are being used as support for the government's proposed pension reform that plans to radically change the Brazilian Constitution insofar as Social Security is concerned. However, the reliability of official results is uncertain since no systematic evaluation of these forecasts has ever been published by the Brazilian government or anyone else. This paper aims to present a study of the accuracy and methodology of the instruments used by the Brazilian government to carry out long-term actuarial forecasts. We base our research on an empirical and probabilistic analysis of the official models. Our empirical analysis shows that the long-term Social Security forecasts are systematically biased in the short term and have significant errors that render them meaningless in the long run. Moreover, the low level of transparency in the methods impaired the replication of results published by the Brazilian Government and the use of outdated data compromises forecast results. In the theoretical analysis, based on a mathematical modeling approach, we discuss the complexity and limitations of the macroeconomic forecast through the computation of confidence intervals. We demonstrate the problems related to error measurement inherent to any forecasting process. We then extend this exercise to the computation of confidence intervals for Social Security forecasts. This mathematical exercise raises questions about the degree of reliability of the Social Security forecasts.

  3. Financial forecasts accuracy in Brazil’s social security system

    Science.gov (United States)

    2017-01-01

    Long-term social security statistical forecasts produced and disseminated by the Brazilian government aim to provide accurate results that would serve as background information for optimal policy decisions. These forecasts are being used as support for the government’s proposed pension reform that plans to radically change the Brazilian Constitution insofar as Social Security is concerned. However, the reliability of official results is uncertain since no systematic evaluation of these forecasts has ever been published by the Brazilian government or anyone else. This paper aims to present a study of the accuracy and methodology of the instruments used by the Brazilian government to carry out long-term actuarial forecasts. We base our research on an empirical and probabilistic analysis of the official models. Our empirical analysis shows that the long-term Social Security forecasts are systematically biased in the short term and have significant errors that render them meaningless in the long run. Moreover, the low level of transparency in the methods impaired the replication of results published by the Brazilian Government and the use of outdated data compromises forecast results. In the theoretical analysis, based on a mathematical modeling approach, we discuss the complexity and limitations of the macroeconomic forecast through the computation of confidence intervals. We demonstrate the problems related to error measurement inherent to any forecasting process. We then extend this exercise to the computation of confidence intervals for Social Security forecasts. This mathematical exercise raises questions about the degree of reliability of the Social Security forecasts. PMID:28859172

  4. Probabilistic thread algebra

    NARCIS (Netherlands)

    Bergstra, J.A.; Middelburg, C.A.

    2015-01-01

    We add probabilistic features to basic thread algebra and its extensions with thread-service interaction and strategic interleaving. Here, threads represent the behaviours produced by instruction sequences under execution and services represent the behaviours exhibited by the components of execution

  5. Probabilistic simple sticker systems

    Science.gov (United States)

    Selvarajoo, Mathuri; Heng, Fong Wan; Sarmin, Nor Haniza; Turaev, Sherzod

    2017-04-01

    A model for DNA computing using the recombination behavior of DNA molecules, known as a sticker system, was introduced by by L. Kari, G. Paun, G. Rozenberg, A. Salomaa, and S. Yu in the paper entitled DNA computing, sticker systems and universality from the journal of Acta Informatica vol. 35, pp. 401-420 in the year 1998. A sticker system uses the Watson-Crick complementary feature of DNA molecules: starting from the incomplete double stranded sequences, and iteratively using sticking operations until a complete double stranded sequence is obtained. It is known that sticker systems with finite sets of axioms and sticker rules generate only regular languages. Hence, different types of restrictions have been considered to increase the computational power of sticker systems. Recently, a variant of restricted sticker systems, called probabilistic sticker systems, has been introduced [4]. In this variant, the probabilities are initially associated with the axioms, and the probability of a generated string is computed by multiplying the probabilities of all occurrences of the initial strings in the computation of the string. Strings for the language are selected according to some probabilistic requirements. In this paper, we study fundamental properties of probabilistic simple sticker systems. We prove that the probabilistic enhancement increases the computational power of simple sticker systems.

  6. Visualizing Probabilistic Proof

    OpenAIRE

    Guerra-Pujol, Enrique

    2015-01-01

    The author revisits the Blue Bus Problem, a famous thought-experiment in law involving probabilistic proof, and presents simple Bayesian solutions to different versions of the blue bus hypothetical. In addition, the author expresses his solutions in standard and visual formats, i.e. in terms of probabilities and natural frequencies.

  7. Memristive Probabilistic Computing

    KAUST Repository

    Alahmadi, Hamzah

    2017-10-01

    In the era of Internet of Things and Big Data, unconventional techniques are rising to accommodate the large size of data and the resource constraints. New computing structures are advancing based on non-volatile memory technologies and different processing paradigms. Additionally, the intrinsic resiliency of current applications leads to the development of creative techniques in computations. In those applications, approximate computing provides a perfect fit to optimize the energy efficiency while compromising on the accuracy. In this work, we build probabilistic adders based on stochastic memristor. Probabilistic adders are analyzed with respect of the stochastic behavior of the underlying memristors. Multiple adder implementations are investigated and compared. The memristive probabilistic adder provides a different approach from the typical approximate CMOS adders. Furthermore, it allows for a high area saving and design exibility between the performance and power saving. To reach a similar performance level as approximate CMOS adders, the memristive adder achieves 60% of power saving. An image-compression application is investigated using the memristive probabilistic adders with the performance and the energy trade-off.

  8. Probabilistic Load Flow

    DEFF Research Database (Denmark)

    Chen, Peiyuan; Chen, Zhe; Bak-Jensen, Birgitte

    2008-01-01

    This paper reviews the development of the probabilistic load flow (PLF) techniques. Applications of the PLF techniques in different areas of power system steady-state analysis are also discussed. The purpose of the review is to identify different available PLF techniques and their corresponding...

  9. Transitive probabilistic CLIR models.

    NARCIS (Netherlands)

    Kraaij, W.; de Jong, Franciska M.G.

    2004-01-01

    Transitive translation could be a useful technique to enlarge the number of supported language pairs for a cross-language information retrieval (CLIR) system in a cost-effective manner. The paper describes several setups for transitive translation based on probabilistic translation models. The

  10. Robust forecast comparison

    OpenAIRE

    Jin, Sainan; Corradi, Valentina; Swanson, Norman

    2015-01-01

    Forecast accuracy is typically measured in terms of a given loss function. However, as a consequence of the use of misspecified models in multiple model comparisons, relative forecast rankings are loss function dependent. This paper addresses this issue by using a novel criterion for forecast evaluation which is based on the entire distribution of forecast errors. We introduce the concepts of general-loss (GL) forecast superiority and convex-loss (CL) forecast superiority, and we establish a ...

  11. Generalization of information-based concepts in forecast verification

    Science.gov (United States)

    Tödter, J.; Ahrens, B.

    2012-04-01

    This work deals with information-theoretical methods in probabilistic forecast verification. Recent findings concerning the Ignorance Score are shortly reviewed, then the generalization to continuous forecasts is shown. For ensemble forecasts, the presented measures can be calculated exactly. The Brier Score (BS) and its generalizations to the multi-categorical Ranked Probability Score (RPS) and to the Continuous Ranked Probability Score (CRPS) are the prominent verification measures for probabilistic forecasts. Particularly, their decompositions into measures quantifying the reliability, resolution and uncertainty of the forecasts are attractive. Information theory sets up the natural framework for forecast verification. Recently, it has been shown that the BS is a second-order approximation of the information-based Ignorance Score (IGN), which also contains easily interpretable components and can also be generalized to a ranked version (RIGN). Here, the IGN, its generalizations and decompositions are systematically discussed in analogy to the variants of the BS. Additionally, a Continuous Ranked IGN (CRIGN) is introduced in analogy to the CRPS. The applicability and usefulness of the conceptually appealing CRIGN is illustrated, together with an algorithm to evaluate its components reliability, resolution, and uncertainty for ensemble-generated forecasts. This is also directly applicable to the more traditional CRPS.

  12. Medium Range Flood Forecasting for Agriculture Damage Reduction

    Science.gov (United States)

    Fakhruddin, S. H. M.

    2014-12-01

    Early warning is a key element for disaster risk reduction. In recent decades, major advancements have been made in medium range and seasonal flood forecasting. This progress provides a great opportunity to reduce agriculture damage and improve advisories for early action and planning for flood hazards. This approach can facilitate proactive rather than reactive management of the adverse consequences of floods. In the agricultural sector, for instance, farmers can take a diversity of options such as changing cropping patterns, applying fertilizer, irrigating and changing planting timing. An experimental medium range (1-10 day) flood forecasting model has been developed for Bangladesh and Thailand. It provides 51 sets of discharge ensemble forecasts of 1-10 days with significant persistence and high certainty. This type of forecast could assist farmers and other stakeholders for differential preparedness activities. These ensembles probabilistic flood forecasts have been customized based on user-needs for community-level application focused on agriculture system. The vulnerabilities of agriculture system were calculated based on exposure, sensitivity and adaptive capacity. Indicators for risk and vulnerability assessment were conducted through community consultations. The forecast lead time requirement, user-needs, impacts and management options for crops were identified through focus group discussions, informal interviews and community surveys. This paper illustrates potential applications of such ensembles for probabilistic medium range flood forecasts in a way that is not commonly practiced globally today.

  13. Use of probabilistic methods for analysis of cost and duration uncertainties in a decision analysis framework

    International Nuclear Information System (INIS)

    Boak, D.M.; Painton, L.

    1995-01-01

    Probabilistic forecasting techniques have been used in many risk assessment and performance assessment applications on radioactive waste disposal projects such as Yucca Mountain and the Waste Isolation Pilot Plant (WIPP). Probabilistic techniques such as Monte Carlo and Latin Hypercube sampling methods are routinely used to treat uncertainties in physical parameters important in simulating radionuclide transport in a coupled geohydrologic system and assessing the ability of that system to comply with regulatory release limits. However, the use of probabilistic techniques in the treatment of uncertainties in the cost and duration of programmatic alternatives on risk and performance assessment projects is less common. Where significant uncertainties exist and where programmatic decisions must be made despite existing uncertainties, probabilistic techniques may yield important insights into decision options, especially when used in a decision analysis framework and when properly balanced with deterministic analyses. For relatively simple evaluations, these types of probabilistic evaluations can be made using personal computer-based software

  14. Forecaster Behaviour and Bias in Macroeconomic Forecasts

    OpenAIRE

    Roy Batchelor

    2007-01-01

    This paper documents the presence of systematic bias in the real GDP and inflation forecasts of private sector forecasters in the G7 economies in the years 1990–2005. The data come from the monthly Consensus Economics forecasting service, and bias is measured and tested for significance using parametric fixed effect panel regressions and nonparametric tests on accuracy ranks. We examine patterns across countries and forecasters to establish whether the bias reflects the inefficient use of i...

  15. Weather forecast

    CERN Document Server

    Courtier, P

    1994-02-07

    Weather prediction is performed using the numerical model of the atmosphere evolution.The evolution equations are derived from the Navier Stokes equation for the adiabatic part but the are very much complicated by the change of phase of water, the radiation porocess and the boundary layer.The technique used operationally is described. Weather prediction is an initial value problem and accurate initial conditions need to be specified. Due to the small number of observations available (105 ) as compared to the dimension of the model state variable (107),the problem is largely underdetermined. Techniques of optimal control and inverse problems are used and have been adapted to the large dimension of our problem. our problem.The at mosphere is a chaotic system; the implication for weather prediction is discussed. Ensemble prediction is used operationally and the technique for generating initial conditions which lead to a numerical divergence of the subsequent forecasts is described.

  16. Skill forecasting from ensemble predictions of wind power

    DEFF Research Database (Denmark)

    Pinson, Pierre; Nielsen, Henrik Aalborg; Madsen, Henrik

    2009-01-01

    Optimal management and trading of wind generation calls for the providing of uncertainty estimates along with the commonly provided short-term wind power point predictions. Alternative approaches for the use of probabilistic forecasting are introduced. More precisely, focus is given to prediction...... risk indices aiming to give a comprehensive signal on the expected level of forecast uncertainty. Ensemble predictions of wind generation are used as input. A proposal for the definition of prediction risk indices is given. Such skill forecasts are based on the spread of ensemble forecasts (i.e. a set...... of alternative scenarios for the coming period) for a single prediction horizon or over a took-ahead period. It is shown on the test case of a Danish offshore wind farm how these prediction risk indices may be related to several levels of forecast uncertainty (and potential energy imbalances). Wind power...

  17. Hybrid Intrusion Forecasting Framework for Early Warning System

    Science.gov (United States)

    Kim, Sehun; Shin, Seong-Jun; Kim, Hyunwoo; Kwon, Ki Hoon; Han, Younggoo

    Recently, cyber attacks have become a serious hindrance to the stability of Internet. These attacks exploit interconnectivity of networks, propagate in an instant, and have become more sophisticated and evolutionary. Traditional Internet security systems such as firewalls, IDS and IPS are limited in terms of detecting recent cyber attacks in advance as these systems respond to Internet attacks only after the attacks inflict serious damage. In this paper, we propose a hybrid intrusion forecasting system framework for an early warning system. The proposed system utilizes three types of forecasting methods: time-series analysis, probabilistic modeling, and data mining method. By combining these methods, it is possible to take advantage of the forecasting technique of each while overcoming their drawbacks. Experimental results show that the hybrid intrusion forecasting method outperforms each of three forecasting methods.

  18. When mechanism matters: Bayesian forecasting using models of ecological diffusion

    Science.gov (United States)

    Hefley, Trevor J.; Hooten, Mevin B.; Russell, Robin E.; Walsh, Daniel P.; Powell, James A.

    2017-01-01

    Ecological diffusion is a theory that can be used to understand and forecast spatio-temporal processes such as dispersal, invasion, and the spread of disease. Hierarchical Bayesian modelling provides a framework to make statistical inference and probabilistic forecasts, using mechanistic ecological models. To illustrate, we show how hierarchical Bayesian models of ecological diffusion can be implemented for large data sets that are distributed densely across space and time. The hierarchical Bayesian approach is used to understand and forecast the growth and geographic spread in the prevalence of chronic wasting disease in white-tailed deer (Odocoileus virginianus). We compare statistical inference and forecasts from our hierarchical Bayesian model to phenomenological regression-based methods that are commonly used to analyse spatial occurrence data. The mechanistic statistical model based on ecological diffusion led to important ecological insights, obviated a commonly ignored type of collinearity, and was the most accurate method for forecasting.

  19. Ensemble Bayesian forecasting system Part I: Theory and algorithms

    Science.gov (United States)

    Herr, Henry D.; Krzysztofowicz, Roman

    2015-05-01

    The ensemble Bayesian forecasting system (EBFS), whose theory was published in 2001, is developed for the purpose of quantifying the total uncertainty about a discrete-time, continuous-state, non-stationary stochastic process such as a time series of stages, discharges, or volumes at a river gauge. The EBFS is built of three components: an input ensemble forecaster (IEF), which simulates the uncertainty associated with random inputs; a deterministic hydrologic model (of any complexity), which simulates physical processes within a river basin; and a hydrologic uncertainty processor (HUP), which simulates the hydrologic uncertainty (an aggregate of all uncertainties except input). It works as a Monte Carlo simulator: an ensemble of time series of inputs (e.g., precipitation amounts) generated by the IEF is transformed deterministically through a hydrologic model into an ensemble of time series of outputs, which is next transformed stochastically by the HUP into an ensemble of time series of predictands (e.g., river stages). Previous research indicated that in order to attain an acceptable sampling error, the ensemble size must be on the order of hundreds (for probabilistic river stage forecasts and probabilistic flood forecasts) or even thousands (for probabilistic stage transition forecasts). The computing time needed to run the hydrologic model this many times renders the straightforward simulations operationally infeasible. This motivates the development of the ensemble Bayesian forecasting system with randomization (EBFSR), which takes full advantage of the analytic meta-Gaussian HUP and generates multiple ensemble members after each run of the hydrologic model; this auxiliary randomization reduces the required size of the meteorological input ensemble and makes it operationally feasible to generate a Bayesian ensemble forecast of large size. Such a forecast quantifies the total uncertainty, is well calibrated against the prior (climatic) distribution of

  20. Modeling of spatial dependence in wind power forecast uncertainty

    DEFF Research Database (Denmark)

    Papaefthymiou, George; Pinson, Pierre

    2008-01-01

    It is recognized today that short-term (up to 2-3 days ahead) probabilistic forecasts of wind power provide forecast users with a paramount information on the uncertainty of expected wind generation. When considering different areas covering a region, they are produced independently, and thus...... neglect the interdependence structure of prediction errors, induced by movement of meteorological fronts, or more generally by inertia of meteorological systems. This issue is addressed here by describing a method that permits to generate interdependent scenarios of wind generation for spatially...... distributed wind power production for specific look-ahead times. The approach is applied to the case of western Denmark split in 5 zones, for a total capacity of more than 2.1 GW. The interest of the methodology for improving the resolution of probabilistic forecasts, for a range of decision-making problems...

  1. The accountability imperative for quantifying the uncertainty of emission forecasts: evidence from Mexico

    International Nuclear Information System (INIS)

    Puig, Daniel; Bakhtiari, Fatemeh; Morales-Napoles, Oswaldo; Landa Rivera, Gissela

    2017-01-01

    Governmental climate change mitigation targets are typically developed with the aid of forecasts of greenhouse-gas emissions. The robustness and credibility of such forecasts depends, among other issues, on the extent to which forecasting approaches can reflect prevailing uncertainties. We apply a transparent and replicable method to quantify the uncertainty associated with projections of gross domestic product growth rates for Mexico, a key driver of greenhouse-gas emissions in the country. We use those projections to produce probabilistic forecasts of greenhouse-gas emissions for Mexico. We contrast our probabilistic forecasts with Mexico's governmental deterministic forecasts. We show that, because they fail to reflect such key uncertainty, deterministic forecasts are ill-suited for use in target-setting processes. We argue that (i) guidelines should be agreed upon, to ensure that governmental forecasts meet certain minimum transparency and quality standards, and (ii) governments should be held accountable for the appropriateness of the forecasting approach applied to prepare governmental forecasts, especially when those forecasts are used to derive climate change mitigation targets. (authors)

  2. Can the combined use of an ensemble based modelling approach and the analysis of measured meteorological trends lead to increased confidence in climate change impact assessments?

    Science.gov (United States)

    Gädeke, Anne; Koch, Hagen; Pohle, Ina; Grünewald, Uwe

    2014-05-01

    In anthropogenically heavily impacted river catchments, such as the Lusatian river catchments of Spree and Schwarze Elster (Germany), the robust assessment of possible impacts of climate change on the regional water resources is of high relevance for the development and implementation of suitable climate change adaptation strategies. Large uncertainties inherent in future climate projections may, however, reduce the willingness of regional stakeholder to develop and implement suitable adaptation strategies to climate change. This study provides an overview of different possibilities to consider uncertainties in climate change impact assessments by means of (1) an ensemble based modelling approach and (2) the incorporation of measured and simulated meteorological trends. The ensemble based modelling approach consists of the meteorological output of four climate downscaling approaches (DAs) (two dynamical and two statistical DAs (113 realisations in total)), which drive different model configurations of two conceptually different hydrological models (HBV-light and WaSiM-ETH). As study area serve three near natural subcatchments of the Spree and Schwarze Elster river catchments. The objective of incorporating measured meteorological trends into the analysis was twofold: measured trends can (i) serve as a mean to validate the results of the DAs and (ii) be regarded as harbinger for the future direction of change. Moreover, regional stakeholders seem to have more trust in measurements than in modelling results. In order to evaluate the nature of the trends, both gradual (Mann-Kendall test) and step changes (Pettitt test) are considered as well as both temporal and spatial correlations in the data. The results of the ensemble based modelling chain show that depending on the type (dynamical or statistical) of DA used, opposing trends in precipitation, actual evapotranspiration and discharge are simulated in the scenario period (2031-2060). While the statistical DAs

  3. Probabilistic assessment of faults

    International Nuclear Information System (INIS)

    Foden, R.W.

    1987-01-01

    Probabilistic safety analysis (PSA) is the process by which the probability (or frequency of occurrence) of reactor fault conditions which could lead to unacceptable consequences is assessed. The basic objective of a PSA is to allow a judgement to be made as to whether or not the principal probabilistic requirement is satisfied. It also gives insights into the reliability of the plant which can be used to identify possible improvements. This is explained in the article. The scope of a PSA and the PSA performed by the National Nuclear Corporation (NNC) for the Heysham II and Torness AGRs and Sizewell-B PWR are discussed. The NNC methods for hazards, common cause failure and operator error are mentioned. (UK)

  4. National Forecast Charts

    Science.gov (United States)

    code. Press enter or select the go button to submit request Local forecast by "City, St" or Prediction Center on Twitter NCEP Quarterly Newsletter WPC Home Analyses and Forecasts National Forecast to all federal, state, and local government web resources and services. National Forecast Charts

  5. Are Forecast Updates Progressive?

    NARCIS (Netherlands)

    C-L. Chang (Chia-Lin); Ph.H.B.F. Franses (Philip Hans); M.J. McAleer (Michael)

    2010-01-01

    textabstractMacro-economic forecasts typically involve both a model component, which is replicable, as well as intuition, which is non-replicable. Intuition is expert knowledge possessed by a forecaster. If forecast updates are progressive, forecast updates should become more accurate, on average,

  6. Probabilistic Model Development

    Science.gov (United States)

    Adam, James H., Jr.

    2010-01-01

    Objective: Develop a Probabilistic Model for the Solar Energetic Particle Environment. Develop a tool to provide a reference solar particle radiation environment that: 1) Will not be exceeded at a user-specified confidence level; 2) Will provide reference environments for: a) Peak flux; b) Event-integrated fluence; and c) Mission-integrated fluence. The reference environments will consist of: a) Elemental energy spectra; b) For protons, helium and heavier ions.

  7. Geothermal probabilistic cost study

    Energy Technology Data Exchange (ETDEWEB)

    Orren, L.H.; Ziman, G.M.; Jones, S.C.; Lee, T.K.; Noll, R.; Wilde, L.; Sadanand, V.

    1981-08-01

    A tool is presented to quantify the risks of geothermal projects, the Geothermal Probabilistic Cost Model (GPCM). The GPCM model is used to evaluate a geothermal reservoir for a binary-cycle electric plant at Heber, California. Three institutional aspects of the geothermal risk which can shift the risk among different agents are analyzed. The leasing of geothermal land, contracting between the producer and the user of the geothermal heat, and insurance against faulty performance are examined. (MHR)

  8. Probabilistic approaches to recommendations

    CERN Document Server

    Barbieri, Nicola; Ritacco, Ettore

    2014-01-01

    The importance of accurate recommender systems has been widely recognized by academia and industry, and recommendation is rapidly becoming one of the most successful applications of data mining and machine learning. Understanding and predicting the choices and preferences of users is a challenging task: real-world scenarios involve users behaving in complex situations, where prior beliefs, specific tendencies, and reciprocal influences jointly contribute to determining the preferences of users toward huge amounts of information, services, and products. Probabilistic modeling represents a robus

  9. Verification of space weather forecasts at the UK Met Office

    Science.gov (United States)

    Bingham, S.; Sharpe, M.; Jackson, D.; Murray, S.

    2017-12-01

    The UK Met Office Space Weather Operations Centre (MOSWOC) has produced space weather guidance twice a day since its official opening in 2014. Guidance includes 4-day probabilistic forecasts of X-ray flares, geomagnetic storms, high-energy electron events and high-energy proton events. Evaluation of such forecasts is important to forecasters, stakeholders, model developers and users to understand the performance of these forecasts and also strengths and weaknesses to enable further development. Met Office terrestrial near real-time verification systems have been adapted to provide verification of X-ray flare and geomagnetic storm forecasts. Verification is updated daily to produce Relative Operating Characteristic (ROC) curves and Reliability diagrams, and rolling Ranked Probability Skill Scores (RPSSs) thus providing understanding of forecast performance and skill. Results suggest that the MOSWOC issued X-ray flare forecasts are usually not statistically significantly better than a benchmark climatological forecast (where the climatology is based on observations from the previous few months). By contrast, the issued geomagnetic storm activity forecast typically performs better against this climatological benchmark.

  10. Addressing forecast uncertainty impact on CSP annual performance

    Science.gov (United States)

    Ferretti, Fabio; Hogendijk, Christopher; Aga, Vipluv; Ehrsam, Andreas

    2017-06-01

    This work analyzes the impact of weather forecast uncertainty on the annual performance of a Concentrated Solar Power (CSP) plant. Forecast time series has been produced by a commercial forecast provider using the technique of hindcasting for the full year 2011 in hourly resolution for Ouarzazate, Morocco. Impact of forecast uncertainty has been measured on three case studies, representing typical tariff schemes observed in recent CSP projects plus a spot market price scenario. The analysis has been carried out using an annual performance model and a standard dispatch optimization algorithm based on dynamic programming. The dispatch optimizer has been demonstrated to be a key requisite to maximize the annual revenues depending on the price scenario, harvesting the maximum potential out of the CSP plant. Forecasting uncertainty affects the revenue enhancement outcome of a dispatch optimizer depending on the error level and the price function. Results show that forecasting accuracy of direct solar irradiance (DNI) is important to make best use of an optimized dispatch but also that a higher number of calculation updates can partially compensate this uncertainty. Improvement in revenues can be significant depending on the price profile and the optimal operation strategy. Pathways to achieve better performance are presented by having more updates both by repeatedly generating new optimized trajectories but also more often updating weather forecasts. This study shows the importance of working on DNI weather forecasting for revenue enhancement as well as selecting weather services that can provide multiple updates a day and probabilistic forecast information.

  11. Probabilistic liver atlas construction.

    Science.gov (United States)

    Dura, Esther; Domingo, Juan; Ayala, Guillermo; Marti-Bonmati, Luis; Goceri, E

    2017-01-13

    Anatomical atlases are 3D volumes or shapes representing an organ or structure of the human body. They contain either the prototypical shape of the object of interest together with other shapes representing its statistical variations (statistical atlas) or a probability map of belonging to the object (probabilistic atlas). Probabilistic atlases are mostly built with simple estimations only involving the data at each spatial location. A new method for probabilistic atlas construction that uses a generalized linear model is proposed. This method aims to improve the estimation of the probability to be covered by the liver. Furthermore, all methods to build an atlas involve previous coregistration of the sample of shapes available. The influence of the geometrical transformation adopted for registration in the quality of the final atlas has not been sufficiently investigated. The ability of an atlas to adapt to a new case is one of the most important quality criteria that should be taken into account. The presented experiments show that some methods for atlas construction are severely affected by the previous coregistration step. We show the good performance of the new approach. Furthermore, results suggest that extremely flexible registration methods are not always beneficial, since they can reduce the variability of the atlas and hence its ability to give sensible values of probability when used as an aid in segmentation of new cases.

  12. Probabilistic finite elements

    Science.gov (United States)

    Belytschko, Ted; Wing, Kam Liu

    1987-01-01

    In the Probabilistic Finite Element Method (PFEM), finite element methods have been efficiently combined with second-order perturbation techniques to provide an effective method for informing the designer of the range of response which is likely in a given problem. The designer must provide as input the statistical character of the input variables, such as yield strength, load magnitude, and Young's modulus, by specifying their mean values and their variances. The output then consists of the mean response and the variance in the response. Thus the designer is given a much broader picture of the predicted performance than with simply a single response curve. These methods are applicable to a wide class of problems, provided that the scale of randomness is not too large and the probabilistic density functions possess decaying tails. By incorporating the computational techniques we have developed in the past 3 years for efficiency, the probabilistic finite element methods are capable of handling large systems with many sources of uncertainties. Sample results for an elastic-plastic ten-bar structure and an elastic-plastic plane continuum with a circular hole subject to cyclic loadings with the yield stress on the random field are given.

  13. Forecasting freight flows

    DEFF Research Database (Denmark)

    Lyk-Jensen, Stéphanie

    2011-01-01

    Trade patterns and transport markets are changing as a result of the growth and globalization of international trade, and forecasting future freight flow has to rely on trade forecasts. Forecasting freight flows is critical for matching infrastructure supply to demand and for assessing investment...... constitute a valuable input to freight models for forecasting future capacity problems.......Trade patterns and transport markets are changing as a result of the growth and globalization of international trade, and forecasting future freight flow has to rely on trade forecasts. Forecasting freight flows is critical for matching infrastructure supply to demand and for assessing investment...

  14. Wave ensemble forecast system for tropical cyclones in the Australian region

    Science.gov (United States)

    Zieger, Stefan; Greenslade, Diana; Kepert, Jeffrey D.

    2018-05-01

    Forecasting of waves under extreme conditions such as tropical cyclones is vitally important for many offshore industries, but there remain many challenges. For Northwest Western Australia (NW WA), wave forecasts issued by the Australian Bureau of Meteorology have previously been limited to products from deterministic operational wave models forced by deterministic atmospheric models. The wave models are run over global (resolution 1/4∘) and regional (resolution 1/10∘) domains with forecast ranges of + 7 and + 3 day respectively. Because of this relatively coarse resolution (both in the wave models and in the forcing fields), the accuracy of these products is limited under tropical cyclone conditions. Given this limited accuracy, a new ensemble-based wave forecasting system for the NW WA region has been developed. To achieve this, a new dedicated 8-km resolution grid was nested in the global wave model. Over this grid, the wave model is forced with winds from a bias-corrected European Centre for Medium Range Weather Forecast atmospheric ensemble that comprises 51 ensemble members to take into account the uncertainties in location, intensity and structure of a tropical cyclone system. A unique technique is used to select restart files for each wave ensemble member. The system is designed to operate in real time during the cyclone season providing + 10-day forecasts. This paper will describe the wave forecast components of this system and present the verification metrics and skill for specific events.

  15. Evaluation of the Plant-Craig stochastic convection scheme in an ensemble forecasting system

    Science.gov (United States)

    Keane, R. J.; Plant, R. S.; Tennant, W. J.

    2015-12-01

    The Plant-Craig stochastic convection parameterization (version 2.0) is implemented in the Met Office Regional Ensemble Prediction System (MOGREPS-R) and is assessed in comparison with the standard convection scheme with a simple stochastic element only, from random parameter variation. A set of 34 ensemble forecasts, each with 24 members, is considered, over the month of July 2009. Deterministic and probabilistic measures of the precipitation forecasts are assessed. The Plant-Craig parameterization is found to improve probabilistic forecast measures, particularly the results for lower precipitation thresholds. The impact on deterministic forecasts at the grid scale is neutral, although the Plant-Craig scheme does deliver improvements when forecasts are made over larger areas. The improvements found are greater in conditions of relatively weak synoptic forcing, for which convective precipitation is likely to be less predictable.

  16. Probabilistic Tsunami Hazard Analysis

    Science.gov (United States)

    Thio, H. K.; Ichinose, G. A.; Somerville, P. G.; Polet, J.

    2006-12-01

    The recent tsunami disaster caused by the 2004 Sumatra-Andaman earthquake has focused our attention to the hazard posed by large earthquakes that occur under water, in particular subduction zone earthquakes, and the tsunamis that they generate. Even though these kinds of events are rare, the very large loss of life and material destruction caused by this earthquake warrant a significant effort towards the mitigation of the tsunami hazard. For ground motion hazard, Probabilistic Seismic Hazard Analysis (PSHA) has become a standard practice in the evaluation and mitigation of seismic hazard to populations in particular with respect to structures, infrastructure and lifelines. Its ability to condense the complexities and variability of seismic activity into a manageable set of parameters greatly facilitates the design of effective seismic resistant buildings but also the planning of infrastructure projects. Probabilistic Tsunami Hazard Analysis (PTHA) achieves the same goal for hazards posed by tsunami. There are great advantages of implementing such a method to evaluate the total risk (seismic and tsunami) to coastal communities. The method that we have developed is based on the traditional PSHA and therefore completely consistent with standard seismic practice. Because of the strong dependence of tsunami wave heights on bathymetry, we use a full waveform tsunami waveform computation in lieu of attenuation relations that are common in PSHA. By pre-computing and storing the tsunami waveforms at points along the coast generated for sets of subfaults that comprise larger earthquake faults, we can efficiently synthesize tsunami waveforms for any slip distribution on those faults by summing the individual subfault tsunami waveforms (weighted by their slip). This efficiency make it feasible to use Green's function summation in lieu of attenuation relations to provide very accurate estimates of tsunami height for probabilistic calculations, where one typically computes

  17. Hybrid vs Adaptive Ensemble Kalman Filtering for Storm Surge Forecasting

    Science.gov (United States)

    Altaf, M. U.; Raboudi, N.; Gharamti, M. E.; Dawson, C.; McCabe, M. F.; Hoteit, I.

    2014-12-01

    Recent storm surge events due to Hurricanes in the Gulf of Mexico have motivated the efforts to accurately forecast water levels. Toward this goal, a parallel architecture has been implemented based on a high resolution storm surge model, ADCIRC. However the accuracy of the model notably depends on the quality and the recentness of the input data (mainly winds and bathymetry), model parameters (e.g. wind and bottom drag coefficients), and the resolution of the model grid. Given all these uncertainties in the system, the challenge is to build an efficient prediction system capable of providing accurate forecasts enough ahead of time for the authorities to evacuate the areas at risk. We have developed an ensemble-based data assimilation system to frequently assimilate available data into the ADCIRC model in order to improve the accuracy of the model. In this contribution we study and analyze the performances of different ensemble Kalman filter methodologies for efficient short-range storm surge forecasting, the aim being to produce the most accurate forecasts at the lowest possible computing time. Using Hurricane Ike meteorological data to force the ADCIRC model over a domain including the Gulf of Mexico coastline, we implement and compare the forecasts of the standard EnKF, the hybrid EnKF and an adaptive EnKF. The last two schemes have been introduced as efficient tools for enhancing the behavior of the EnKF when implemented with small ensembles by exploiting information from a static background covariance matrix. Covariance inflation and localization are implemented in all these filters. Our results suggest that both the hybrid and the adaptive approach provide significantly better forecasts than those resulting from the standard EnKF, even when implemented with much smaller ensembles.

  18. A probabilistic tsunami hazard assessment for Indonesia

    Science.gov (United States)

    Horspool, N.; Pranantyo, I.; Griffin, J.; Latief, H.; Natawidjaja, D. H.; Kongko, W.; Cipta, A.; Bustaman, B.; Anugrah, S. D.; Thio, H. K.

    2014-11-01

    Probabilistic hazard assessments are a fundamental tool for assessing the threats posed by hazards to communities and are important for underpinning evidence-based decision-making regarding risk mitigation activities. Indonesia has been the focus of intense tsunami risk mitigation efforts following the 2004 Indian Ocean tsunami, but this has been largely concentrated on the Sunda Arc with little attention to other tsunami prone areas of the country such as eastern Indonesia. We present the first nationally consistent probabilistic tsunami hazard assessment (PTHA) for Indonesia. This assessment produces time-independent forecasts of tsunami hazards at the coast using data from tsunami generated by local, regional and distant earthquake sources. The methodology is based on the established monte carlo approach to probabilistic seismic hazard assessment (PSHA) and has been adapted to tsunami. We account for sources of epistemic and aleatory uncertainty in the analysis through the use of logic trees and sampling probability density functions. For short return periods (100 years) the highest tsunami hazard is the west coast of Sumatra, south coast of Java and the north coast of Papua. For longer return periods (500-2500 years), the tsunami hazard is highest along the Sunda Arc, reflecting the larger maximum magnitudes. The annual probability of experiencing a tsunami with a height of > 0.5 m at the coast is greater than 10% for Sumatra, Java, the Sunda islands (Bali, Lombok, Flores, Sumba) and north Papua. The annual probability of experiencing a tsunami with a height of > 3.0 m, which would cause significant inundation and fatalities, is 1-10% in Sumatra, Java, Bali, Lombok and north Papua, and 0.1-1% for north Sulawesi, Seram and Flores. The results of this national-scale hazard assessment provide evidence for disaster managers to prioritise regions for risk mitigation activities and/or more detailed hazard or risk assessment.

  19. Financial and Real Sector Leading Indicators of Recessions in Brazil Using Probabilistic Models

    Directory of Open Access Journals (Sweden)

    Fernando Nascimento de Oliveira

    Full Text Available We examine the usefulness of various financial and real sector variables to forecast recessions in Brazil between one and eight quarters ahead. We estimate probabilistic models of recession and select models based on their outof-sample forecasts, using the Receiver Operating Characteristic (ROC function. We find that the predictive out-of-sample ability of several models vary depending on the numbers of quarters ahead to forecast and on the number of regressors used in the model specification. The models selected seem to be relevant to give early warnings of recessions in Brazil.

  20. Operational forecasting based on a modified Weather Research and Forecasting model

    Energy Technology Data Exchange (ETDEWEB)

    Lundquist, J; Glascoe, L; Obrecht, J

    2010-03-18

    Accurate short-term forecasts of wind resources are required for efficient wind farm operation and ultimately for the integration of large amounts of wind-generated power into electrical grids. Siemens Energy Inc. and Lawrence Livermore National Laboratory, with the University of Colorado at Boulder, are collaborating on the design of an operational forecasting system for large wind farms. The basis of the system is the numerical weather prediction tool, the Weather Research and Forecasting (WRF) model; large-eddy simulations and data assimilation approaches are used to refine and tailor the forecasting system. Representation of the atmospheric boundary layer is modified, based on high-resolution large-eddy simulations of the atmospheric boundary. These large-eddy simulations incorporate wake effects from upwind turbines on downwind turbines as well as represent complex atmospheric variability due to complex terrain and surface features as well as atmospheric stability. Real-time hub-height wind speed and other meteorological data streams from existing wind farms are incorporated into the modeling system to enable uncertainty quantification through probabilistic forecasts. A companion investigation has identified optimal boundary-layer physics options for low-level forecasts in complex terrain, toward employing decadal WRF simulations to anticipate large-scale changes in wind resource availability due to global climate change.

  1. Some probabilistic aspects of fracture

    International Nuclear Information System (INIS)

    Thomas, J.M.

    1982-01-01

    Some probabilistic aspects of fracture in structural and mechanical components are examined. The principles of fracture mechanics, material quality and inspection uncertainty are formulated into a conceptual and analytical framework for prediction of failure probability. The role of probabilistic fracture mechanics in a more global context of risk and optimization of decisions is illustrated. An example, where Monte Carlo simulation was used to implement a probabilistic fracture mechanics analysis, is discussed. (orig.)

  2. Flood forecasting and uncertainty of precipitation forecasts

    International Nuclear Information System (INIS)

    Kobold, Mira; Suselj, Kay

    2004-01-01

    The timely and accurate flood forecasting is essential for the reliable flood warning. The effectiveness of flood warning is dependent on the forecast accuracy of certain physical parameters, such as the peak magnitude of the flood, its timing, location and duration. The conceptual rainfall - runoff models enable the estimation of these parameters and lead to useful operational forecasts. The accurate rainfall is the most important input into hydrological models. The input for the rainfall can be real time rain-gauges data, or weather radar data, or meteorological forecasted precipitation. The torrential nature of streams and fast runoff are characteristic for the most of the Slovenian rivers. Extensive damage is caused almost every year- by rainstorms affecting different regions of Slovenia' The lag time between rainfall and runoff is very short for Slovenian territory and on-line data are used only for now casting. Forecasted precipitations are necessary for hydrological forecast for some days ahead. ECMWF (European Centre for Medium-Range Weather Forecasts) gives general forecast for several days ahead while more detailed precipitation data with limited area ALADIN/Sl model are available for two days ahead. There is a certain degree of uncertainty using such precipitation forecasts based on meteorological models. The variability of precipitation is very high in Slovenia and the uncertainty of ECMWF predicted precipitation is very large for Slovenian territory. ECMWF model can predict precipitation events correctly, but underestimates amount of precipitation in general The average underestimation is about 60% for Slovenian region. The predictions of limited area ALADIN/Si model up to; 48 hours ahead show greater applicability in hydrological forecasting. The hydrological models are sensitive to precipitation input. The deviation of runoff is much bigger than the rainfall deviation. Runoff to rainfall error fraction is about 1.6. If spatial and time distribution

  3. Application of the North American Multi-Model Ensemble to seasonal water supply forecasting in the Great Lakes basin through the use of the Great Lakes Seasonal Climate Forecast Tool

    Science.gov (United States)

    Gronewold, A.; Apps, D.; Fry, L. M.; Bolinger, R.

    2017-12-01

    The U.S. Army Corps of Engineers (USACE) contribution to the internationally coordinated 6-month forecast of Great Lakes water levels relies on several water supply models, including a regression model relating a coming month's water supply to past water supplies, previous months' precipitation and temperature, and forecasted precipitation and temperature. Probabilistic forecasts of precipitation and temperature depicted in the Climate Prediction Center's seasonal outlook maps are considered to be standard for use in operational forecasting for seasonal time horizons, and have provided the basis for computing a coming month's precipitation and temperature for use in the USACE water supply regression models. The CPC outlook maps are a useful forecast product offering insight into interpretation of climate models through the prognostic discussion and graphical forecasts. However, recent evolution of USACE forecast procedures to accommodate automated data transfer and manipulation offers a new opportunity for direct incorporation of ensemble climate forecast data into probabilistic outlooks of water supply using existing models that have previously been implemented in a deterministic fashion. We will present results from a study investigating the potential for applying data from the North American Multi-Model Ensemble to operational water supply forecasts. The use of NMME forecasts is facilitated by a new, publicly available, Great Lakes Seasonal Climate Forecast Tool that provides operational forecasts of monthly average temperatures and monthly total precipitation summarized for each lake basin.

  4. Enhancing COSMO-DE ensemble forecasts by inexpensive techniques

    Directory of Open Access Journals (Sweden)

    Zied Ben Bouallègue

    2013-02-01

    Full Text Available COSMO-DE-EPS, a convection-permitting ensemble prediction system based on the high-resolution numerical weather prediction model COSMO-DE, is pre-operational since December 2010, providing probabilistic forecasts which cover Germany. This ensemble system comprises 20 members based on variations of the lateral boundary conditions, the physics parameterizations and the initial conditions. In order to increase the sample size in a computationally inexpensive way, COSMO-DE-EPS is combined with alternative ensemble techniques: the neighborhood method and the time-lagged approach. Their impact on the quality of the resulting probabilistic forecasts is assessed. Objective verification is performed over a six months period, scores based on the Brier score and its decomposition are shown for June 2011. The combination of the ensemble system with the alternative approaches improves probabilistic forecasts of precipitation in particular for high precipitation thresholds. Moreover, combining COSMO-DE-EPS with only the time-lagged approach improves the skill of area probabilities for precipitation and does not deteriorate the skill of 2 m-temperature and wind gusts forecasts.

  5. Assessing probabilistic predictions of ENSO phase and intensity from the North American Multimodel Ensemble

    Science.gov (United States)

    Tippett, Michael K.; Ranganathan, Meghana; L'Heureux, Michelle; Barnston, Anthony G.; DelSole, Timothy

    2017-05-01

    Here we examine the skill of three, five, and seven-category monthly ENSO probability forecasts (1982-2015) from single and multi-model ensemble integrations of the North American Multimodel Ensemble (NMME) project. Three-category forecasts are typical and provide probabilities for the ENSO phase (El Niño, La Niña or neutral). Additional forecast categories indicate the likelihood of ENSO conditions being weak, moderate or strong. The level of skill observed for differing numbers of forecast categories can help to determine the appropriate degree of forecast precision. However, the dependence of the skill score itself on the number of forecast categories must be taken into account. For reliable forecasts with same quality, the ranked probability skill score (RPSS) is fairly insensitive to the number of categories, while the logarithmic skill score (LSS) is an information measure and increases as categories are added. The ignorance skill score decreases to zero as forecast categories are added, regardless of skill level. For all models, forecast formats and skill scores, the northern spring predictability barrier explains much of the dependence of skill on target month and forecast lead. RPSS values for monthly ENSO forecasts show little dependence on the number of categories. However, the LSS of multimodel ensemble forecasts with five and seven categories show statistically significant advantages over the three-category forecasts for the targets and leads that are least affected by the spring predictability barrier. These findings indicate that current prediction systems are capable of providing more detailed probabilistic forecasts of ENSO phase and amplitude than are typically provided.

  6. Probabilistic safety assessment

    International Nuclear Information System (INIS)

    Hoertner, H.; Schuetz, B.

    1982-09-01

    For the purpose of assessing applicability and informativeness on risk-analysis methods in licencing procedures under atomic law, the choice of instruments for probabilistic analysis, the problems in and experience gained in their application, and the discussion of safety goals with respect to such instruments are of paramount significance. Naturally, such a complex field can only be dealt with step by step, making contribution relative to specific problems. The report on hand shows the essentials of a 'stocktaking' of systems relability studies in the licencing procedure under atomic law and of an American report (NUREG-0739) on 'Quantitative Safety Goals'. (orig.) [de

  7. Probabilistic methods for physics

    International Nuclear Information System (INIS)

    Cirier, G

    2013-01-01

    We present an asymptotic method giving a probability of presence of the iterated spots of R d by a polynomial function f. We use the well-known Perron Frobenius operator (PF) that lets certain sets and measure invariant by f. Probabilistic solutions can exist for the deterministic iteration. If the theoretical result is already known, here we quantify these probabilities. This approach seems interesting to use for computing situations when the deterministic methods don't run. Among the examined applications, are asymptotic solutions of Lorenz, Navier-Stokes or Hamilton's equations. In this approach, linearity induces many difficult problems, all of whom we have not yet resolved.

  8. Quantum probability for probabilists

    CERN Document Server

    Meyer, Paul-André

    1993-01-01

    In recent years, the classical theory of stochastic integration and stochastic differential equations has been extended to a non-commutative set-up to develop models for quantum noises. The author, a specialist of classical stochastic calculus and martingale theory, tries to provide anintroduction to this rapidly expanding field in a way which should be accessible to probabilists familiar with the Ito integral. It can also, on the other hand, provide a means of access to the methods of stochastic calculus for physicists familiar with Fock space analysis.

  9. Integration of Probabilistic Exposure Assessment and Probabilistic Hazard Characterization

    NARCIS (Netherlands)

    Voet, van der H.; Slob, W.

    2007-01-01

    A method is proposed for integrated probabilistic risk assessment where exposure assessment and hazard characterization are both included in a probabilistic way. The aim is to specify the probability that a random individual from a defined (sub)population will have an exposure high enough to cause a

  10. Probabilistic Structural Analysis of SSME Turbopump Blades: Probabilistic Geometry Effects

    Science.gov (United States)

    Nagpal, V. K.

    1985-01-01

    A probabilistic study was initiated to evaluate the precisions of the geometric and material properties tolerances on the structural response of turbopump blades. To complete this study, a number of important probabilistic variables were identified which are conceived to affect the structural response of the blade. In addition, a methodology was developed to statistically quantify the influence of these probabilistic variables in an optimized way. The identified variables include random geometric and material properties perturbations, different loadings and a probabilistic combination of these loadings. Influences of these probabilistic variables are planned to be quantified by evaluating the blade structural response. Studies of the geometric perturbations were conducted for a flat plate geometry as well as for a space shuttle main engine blade geometry using a special purpose code which uses the finite element approach. Analyses indicate that the variances of the perturbations about given mean values have significant influence on the response.

  11. From wind ensembles to probabilistic information about future wind power production - results from an actual application

    DEFF Research Database (Denmark)

    Nielsen, Henrik Aalborg; Nielsen, Torben Skov; Madsen, Henrik

    2006-01-01

    on the wind power ensemble forecasts. Given measurements of power production, representing a region or a single wind farm, we have developed methods applicable for these two steps. While (ii) should in principle be a simple task we found that the probabilistic information contained in the wind power ensembles...... horizon we aim at supplying quantiles of the wind power production conditional on the information available at the time at which the forecast is generated. This involves: (i) transformation of meteorological ensemble forecasts into wind power ensemble forecasts and (ii) calculation of quantiles based....... The application use ECMWF-ensembles. One setup corresponds to an offshore wind farm (Nysted, Denmark) and one corresponds to regional forecasting (Western Denmark). In the paper we analyze the results obtained from 8 months of actual operation of this system. It is concluded that the demo-application produce...

  12. A General Framework for Probabilistic Characterizing Formulae

    DEFF Research Database (Denmark)

    Sack, Joshua; Zhang, Lijun

    2012-01-01

    Recently, a general framework on characteristic formulae was proposed by Aceto et al. It offers a simple theory that allows one to easily obtain characteristic formulae of many non-probabilistic behavioral relations. Our paper studies their techniques in a probabilistic setting. We provide...... a general method for determining characteristic formulae of behavioral relations for probabilistic automata using fixed-point probability logics. We consider such behavioral relations as simulations and bisimulations, probabilistic bisimulations, probabilistic weak simulations, and probabilistic forward...

  13. Probabilistic pathway construction.

    Science.gov (United States)

    Yousofshahi, Mona; Lee, Kyongbum; Hassoun, Soha

    2011-07-01

    Expression of novel synthesis pathways in host organisms amenable to genetic manipulations has emerged as an attractive metabolic engineering strategy to overproduce natural products, biofuels, biopolymers and other commercially useful metabolites. We present a pathway construction algorithm for identifying viable synthesis pathways compatible with balanced cell growth. Rather than exhaustive exploration, we investigate probabilistic selection of reactions to construct the pathways. Three different selection schemes are investigated for the selection of reactions: high metabolite connectivity, low connectivity and uniformly random. For all case studies, which involved a diverse set of target metabolites, the uniformly random selection scheme resulted in the highest average maximum yield. When compared to an exhaustive search enumerating all possible reaction routes, our probabilistic algorithm returned nearly identical distributions of yields, while requiring far less computing time (minutes vs. years). The pathways identified by our algorithm have previously been confirmed in the literature as viable, high-yield synthesis routes. Prospectively, our algorithm could facilitate the design of novel, non-native synthesis routes by efficiently exploring the diversity of biochemical transformations in nature. Copyright © 2011 Elsevier Inc. All rights reserved.

  14. Probabilistic risk assessment methodology

    International Nuclear Information System (INIS)

    Shinaishin, M.A.

    1988-06-01

    The objective of this work is to provide the tools necessary for clear identification of: the purpose of a Probabilistic Risk Study, the bounds and depth of the study, the proper modeling techniques to be used, the failure modes contributing to the analysis, the classical and baysian approaches for manipulating data necessary for quantification, ways for treating uncertainties, and available computer codes that may be used in performing such probabilistic analysis. In addition, it provides the means for measuring the importance of a safety feature to maintaining a level of risk at a Nuclear Power Plant and the worth of optimizing a safety system in risk reduction. In applying these techniques so that they accommodate our national resources and needs it was felt that emphasis should be put on the system reliability analysis level of PRA. Objectives of such studies could include: comparing systems' designs of the various vendors in the bedding stage, and performing grid reliability and human performance analysis using national specific data. (author)

  15. Probabilistic cellular automata.

    Science.gov (United States)

    Agapie, Alexandru; Andreica, Anca; Giuclea, Marius

    2014-09-01

    Cellular automata are binary lattices used for modeling complex dynamical systems. The automaton evolves iteratively from one configuration to another, using some local transition rule based on the number of ones in the neighborhood of each cell. With respect to the number of cells allowed to change per iteration, we speak of either synchronous or asynchronous automata. If randomness is involved to some degree in the transition rule, we speak of probabilistic automata, otherwise they are called deterministic. With either type of cellular automaton we are dealing with, the main theoretical challenge stays the same: starting from an arbitrary initial configuration, predict (with highest accuracy) the end configuration. If the automaton is deterministic, the outcome simplifies to one of two configurations, all zeros or all ones. If the automaton is probabilistic, the whole process is modeled by a finite homogeneous Markov chain, and the outcome is the corresponding stationary distribution. Based on our previous results for the asynchronous case-connecting the probability of a configuration in the stationary distribution to its number of zero-one borders-the article offers both numerical and theoretical insight into the long-term behavior of synchronous cellular automata.

  16. Probabilistic biological network alignment.

    Science.gov (United States)

    Todor, Andrei; Dobra, Alin; Kahveci, Tamer

    2013-01-01

    Interactions between molecules are probabilistic events. An interaction may or may not happen with some probability, depending on a variety of factors such as the size, abundance, or proximity of the interacting molecules. In this paper, we consider the problem of aligning two biological networks. Unlike existing methods, we allow one of the two networks to contain probabilistic interactions. Allowing interaction probabilities makes the alignment more biologically relevant at the expense of explosive growth in the number of alternative topologies that may arise from different subsets of interactions that take place. We develop a novel method that efficiently and precisely characterizes this massive search space. We represent the topological similarity between pairs of aligned molecules (i.e., proteins) with the help of random variables and compute their expected values. We validate our method showing that, without sacrificing the running time performance, it can produce novel alignments. Our results also demonstrate that our method identifies biologically meaningful mappings under a comprehensive set of criteria used in the literature as well as the statistical coherence measure that we developed to analyze the statistical significance of the similarity of the functions of the aligned protein pairs.

  17. Quantum probabilistic logic programming

    Science.gov (United States)

    Balu, Radhakrishnan

    2015-05-01

    We describe a quantum mechanics based logic programming language that supports Horn clauses, random variables, and covariance matrices to express and solve problems in probabilistic logic. The Horn clauses of the language wrap random variables, including infinite valued, to express probability distributions and statistical correlations, a powerful feature to capture relationship between distributions that are not independent. The expressive power of the language is based on a mechanism to implement statistical ensembles and to solve the underlying SAT instances using quantum mechanical machinery. We exploit the fact that classical random variables have quantum decompositions to build the Horn clauses. We establish the semantics of the language in a rigorous fashion by considering an existing probabilistic logic language called PRISM with classical probability measures defined on the Herbrand base and extending it to the quantum context. In the classical case H-interpretations form the sample space and probability measures defined on them lead to consistent definition of probabilities for well formed formulae. In the quantum counterpart, we define probability amplitudes on Hinterpretations facilitating the model generations and verifications via quantum mechanical superpositions and entanglements. We cast the well formed formulae of the language as quantum mechanical observables thus providing an elegant interpretation for their probabilities. We discuss several examples to combine statistical ensembles and predicates of first order logic to reason with situations involving uncertainty.

  18. Probabilistic risk assessment methodology

    Energy Technology Data Exchange (ETDEWEB)

    Shinaishin, M A

    1988-06-15

    The objective of this work is to provide the tools necessary for clear identification of: the purpose of a Probabilistic Risk Study, the bounds and depth of the study, the proper modeling techniques to be used, the failure modes contributing to the analysis, the classical and baysian approaches for manipulating data necessary for quantification, ways for treating uncertainties, and available computer codes that may be used in performing such probabilistic analysis. In addition, it provides the means for measuring the importance of a safety feature to maintaining a level of risk at a Nuclear Power Plant and the worth of optimizing a safety system in risk reduction. In applying these techniques so that they accommodate our national resources and needs it was felt that emphasis should be put on the system reliability analysis level of PRA. Objectives of such studies could include: comparing systems' designs of the various vendors in the bedding stage, and performing grid reliability and human performance analysis using national specific data. (author)

  19. Fuel cycle forecasting - there are forecasts and there are forecasts

    Energy Technology Data Exchange (ETDEWEB)

    Puechl, K H

    1975-12-01

    The FORECAST-NUCLEAR computer program described recognizes that forecasts are made to answer a variety of questions and, therefore, that no single forecast is universally appropriate. Also, it recognizes that no two individuals will completely agree as to the input data that are appropriate for obtaining an answer to even a single simple question. Accordingly, the program was written from a utilitarian standpoint: it allows working with multiple projections; data inputting is simple to allow game-playing; computation time is short to minimize the cost of 'what if' assessements; and detail is internally carried to allow meaningful analysis.

  20. Fuel cycle forecasting - there are forecasts and there are forecasts

    International Nuclear Information System (INIS)

    Puechl, K.H.

    1975-01-01

    The FORECAST-NUCLEAR computer program described recognizes that forecasts are made to answer a variety of questions and, therefore, that no single forecast is universally appropriate. Also, it recognizes that no two individuals will completely agree as to the input data that are appropriate for obtaining an answer to even a single simple question. Accordingly, the program was written from a utilitarian standpoint: it allows working with multiple projections; data inputting is simple to allow game-playing; computation time is short to minimize the cost of 'what if' assessements; and detail is internally carried to allow meaningful analysis. (author)

  1. Probabilistic studies of accident sequences

    International Nuclear Information System (INIS)

    Villemeur, A.; Berger, J.P.

    1986-01-01

    For several years, Electricite de France has carried out probabilistic assessment of accident sequences for nuclear power plants. In the framework of this program many methods were developed. As the interest in these studies was increasing and as adapted methods were developed, Electricite de France has undertaken a probabilistic safety assessment of a nuclear power plant [fr

  2. Compression of Probabilistic XML documents

    NARCIS (Netherlands)

    Veldman, Irma

    2009-01-01

    Probabilistic XML (PXML) files resulting from data integration can become extremely large, which is undesired. For XML there are several techniques available to compress the document and since probabilistic XML is in fact (a special form of) XML, it might benefit from these methods even more. In

  3. Probabilistic Structural Analysis Theory Development

    Science.gov (United States)

    Burnside, O. H.

    1985-01-01

    The objective of the Probabilistic Structural Analysis Methods (PSAM) project is to develop analysis techniques and computer programs for predicting the probabilistic response of critical structural components for current and future space propulsion systems. This technology will play a central role in establishing system performance and durability. The first year's technical activity is concentrating on probabilistic finite element formulation strategy and code development. Work is also in progress to survey critical materials and space shuttle mian engine components. The probabilistic finite element computer program NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) is being developed. The final probabilistic code will have, in the general case, the capability of performing nonlinear dynamic of stochastic structures. It is the goal of the approximate methods effort to increase problem solving efficiency relative to finite element methods by using energy methods to generate trial solutions which satisfy the structural boundary conditions. These approximate methods will be less computer intensive relative to the finite element approach.

  4. Robust Approaches to Forecasting

    OpenAIRE

    Jennifer Castle; David Hendry; Michael P. Clements

    2014-01-01

    We investigate alternative robust approaches to forecasting, using a new class of robust devices, contrasted with equilibrium correction models. Their forecasting properties are derived facing a range of likely empirical problems at the forecast origin, including measurement errors, implulses, omitted variables, unanticipated location shifts and incorrectly included variables that experience a shift. We derive the resulting forecast biases and error variances, and indicate when the methods ar...

  5. Inflation Forecast Contracts

    OpenAIRE

    Gersbach, Hans; Hahn, Volker

    2012-01-01

    We introduce a new type of incentive contract for central bankers: inflation forecast contracts, which make central bankers’ remunerations contingent on the precision of their inflation forecasts. We show that such contracts enable central bankers to influence inflation expectations more effectively, thus facilitating more successful stabilization of current inflation. Inflation forecast contracts improve the accuracy of inflation forecasts, but have adverse consequences for output. On balanc...

  6. Bayesian quantitative precipitation forecasts in terms of quantiles

    Science.gov (United States)

    Bentzien, Sabrina; Friederichs, Petra

    2014-05-01

    Ensemble prediction systems (EPS) for numerical weather predictions on the mesoscale are particularly developed to obtain probabilistic guidance for high impact weather. An EPS not only issues a deterministic future state of the atmosphere but a sample of possible future states. Ensemble postprocessing then translates such a sample of forecasts into probabilistic measures. This study focus on probabilistic quantitative precipitation forecasts in terms of quantiles. Quantiles are particular suitable to describe precipitation at various locations, since no assumption is required on the distribution of precipitation. The focus is on the prediction during high-impact events and related to the Volkswagen Stiftung funded project WEX-MOP (Mesoscale Weather Extremes - Theory, Spatial Modeling and Prediction). Quantile forecasts are derived from the raw ensemble and via quantile regression. Neighborhood method and time-lagging are effective tools to inexpensively increase the ensemble spread, which results in more reliable forecasts especially for extreme precipitation events. Since an EPS provides a large amount of potentially informative predictors, a variable selection is required in order to obtain a stable statistical model. A Bayesian formulation of quantile regression allows for inference about the selection of predictive covariates by the use of appropriate prior distributions. Moreover, the implementation of an additional process layer for the regression parameters accounts for spatial variations of the parameters. Bayesian quantile regression and its spatially adaptive extension is illustrated for the German-focused mesoscale weather prediction ensemble COSMO-DE-EPS, which runs (pre)operationally since December 2010 at the German Meteorological Service (DWD). Objective out-of-sample verification uses the quantile score (QS), a weighted absolute error between quantile forecasts and observations. The QS is a proper scoring function and can be decomposed into

  7. Development and testing of improved statistical wind power forecasting methods.

    Energy Technology Data Exchange (ETDEWEB)

    Mendes, J.; Bessa, R.J.; Keko, H.; Sumaili, J.; Miranda, V.; Ferreira, C.; Gama, J.; Botterud, A.; Zhou, Z.; Wang, J. (Decision and Information Sciences); (INESC Porto)

    2011-12-06

    Wind power forecasting (WPF) provides important inputs to power system operators and electricity market participants. It is therefore not surprising that WPF has attracted increasing interest within the electric power industry. In this report, we document our research on improving statistical WPF algorithms for point, uncertainty, and ramp forecasting. Below, we provide a brief introduction to the research presented in the following chapters. For a detailed overview of the state-of-the-art in wind power forecasting, we refer to [1]. Our related work on the application of WPF in operational decisions is documented in [2]. Point forecasts of wind power are highly dependent on the training criteria used in the statistical algorithms that are used to convert weather forecasts and observational data to a power forecast. In Chapter 2, we explore the application of information theoretic learning (ITL) as opposed to the classical minimum square error (MSE) criterion for point forecasting. In contrast to the MSE criterion, ITL criteria do not assume a Gaussian distribution of the forecasting errors. We investigate to what extent ITL criteria yield better results. In addition, we analyze time-adaptive training algorithms and how they enable WPF algorithms to cope with non-stationary data and, thus, to adapt to new situations without requiring additional offline training of the model. We test the new point forecasting algorithms on two wind farms located in the U.S. Midwest. Although there have been advancements in deterministic WPF, a single-valued forecast cannot provide information on the dispersion of observations around the predicted value. We argue that it is essential to generate, together with (or as an alternative to) point forecasts, a representation of the wind power uncertainty. Wind power uncertainty representation can take the form of probabilistic forecasts (e.g., probability density function, quantiles), risk indices (e.g., prediction risk index) or scenarios

  8. Long-range forecasting of intermittent streamflow

    Science.gov (United States)

    van Ogtrop, F. F.; Vervoort, R. W.; Heller, G. Z.; Stasinopoulos, D. M.; Rigby, R. A.

    2011-11-01

    Long-range forecasting of intermittent streamflow in semi-arid Australia poses a number of major challenges. One of the challenges relates to modelling zero, skewed, non-stationary, and non-linear data. To address this, a statistical model to forecast streamflow up to 12 months ahead is applied to five semi-arid catchments in South Western Queensland. The model uses logistic regression through Generalised Additive Models for Location, Scale and Shape (GAMLSS) to determine the probability of flow occurring in any of the systems. We then use the same regression framework in combination with a right-skewed distribution, the Box-Cox t distribution, to model the intensity (depth) of the non-zero streamflows. Time, seasonality and climate indices, describing the Pacific and Indian Ocean sea surface temperatures, are tested as covariates in the GAMLSS model to make probabilistic 6 and 12-month forecasts of the occurrence and intensity of streamflow. The output reveals that in the study region the occurrence and variability of flow is driven by sea surface temperatures and therefore forecasts can be made with some skill.

  9. Long-range forecasting of intermittent streamflow

    Directory of Open Access Journals (Sweden)

    F. F. van Ogtrop

    2011-11-01

    Full Text Available Long-range forecasting of intermittent streamflow in semi-arid Australia poses a number of major challenges. One of the challenges relates to modelling zero, skewed, non-stationary, and non-linear data. To address this, a statistical model to forecast streamflow up to 12 months ahead is applied to five semi-arid catchments in South Western Queensland. The model uses logistic regression through Generalised Additive Models for Location, Scale and Shape (GAMLSS to determine the probability of flow occurring in any of the systems. We then use the same regression framework in combination with a right-skewed distribution, the Box-Cox t distribution, to model the intensity (depth of the non-zero streamflows. Time, seasonality and climate indices, describing the Pacific and Indian Ocean sea surface temperatures, are tested as covariates in the GAMLSS model to make probabilistic 6 and 12-month forecasts of the occurrence and intensity of streamflow. The output reveals that in the study region the occurrence and variability of flow is driven by sea surface temperatures and therefore forecasts can be made with some skill.

  10. Combining 2-m temperature nowcasting and short range ensemble forecasting

    Directory of Open Access Journals (Sweden)

    A. Kann

    2011-12-01

    Full Text Available During recent years, numerical ensemble prediction systems have become an important tool for estimating the uncertainties of dynamical and physical processes as represented in numerical weather models. The latest generation of limited area ensemble prediction systems (LAM-EPSs allows for probabilistic forecasts at high resolution in both space and time. However, these systems still suffer from systematic deficiencies. Especially for nowcasting (0–6 h applications the ensemble spread is smaller than the actual forecast error. This paper tries to generate probabilistic short range 2-m temperature forecasts by combining a state-of-the-art nowcasting method and a limited area ensemble system, and compares the results with statistical methods. The Integrated Nowcasting Through Comprehensive Analysis (INCA system, which has been in operation at the Central Institute for Meteorology and Geodynamics (ZAMG since 2006 (Haiden et al., 2011, provides short range deterministic forecasts at high temporal (15 min–60 min and spatial (1 km resolution. An INCA Ensemble (INCA-EPS of 2-m temperature forecasts is constructed by applying a dynamical approach, a statistical approach, and a combined dynamic-statistical method. The dynamical method takes uncertainty information (i.e. ensemble variance from the operational limited area ensemble system ALADIN-LAEF (Aire Limitée Adaptation Dynamique Développement InterNational Limited Area Ensemble Forecasting which is running operationally at ZAMG (Wang et al., 2011. The purely statistical method assumes a well-calibrated spread-skill relation and applies ensemble spread according to the skill of the INCA forecast of the most recent past. The combined dynamic-statistical approach adapts the ensemble variance gained from ALADIN-LAEF with non-homogeneous Gaussian regression (NGR which yields a statistical mbox{correction} of the first and second moment (mean bias and dispersion for Gaussian distributed continuous

  11. History matching and parameter estimation of surface deformation data for a CO2 sequestration field project using ensemble-based algorithm

    Science.gov (United States)

    Ping, J.; Tavakoli, R.; Min, B.; Srinivasan, S.; Wheeler, M. F.

    2015-12-01

    Optimal management of subsurface processes requires the characterization of the uncertainty in reservoir description and reservoir performance prediction. The application of ensemble-based algorithms for history matching reservoir models has been steadily increasing over the past decade. However, the majority of implementations in the reservoir engineering have dealt only with production history matching. During geologic sequestration, the injection of large quantities of CO2 into the subsurface may alter the stress/strain field which in turn can lead to surface uplift or subsidence. Therefore, it is essential to couple multiphase flow and geomechanical response in order to predict and quantify the uncertainty of CO2 plume movement for long-term, large-scale CO2 sequestration projects. In this work, we simulate and estimate the properties of a reservoir that is being used to store CO2 as part of the In Salah Capture and Storage project in Algeria. The CO2 is separated from produced natural gas and is re-injected into downdip aquifer portion of the field from three long horizontal wells. The field observation data includes ground surface deformations (uplift) measured using satellite-based radar (InSAR), injection well locations and CO2 injection rate histories provided by the operators. We implement ensemble-based algorithms for assimilating both injection rate data as well as geomechanical observations (surface uplift) into reservoir model. The preliminary estimation results of horizontal permeability and material properties such as Young Modulus and Poisson Ratio are consistent with available measurements and previous studies in this field. Moreover, the existence of high-permeability channels/fractures within the reservoir; especially in the regions around the injection wells are confirmed. This estimation results can be used to accurately and efficiently predict and monitor the movement of CO2 plume.

  12. Probabilistic escalation modelling

    Energy Technology Data Exchange (ETDEWEB)

    Korneliussen, G.; Eknes, M.L.; Haugen, K.; Selmer-Olsen, S. [Det Norske Veritas, Oslo (Norway)

    1997-12-31

    This paper describes how structural reliability methods may successfully be applied within quantitative risk assessment (QRA) as an alternative to traditional event tree analysis. The emphasis is on fire escalation in hydrocarbon production and processing facilities. This choice was made due to potential improvements over current QRA practice associated with both the probabilistic approach and more detailed modelling of the dynamics of escalating events. The physical phenomena important for the events of interest are explicitly modelled as functions of time. Uncertainties are represented through probability distributions. The uncertainty modelling enables the analysis to be simple when possible and detailed when necessary. The methodology features several advantages compared with traditional risk calculations based on event trees. (Author)

  13. Probabilistic fracture finite elements

    Science.gov (United States)

    Liu, W. K.; Belytschko, T.; Lua, Y. J.

    1991-05-01

    The Probabilistic Fracture Mechanics (PFM) is a promising method for estimating the fatigue life and inspection cycles for mechanical and structural components. The Probability Finite Element Method (PFEM), which is based on second moment analysis, has proved to be a promising, practical approach to handle problems with uncertainties. As the PFEM provides a powerful computational tool to determine first and second moment of random parameters, the second moment reliability method can be easily combined with PFEM to obtain measures of the reliability of the structural system. The method is also being applied to fatigue crack growth. Uncertainties in the material properties of advanced materials such as polycrystalline alloys, ceramics, and composites are commonly observed from experimental tests. This is mainly attributed to intrinsic microcracks, which are randomly distributed as a result of the applied load and the residual stress.

  14. Probabilistic retinal vessel segmentation

    Science.gov (United States)

    Wu, Chang-Hua; Agam, Gady

    2007-03-01

    Optic fundus assessment is widely used for diagnosing vascular and non-vascular pathology. Inspection of the retinal vasculature may reveal hypertension, diabetes, arteriosclerosis, cardiovascular disease and stroke. Due to various imaging conditions retinal images may be degraded. Consequently, the enhancement of such images and vessels in them is an important task with direct clinical applications. We propose a novel technique for vessel enhancement in retinal images that is capable of enhancing vessel junctions in addition to linear vessel segments. This is an extension of vessel filters we have previously developed for vessel enhancement in thoracic CT scans. The proposed approach is based on probabilistic models which can discern vessels and junctions. Evaluation shows the proposed filter is better than several known techniques and is comparable to the state of the art when evaluated on a standard dataset. A ridge-based vessel tracking process is applied on the enhanced image to demonstrate the effectiveness of the enhancement filter.

  15. Probabilistic sensory recoding.

    Science.gov (United States)

    Jazayeri, Mehrdad

    2008-08-01

    A hallmark of higher brain functions is the ability to contemplate the world rather than to respond reflexively to it. To do so, the nervous system makes use of a modular architecture in which sensory representations are dissociated from areas that control actions. This flexibility however necessitates a recoding scheme that would put sensory information to use in the control of behavior. Sensory recoding faces two important challenges. First, recoding must take into account the inherent variability of sensory responses. Second, it must be flexible enough to satisfy the requirements of different perceptual goals. Recent progress in theory, psychophysics, and neurophysiology indicate that cortical circuitry might meet these challenges by evaluating sensory signals probabilistically.

  16. Electricity demand forecasting techniques

    International Nuclear Information System (INIS)

    Gnanalingam, K.

    1994-01-01

    Electricity demand forecasting plays an important role in power generation. The two areas of data that have to be forecasted in a power system are peak demand which determines the capacity (MW) of the plant required and annual energy demand (GWH). Methods used in electricity demand forecasting include time trend analysis and econometric methods. In forecasting, identification of manpower demand, identification of key planning factors, decision on planning horizon, differentiation between prediction and projection (i.e. development of different scenarios) and choosing from different forecasting techniques are important

  17. Spatial electric load forecasting

    CERN Document Server

    Willis, H Lee

    2002-01-01

    Containing 12 new chapters, this second edition contains offers increased-coverage of weather correction and normalization of forecasts, anticipation of redevelopment, determining the validity of announced developments, and minimizing risk from over- or under-planning. It provides specific examples and detailed explanations of key points to consider for both standard and unusual utility forecasting situations, information on new algorithms and concepts in forecasting, a review of forecasting pitfalls and mistakes, case studies depicting challenging forecast environments, and load models illustrating various types of demand.

  18. Probabilistic brains: knowns and unknowns

    Science.gov (United States)

    Pouget, Alexandre; Beck, Jeffrey M; Ma, Wei Ji; Latham, Peter E

    2015-01-01

    There is strong behavioral and physiological evidence that the brain both represents probability distributions and performs probabilistic inference. Computational neuroscientists have started to shed light on how these probabilistic representations and computations might be implemented in neural circuits. One particularly appealing aspect of these theories is their generality: they can be used to model a wide range of tasks, from sensory processing to high-level cognition. To date, however, these theories have only been applied to very simple tasks. Here we discuss the challenges that will emerge as researchers start focusing their efforts on real-life computations, with a focus on probabilistic learning, structural learning and approximate inference. PMID:23955561

  19. Probabilistic maximum-value wind prediction for offshore environments

    DEFF Research Database (Denmark)

    Staid, Andrea; Pinson, Pierre; Guikema, Seth D.

    2015-01-01

    statistical models to predict the full distribution of the maximum-value wind speeds in a 3 h interval. We take a detailed look at the performance of linear models, generalized additive models and multivariate adaptive regression splines models using meteorological covariates such as gust speed, wind speed......, convective available potential energy, Charnock, mean sea-level pressure and temperature, as given by the European Center for Medium-Range Weather Forecasts forecasts. The models are trained to predict the mean value of maximum wind speed, and the residuals from training the models are used to develop...... the full probabilistic distribution of maximum wind speed. Knowledge of the maximum wind speed for an offshore location within a given period can inform decision-making regarding turbine operations, planned maintenance operations and power grid scheduling in order to improve safety and reliability...

  20. Technical note: Combining quantile forecasts and predictive distributions of streamflows

    Science.gov (United States)

    Bogner, Konrad; Liechti, Katharina; Zappa, Massimiliano

    2017-11-01

    The enhanced availability of many different hydro-meteorological modelling and forecasting systems raises the issue of how to optimally combine this great deal of information. Especially the usage of deterministic and probabilistic forecasts with sometimes widely divergent predicted future streamflow values makes it even more complicated for decision makers to sift out the relevant information. In this study multiple streamflow forecast information will be aggregated based on several different predictive distributions, and quantile forecasts. For this combination the Bayesian model averaging (BMA) approach, the non-homogeneous Gaussian regression (NGR), also known as the ensemble model output statistic (EMOS) techniques, and a novel method called Beta-transformed linear pooling (BLP) will be applied. By the help of the quantile score (QS) and the continuous ranked probability score (CRPS), the combination results for the Sihl River in Switzerland with about 5 years of forecast data will be compared and the differences between the raw and optimally combined forecasts will be highlighted. The results demonstrate the importance of applying proper forecast combination methods for decision makers in the field of flood and water resource management.