Enhancing Community Based Early Warning Systems in Nepal with Flood Forecasting Using Local and Global Models

Science.gov (United States)

Dugar, Sumit; Smith, Paul; Parajuli, Binod; Khanal, Sonu; Brown, Sarah; Gautam, Dilip; Bhandari, Dinanath; Gurung, Gehendra; Shakya, Puja; Kharbuja, RamGopal; Uprety, Madhab

2017-04-01

Operationalising effective Flood Early Warning Systems (EWS) in developing countries like Nepal poses numerous challenges, with complex topography and geology, sparse network of river and rainfall gauging stations and diverse socio-economic conditions. Despite these challenges, simple real-time monitoring based EWSs have been in place for the past decade. A key constraint of these simple systems is the very limited lead time for response - as little as 2-3 hours, especially for rivers originating from steep mountainous catchments. Efforts to increase lead time for early warning are focusing on imbedding forecasts into the existing early warning systems. In 2016, the Nepal Department of Hydrology and Meteorology (DHM) piloted an operational Probabilistic Flood Forecasting Model in major river basins across Nepal. This comprised a low data approach to forecast water levels, developed jointly through a research/practitioner partnership with Lancaster University and WaterNumbers (UK) and the International NGO Practical Action. Using Data-Based Mechanistic Modelling (DBM) techniques, the model assimilated rainfall and water levels to generate localised hourly flood predictions, which are presented as probabilistic forecasts, increasing lead times from 2-3 hours to 7-8 hours. The Nepal DHM has simultaneously started utilizing forecasts from the Global Flood Awareness System (GLoFAS) that provides streamflow predictions at the global scale based upon distributed hydrological simulations using numerical ensemble weather forecasts from the ECMWF (European Centre for Medium-Range Weather Forecasts). The aforementioned global and local models have already affected the approach to early warning in Nepal, being operational during the 2016 monsoon in the West Rapti basin in Western Nepal. On 24 July 2016, GLoFAS hydrological forecasts for the West Rapti indicated a sharp rise in river discharge above 1500 m3/sec (equivalent to the river warning level at 5 meters) with 53

The ScaLIng Macroweather Model (SLIMM): using scaling to forecast global-scale macroweather from months to decades

Science.gov (United States)

Lovejoy, S.; del Rio Amador, L.; Hébert, R.

2015-09-01

On scales of ≈ 10 days (the lifetime of planetary-scale structures), there is a drastic transition from high-frequency weather to low-frequency macroweather. This scale is close to the predictability limits of deterministic atmospheric models; thus, in GCM (general circulation model) macroweather forecasts, the weather is a high-frequency noise. However, neither the GCM noise nor the GCM climate is fully realistic. In this paper we show how simple stochastic models can be developed that use empirical data to force the statistics and climate to be realistic so that even a two-parameter model can perform as well as GCMs for annual global temperature forecasts. The key is to exploit the scaling of the dynamics and the large stochastic memories that we quantify. Since macroweather temporal (but not spatial) intermittency is low, we propose using the simplest model based on fractional Gaussian noise (fGn): the ScaLIng Macroweather Model (SLIMM). SLIMM is based on a stochastic ordinary differential equation, differing from usual linear stochastic models (such as the linear inverse modelling - LIM) in that it is of fractional rather than integer order. Whereas LIM implicitly assumes that there is no low-frequency memory, SLIMM has a huge memory that can be exploited. Although the basic mathematical forecast problem for fGn has been solved, we approach the problem in an original manner, notably using the method of innovations to obtain simpler results on forecast skill and on the size of the effective system memory. A key to successful stochastic forecasts of natural macroweather variability is to first remove the low-frequency anthropogenic component. A previous attempt to use fGn for forecasts had disappointing results because this was not done. We validate our theory using hindcasts of global and Northern Hemisphere temperatures at monthly and annual resolutions. Several nondimensional measures of forecast skill - with no adjustable parameters - show excellent

eWaterCycle: A global operational hydrological forecasting model

Science.gov (United States)

van de Giesen, Nick; Bierkens, Marc; Donchyts, Gennadii; Drost, Niels; Hut, Rolf; Sutanudjaja, Edwin

2015-04-01

Development of an operational hyper-resolution hydrological global model is a central goal of the eWaterCycle project (www.ewatercycle.org). This operational model includes ensemble forecasts (14 days) to predict water related stress around the globe. Assimilation of near-real time satellite data is part of the intended product that will be launched at EGU 2015. The challenges come from several directions. First, there are challenges that are mainly computer science oriented but have direct practical hydrological implications. For example, we aim to make use as much as possible of existing standards and open-source software. For example, different parts of our system are coupled through the Basic Model Interface (BMI) developed in the framework of the Community Surface Dynamics Modeling System (CSDMS). The PCR-GLOBWB model, built by Utrecht University, is the basic hydrological model that is the engine of the eWaterCycle project. Re-engineering of parts of the software was needed for it to run efficiently in a High Performance Computing (HPC) environment, and to be able to interface using BMI, and run on multiple compute nodes in parallel. The final aim is to have a spatial resolution of 1km x 1km, which is currently 10 x 10km. This high resolution is computationally not too demanding but very memory intensive. The memory bottleneck becomes especially apparent for data assimilation, for which we use OpenDA. OpenDa allows for different data assimilation techniques without the need to build these from scratch. We have developed a BMI adaptor for OpenDA, allowing OpenDA to use any BMI compatible model. To circumvent memory shortages which would result from standard applications of the Ensemble Kalman Filter, we have developed a variant that does not need to keep all ensemble members in working memory. At EGU, we will present this variant and how it fits well in HPC environments. An important step in the eWaterCycle project was the coupling between the hydrological and

Air Quality Forecasts Using the NASA GEOS Model

Science.gov (United States)

Keller, Christoph A.; Knowland, K. Emma; Nielsen, Jon E.; Orbe, Clara; Ott, Lesley; Pawson, Steven; Saunders, Emily; Duncan, Bryan; Follette-Cook, Melanie; Liu, Junhua;

Global Energy Forecasting Competition 2012

DEFF Research Database (Denmark)

Hong, Tao; Pinson, Pierre; Fan, Shu

2014-01-01

The Global Energy Forecasting Competition (GEFCom2012) attracted hundreds of participants worldwide, who contributed many novel ideas to the energy forecasting field. This paper introduces both tracks of GEFCom2012, hierarchical load forecasting and wind power forecasting, with details...... on the aspects of the problem, the data, and a summary of the methods used by selected top entries. We also discuss the lessons learned from this competition from the organizers’ perspective. The complete data set, including the solution data, is published along with this paper, in an effort to establish...

Continental and global scale flood forecasting systems

NARCIS (Netherlands)

Emerton, Rebecca E.; Stephens, Elisabeth M.; Pappenberger, Florian; Pagano, Thomas P.; Weerts, A.H.; Wood, A.; Salamon, Peter; Brown, James D.; Hjerdt, Niclas; Donnelly, Chantal; Baugh, Calum A.; Cloke, Hannah L.

2016-01-01

Floods are the most frequent of natural disasters, affecting millions of people across the globe every year. The anticipation and forecasting of floods at the global scale is crucial to preparing for severe events and providing early awareness where local flood models and warning services may not

An experimental system for flood risk forecasting at global scale

Science.gov (United States)

Alfieri, L.; Dottori, F.; Kalas, M.; Lorini, V.; Bianchi, A.; Hirpa, F. A.; Feyen, L.; Salamon, P.

2016-12-01

Global flood forecasting and monitoring systems are nowadays a reality and are being applied by an increasing range of users and practitioners in disaster risk management. Furthermore, there is an increasing demand from users to integrate flood early warning systems with risk based forecasts, combining streamflow estimations with expected inundated areas and flood impacts. To this end, we have developed an experimental procedure for near-real time flood mapping and impact assessment based on the daily forecasts issued by the Global Flood Awareness System (GloFAS). The methodology translates GloFAS streamflow forecasts into event-based flood hazard maps based on the predicted flow magnitude and the forecast lead time and a database of flood hazard maps with global coverage. Flood hazard maps are then combined with exposure and vulnerability information to derive flood risk. Impacts of the forecasted flood events are evaluated in terms of flood prone areas, potential economic damage, and affected population, infrastructures and cities. To further increase the reliability of the proposed methodology we integrated model-based estimations with an innovative methodology for social media monitoring, which allows for real-time verification of impact forecasts. The preliminary tests provided good results and showed the potential of the developed real-time operational procedure in helping emergency response and management. In particular, the link with social media is crucial for improving the accuracy of impact predictions.

Assessment of the potential forecasting skill of a global hydrological model in reproducing the occurrence of monthly flow extremes

Directory of Open Access Journals (Sweden)

N. Candogan Yossef

2012-11-01

Full Text Available As an initial step in assessing the prospect of using global hydrological models (GHMs for hydrological forecasting, this study investigates the skill of the GHM PCR-GLOBWB in reproducing the occurrence of past extremes in monthly discharge on a global scale. Global terrestrial hydrology from 1958 until 2001 is simulated by forcing PCR-GLOBWB with daily meteorological data obtained by downscaling the CRU dataset to daily fields using the ERA-40 reanalysis. Simulated discharge values are compared with observed monthly streamflow records for a selection of 20 large river basins that represent all continents and a wide range of climatic zones.

We assess model skill in three ways all of which contribute different information on the potential forecasting skill of a GHM. First, the general skill of the model in reproducing hydrographs is evaluated. Second, model skill in reproducing significantly higher and lower flows than the monthly normals is assessed in terms of skill scores used for forecasts of categorical events. Third, model skill in reproducing flood and drought events is assessed by constructing binary contingency tables for floods and droughts for each basin. The skill is then compared to that of a simple estimation of discharge from the water balance (P−E.

The results show that the model has skill in all three types of assessments. After bias correction the model skill in simulating hydrographs is improved considerably. For most basins it is higher than that of the climatology. The skill is highest in reproducing monthly anomalies. The model also has skill in reproducing floods and droughts, with a markedly higher skill in floods. The model skill far exceeds that of the water balance estimate. We conclude that the prospect for using PCR-GLOBWB for monthly and seasonal forecasting of the occurrence of hydrological extremes is positive. We argue that this conclusion applies equally to other similar GHMs and

Skill of a global seasonal streamflow forecasting system, relative roles of initial conditions and meteorological forcing

NARCIS (Netherlands)

Candogan Yossef, N.; Winsemius, H.C.; Weerts, A.; Van Beek, R.; Bierkens, M.F.P.

2013-01-01

We investigate the relative contributions of initial conditions (ICs) and meteorological forcing (MF) to the skill of the global seasonal streamflow forecasting system FEWS-World, using the global hydrological model PCRaster Global Water Balance. Potential improvement in forecasting skill through

Climate Prediction Center (CPC) NCEP-Global Forecast System (GFS) Precipitation Forecast Product

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — The Global Forecast System (GFS) forecast precipitation data at 37.5km resolution is created at the NOAA Climate Prediction Center for the purpose of near real-time...

Clouds in ECMWF's 30 KM Resolution Global Atmospheric Forecast Model (TL639)

Science.gov (United States)

Cahalan, R. F.; Morcrette, J. J.

1999-01-01

Global models of the general circulation of the atmosphere resolve a wide range of length scales, and in particular cloud structures extend from planetary scales to the smallest scales resolvable, now down to 30 km in state-of-the-art models. Even the highest resolution models do not resolve small-scale cloud phenomena seen, for example, in Landsat and other high-resolution satellite images of clouds. Unresolved small-scale disturbances often grow into larger ones through non-linear processes that transfer energy upscale. Understanding upscale cascades is of crucial importance in predicting current weather, and in parameterizing cloud-radiative processes that control long term climate. Several movie animations provide examples of the temporal and spatial variation of cloud fields produced in 4-day runs of the forecast model at the European Centre for Medium-Range Weather Forecasts (ECMWF) in Reading, England, at particular times and locations of simultaneous measurement field campaigns. model resolution is approximately 30 km horizontally (triangular truncation TL639) with 31 vertical levels from surface to stratosphere. Timestep of the model is about 10 minutes, but animation frames are 3 hours apart, at timesteps when the radiation is computed. The animations were prepared from an archive of several 4-day runs at the highest available model resolution, and archived at ECMWF. Cloud, wind and temperature fields in an approximately 1000 km X 1000 km box were retrieved from the archive, then approximately 60 Mb Vis5d files were prepared with the help of Graeme Kelly of ECMWF, and were compressed into MPEG files each less than 3 Mb. We discuss the interaction of clouds and radiation in the model, and compare the variability of cloud liquid as a function of scale to that seen in cloud observations made in intensive field campaigns. Comparison of high-resolution global runs to cloud-resolving models, and to lower resolution climate models is leading to better

A wavelet-coupled support vector machine model for forecasting global incident solar radiation using limited meteorological dataset

International Nuclear Information System (INIS)

Deo, Ravinesh C.; Wen, Xiaohu; Qi, Feng

2016-01-01

Highlights: • A forecasting model for short- and long-term global incident solar radiation (R_n) has been developed. • The support vector machine and discrete wavelet transformation algorithm has been integrated. • The precision of the wavelet-coupled hybrid model is assessed using several prediction score metrics. • The proposed model is an appealing tool for forecasting R_n in the present study region. - Abstract: A solar radiation forecasting model can be utilized is a scientific contrivance for investigating future viability of solar energy potentials. In this paper, a wavelet-coupled support vector machine (W-SVM) model was adopted to forecast global incident solar radiation based on the sunshine hours (S_t), minimum temperature (T_m_a_x), maximum temperature (T_m_a_x), windspeed (U), evaporation (E) and precipitation (P) as the predictor variables. To ascertain conclusive results, the merit of the W-SVM was benchmarked with the classical SVM model. For daily forecasting, sixteen months of data (01-March-2014 to 30-June-2015) partitioned into the train (65%) and test (35%) set for the three metropolitan stations (Brisbane City, Cairns Aero and Townsville Aero) were utilized. Data were decomposed into their wavelet sub-series by discrete wavelet transformation algorithm and summed up to create new series with one approximation and four levels of detail using Daubechies-2 mother wavelet. For daily forecasting, six model scenarios were formulated where the number of input was increased and the forecast was assessed by statistical metrics (correlation coefficient r; Willmott’s index d; Nash-Sutcliffe coefficient E_N_S; peak deviation P_d_v), distribution statistics and prediction errors (mean absolute error MAE; root mean square error RMSE; mean absolute percentage error MAPE; relative root mean square error RMSE). Results for daily forecasts showed that the W-SVM model outperformed the classical SVM model for optimum input combinations. A sensitivity

Global operational hydrological forecasts through eWaterCycle

Science.gov (United States)

van de Giesen, Nick; Bierkens, Marc; Donchyts, Gennadii; Drost, Niels; Hut, Rolf; Sutanudjaja, Edwin

2015-04-01

Central goal of the eWaterCycle project (www.ewatercycle.org) is the development of an operational hyper-resolution hydrological global model. This model is able to produce 14 day ensemble forecasts based on a hydrological model and operational weather data (presently NOAA's Global Ensemble Forecast System). Special attention is paid to prediction of situations in which water related issues are relevant, such as floods, droughts, navigation, hydropower generation, and irrigation stress. Near-real time satellite data will be assimilated in the hydrological simulations, which is a feature that will be presented for the first time at EGU 2015. First, we address challenges that are mainly computer science oriented but have direct practical hydrological implications. An important feature in this is the use of existing standards and open-source software to the maximum extent possible. For example, we use the Community Surface Dynamics Modeling System (CSDMS) approach to coupling models (Basic Model Interface (BMI)). The hydrological model underlying the project is PCR-GLOBWB, built by Utrecht University. This is the motor behind the predictions and state estimations. Parts of PCR-GLOBWB have been re-engineered to facilitate running it in a High Performance Computing (HPC) environment, run parallel on multiple nodes, as well as to use BMI. Hydrological models are not very CPU intensive compared to, say, atmospheric models. They are, however, memory hungry due to the localized processes and associated effective parameters. To accommodate this memory need, especially in an ensemble setting, a variation on the traditional Ensemble Kalman Filter was developed that needs much less on-chip memory. Due to the operational nature, the coupling of the hydrological model with hydraulic models is very important. The idea is not to run detailed hydraulic routing schemes over the complete globe but to have on-demand simulation prepared off-line with respect to topography and

The impact of convection in the West African monsoon region on global weather forecasts - explicit vs. parameterised convection simulations using the ICON model

Science.gov (United States)

Pante, Gregor; Knippertz, Peter

2017-04-01

The West African monsoon is the driving element of weather and climate during summer in the Sahel region. It interacts with mesoscale convective systems (MCSs) and the African easterly jet and African easterly waves. Poor representation of convection in numerical models, particularly its organisation on the mesoscale, can result in unrealistic forecasts of the monsoon dynamics. Arguably, the parameterisation of convection is one of the main deficiencies in models over this region. Overall, this has negative impacts on forecasts over West Africa itself but may also affect remote regions, as waves originating from convective heating are badly represented. Here we investigate those remote forecast impacts based on daily initialised 10-day forecasts for July 2016 using the ICON model. One set of simulations employs the default setup of the global model with a horizontal grid spacing of 13 km. It is compared with simulations using the 2-way nesting capability of ICON. A second model domain over West Africa (the nest) with 6.5 km grid spacing is sufficient to explicitly resolve MCSs in this region. In the 2-way nested simulations, the prognostic variables of the global model are influenced by the results of the nest through relaxation. The nest with explicit convection is able to reproduce single MCSs much more realistically compared to the stand-alone global simulation with parameterised convection. Explicit convection leads to cooler temperatures in the lower troposphere (below 500 hPa) over the northern Sahel due to stronger evaporational cooling. Overall, the feedback of dynamic variables from the nest to the global model shows clear positive effects when evaluating the output of the global domain of the 2-way nesting simulation and the output of the stand-alone global model with ERA-Interim re-analyses. Averaged over the 2-way nested region, bias and root mean squared error (RMSE) of temperature, geopotential, wind and relative humidity are significantly reduced in

Human-model hybrid Korean air quality forecasting system.

Science.gov (United States)

Chang, Lim-Seok; Cho, Ara; Park, Hyunju; Nam, Kipyo; Kim, Deokrae; Hong, Ji-Hyoung; Song, Chang-Keun

2016-09-01

The Korean national air quality forecasting system, consisting of the Weather Research and Forecasting, the Sparse Matrix Operator Kernel Emissions, and the Community Modeling and Analysis (CMAQ), commenced from August 31, 2013 with target pollutants of particulate matters (PM) and ozone. Factors contributing to PM forecasting accuracy include CMAQ inputs of meteorological field and emissions, forecasters' capacity, and inherent CMAQ limit. Four numerical experiments were conducted including two global meteorological inputs from the Global Forecast System (GFS) and the Unified Model (UM), two emissions from the Model Intercomparison Study Asia (MICS-Asia) and the Intercontinental Chemical Transport Experiment (INTEX-B) for the Northeast Asia with Clear Air Policy Support System (CAPSS) for South Korea, and data assimilation of the Monitoring Atmospheric Composition and Climate (MACC). Significant PM underpredictions by using both emissions were found for PM mass and major components (sulfate and organic carbon). CMAQ predicts PM2.5 much better than PM10 (NMB of PM2.5: -20~-25%, PM10: -43~-47%). Forecasters' error usually occurred at the next day of high PM event. Once CMAQ fails to predict high PM event the day before, forecasters are likely to dismiss the model predictions on the next day which turns out to be true. The best combination of CMAQ inputs is the set of UM global meteorological field, MICS-Asia and CAPSS 2010 emissions with the NMB of -12.3%, the RMSE of 16.6μ/m(3) and the R(2) of 0.68. By using MACC data as an initial and boundary condition, the performance skill of CMAQ would be improved, especially in the case of undefined coarse emission. A variety of methods such as ensemble and data assimilation are considered to improve further the accuracy of air quality forecasting, especially for high PM events to be comparable to for all cases. The growing utilization of the air quality forecast induced the public strongly to demand that the accuracy of the

Global disease monitoring and forecasting with Wikipedia.

Science.gov (United States)

Generous, Nicholas; Fairchild, Geoffrey; Deshpande, Alina; Del Valle, Sara Y; Priedhorsky, Reid

2014-11-01

Infectious disease is a leading threat to public health, economic stability, and other key social structures. Efforts to mitigate these impacts depend on accurate and timely monitoring to measure the risk and progress of disease. Traditional, biologically-focused monitoring techniques are accurate but costly and slow; in response, new techniques based on social internet data, such as social media and search queries, are emerging. These efforts are promising, but important challenges in the areas of scientific peer review, breadth of diseases and countries, and forecasting hamper their operational usefulness. We examine a freely available, open data source for this use: access logs from the online encyclopedia Wikipedia. Using linear models, language as a proxy for location, and a systematic yet simple article selection procedure, we tested 14 location-disease combinations and demonstrate that these data feasibly support an approach that overcomes these challenges. Specifically, our proof-of-concept yields models with r2 up to 0.92, forecasting value up to the 28 days tested, and several pairs of models similar enough to suggest that transferring models from one location to another without re-training is feasible. Based on these preliminary results, we close with a research agenda designed to overcome these challenges and produce a disease monitoring and forecasting system that is significantly more effective, robust, and globally comprehensive than the current state of the art.

Global disease monitoring and forecasting with Wikipedia.

Directory of Open Access Journals (Sweden)

Nicholas Generous

2014-11-01

Full Text Available Infectious disease is a leading threat to public health, economic stability, and other key social structures. Efforts to mitigate these impacts depend on accurate and timely monitoring to measure the risk and progress of disease. Traditional, biologically-focused monitoring techniques are accurate but costly and slow; in response, new techniques based on social internet data, such as social media and search queries, are emerging. These efforts are promising, but important challenges in the areas of scientific peer review, breadth of diseases and countries, and forecasting hamper their operational usefulness. We examine a freely available, open data source for this use: access logs from the online encyclopedia Wikipedia. Using linear models, language as a proxy for location, and a systematic yet simple article selection procedure, we tested 14 location-disease combinations and demonstrate that these data feasibly support an approach that overcomes these challenges. Specifically, our proof-of-concept yields models with r2 up to 0.92, forecasting value up to the 28 days tested, and several pairs of models similar enough to suggest that transferring models from one location to another without re-training is feasible. Based on these preliminary results, we close with a research agenda designed to overcome these challenges and produce a disease monitoring and forecasting system that is significantly more effective, robust, and globally comprehensive than the current state of the art.

A Bayesian modelling method for post-processing daily sub-seasonal to seasonal rainfall forecasts from global climate models and evaluation for 12 Australian catchments

Science.gov (United States)

Schepen, Andrew; Zhao, Tongtiegang; Wang, Quan J.; Robertson, David E.

2018-03-01

Rainfall forecasts are an integral part of hydrological forecasting systems at sub-seasonal to seasonal timescales. In seasonal forecasting, global climate models (GCMs) are now the go-to source for rainfall forecasts. For hydrological applications however, GCM forecasts are often biased and unreliable in uncertainty spread, and calibration is therefore required before use. There are sophisticated statistical techniques for calibrating monthly and seasonal aggregations of the forecasts. However, calibration of seasonal forecasts at the daily time step typically uses very simple statistical methods or climate analogue methods. These methods generally lack the sophistication to achieve unbiased, reliable and coherent forecasts of daily amounts and seasonal accumulated totals. In this study, we propose and evaluate a Rainfall Post-Processing method for Seasonal forecasts (RPP-S), which is based on the Bayesian joint probability modelling approach for calibrating daily forecasts and the Schaake Shuffle for connecting the daily ensemble members of different lead times. We apply the method to post-process ACCESS-S forecasts for 12 perennial and ephemeral catchments across Australia and for 12 initialisation dates. RPP-S significantly reduces bias in raw forecasts and improves both skill and reliability. RPP-S forecasts are also more skilful and reliable than forecasts derived from ACCESS-S forecasts that have been post-processed using quantile mapping, especially for monthly and seasonal accumulations. Several opportunities to improve the robustness and skill of RPP-S are identified. The new RPP-S post-processed forecasts will be used in ensemble sub-seasonal to seasonal streamflow applications.

Hydro-meteorological evaluation of downscaled global ensemble rainfall forecasts

Science.gov (United States)

Gaborit, Étienne; Anctil, François; Fortin, Vincent; Pelletier, Geneviève

2013-04-01

Ensemble rainfall forecasts are of high interest for decision making, as they provide an explicit and dynamic assessment of the uncertainty in the forecast (Ruiz et al. 2009). However, for hydrological forecasting, their low resolution currently limits their use to large watersheds (Maraun et al. 2010). In order to bridge this gap, various implementations of the statistic-stochastic multi-fractal downscaling technique presented by Perica and Foufoula-Georgiou (1996) were compared, bringing Environment Canada's global ensemble rainfall forecasts from a 100 by 70-km resolution down to 6 by 4-km, while increasing each pixel's rainfall variance and preserving its original mean. For comparison purposes, simpler methods were also implemented such as the bi-linear interpolation, which disaggregates global forecasts without modifying their variance. The downscaled meteorological products were evaluated using different scores and diagrams, from both a meteorological and a hydrological view points. The meteorological evaluation was conducted comparing the forecasted rainfall depths against nine days of observed values taken from Québec City rain gauge database. These 9 days present strong precipitation events occurring during the summer of 2009. For the hydrologic evaluation, the hydrological models SWMM5 and (a modified version of) GR4J were implemented on a small 6 km2 urban catchment located in the Québec City region. Ensemble hydrologic forecasts with a time step of 3 hours were then performed over a 3-months period of the summer of 2010 using the original and downscaled ensemble rainfall forecasts. The most important conclusions of this work are that the overall quality of the forecasts was preserved during the disaggregation procedure and that the disaggregated products using this variance-enhancing method were of similar quality than bi-linear interpolation products. However, variance and dispersion of the different members were, of course, much improved for the

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.

AIRS Impact on the Analysis and Forecast Track of Tropical Cyclone Nargis in a Global Data Assimilation and Forecasting System

Science.gov (United States)

Reale, O.; Lau, W.K.; Susskind, J.; Brin, E.; Liu, E.; Riishojgaard, L. P.; Rosenburg, R.; Fuentes, M.

2009-01-01

Tropical cyclones in the northern Indian Ocean pose serious challenges to operational weather forecasting systems, partly due to their shorter lifespan and more erratic track, compared to those in the Atlantic and the Pacific. Moreover, the automated analyses of cyclones over the northern Indian Ocean, produced by operational global data assimilation systems (DASs), are generally of inferior quality than in other basins. In this work it is shown that the assimilation of Atmospheric Infrared Sounder (AIRS) temperature retrievals under partial cloudy conditions can significantly impact the representation of the cyclone Nargis (which caused devastating loss of life in Myanmar in May 2008) in a global DAS. Forecasts produced from these improved analyses by a global model produce substantially smaller track errors. The impact of the assimilation of clear-sky radiances on the same DAS and forecasting system is positive, but smaller than the one obtained by ingestion of AIRS retrievals, possibly due to poorer coverage.

The Implementation of NEMS GFS Aerosol Component (NGAC) Version 1.0 for Global Dust Forecasting at NOAA NCEP

Science.gov (United States)

Lu, Cheng-Hsuan; Da Silva, Arlindo M.; Wang, Jun; Moorthi, Shrinivas; Chin, Mian; Colarco, Peter; Tang, Youhua; Bhattacharjee, Partha S.; Chen, Shen-Po; Chuang, Hui-Ya;

Coastal and Riverine Flood Forecast Model powered by ADCIRC

Science.gov (United States)

Khalid, A.; Ferreira, C.

2017-12-01

Coastal flooding is becoming a major threat to increased population in the coastal areas. To protect coastal communities from tropical storms & hurricane damages, early warning systems are being developed. These systems have the capability of real time flood forecasting to identify hazardous coastal areas and aid coastal communities in rescue operations. State of the art hydrodynamic models forced by atmospheric forcing have given modelers the ability to forecast storm surge, water levels and currents. This helps to identify the areas threatened by intense storms. Study on Chesapeake Bay area has gained national importance because of its combined riverine and coastal phenomenon, which leads to greater uncertainty in flood predictions. This study presents an automated flood forecast system developed by following Advanced Circulation (ADCIRC) Surge Guidance System (ASGS) guidelines and tailored to take in riverine and coastal boundary forcing, thus includes all the hydrodynamic processes to forecast total water in the Potomac River. As studies on tidal and riverine flow interaction are very scarce in number, our forecast system would be a scientific tool to examine such area and fill the gaps with precise prediction for Potomac River. Real-time observations from National Oceanic and Atmospheric Administration (NOAA) and field measurements have been used as model boundary feeding. The model performance has been validated by using major historical riverine and coastal flooding events. Hydrodynamic model ADCIRC produced promising predictions for flood inundation areas. As better forecasts can be achieved by using coupled models, this system is developed to take boundary conditions from Global WaveWatchIII for the research purposes. Wave and swell propagation will be fed through Global WavewatchIII model to take into account the effects of swells and currents. This automated forecast system is currently undergoing rigorous testing to include any missing parameters which

A Bayesian modelling method for post-processing daily sub-seasonal to seasonal rainfall forecasts from global climate models and evaluation for 12 Australian catchments

Directory of Open Access Journals (Sweden)

A. Schepen

2018-03-01

Full Text Available Rainfall forecasts are an integral part of hydrological forecasting systems at sub-seasonal to seasonal timescales. In seasonal forecasting, global climate models (GCMs are now the go-to source for rainfall forecasts. For hydrological applications however, GCM forecasts are often biased and unreliable in uncertainty spread, and calibration is therefore required before use. There are sophisticated statistical techniques for calibrating monthly and seasonal aggregations of the forecasts. However, calibration of seasonal forecasts at the daily time step typically uses very simple statistical methods or climate analogue methods. These methods generally lack the sophistication to achieve unbiased, reliable and coherent forecasts of daily amounts and seasonal accumulated totals. In this study, we propose and evaluate a Rainfall Post-Processing method for Seasonal forecasts (RPP-S, which is based on the Bayesian joint probability modelling approach for calibrating daily forecasts and the Schaake Shuffle for connecting the daily ensemble members of different lead times. We apply the method to post-process ACCESS-S forecasts for 12 perennial and ephemeral catchments across Australia and for 12 initialisation dates. RPP-S significantly reduces bias in raw forecasts and improves both skill and reliability. RPP-S forecasts are also more skilful and reliable than forecasts derived from ACCESS-S forecasts that have been post-processed using quantile mapping, especially for monthly and seasonal accumulations. Several opportunities to improve the robustness and skill of RPP-S are identified. The new RPP-S post-processed forecasts will be used in ensemble sub-seasonal to seasonal streamflow applications.

An Assessment of the Subseasonal Forecast Performance in the Extended Global Ensemble Forecast System (GEFS)

Science.gov (United States)

Sinsky, E.; Zhu, Y.; Li, W.; Guan, H.; Melhauser, C.

2017-12-01

Optimal forecast quality is crucial for the preservation of life and property. Improving monthly forecast performance over both the tropics and extra-tropics requires attention to various physical aspects such as the representation of the underlying SST, model physics and the representation of the model physics uncertainty for an ensemble forecast system. This work focuses on the impact of stochastic physics, SST and the convection scheme on forecast performance for the sub-seasonal scale over the tropics and extra-tropics with emphasis on the Madden-Julian Oscillation (MJO). A 2-year period is evaluated using the National Centers for Environmental Prediction (NCEP) Global Ensemble Forecast System (GEFS). Three experiments with different configurations than the operational GEFS were performed to illustrate the impact of the stochastic physics, SST and convection scheme. These experiments are compared against a control experiment (CTL) which consists of the operational GEFS but its integration is extended from 16 to 35 days. The three configurations are: 1) SPs, which uses a Stochastically Perturbed Physics Tendencies (SPPT), Stochastic Perturbed Humidity (SHUM) and Stochastic Kinetic Energy Backscatter (SKEB); 2) SPs+SST_bc, which uses a combination of SPs and a bias-corrected forecast SST from the NCEP Climate Forecast System Version 2 (CFSv2); and 3) SPs+SST_bc+SA_CV, which combines SPs, a bias-corrected forecast SST and a scale aware convection scheme. When comparing to the CTL experiment, SPs shows substantial improvement. The MJO skill has improved by about 4 lead days during the 2-year period. Improvement is also seen over the extra-tropics due to the updated stochastic physics, where there is a 3.1% and a 4.2% improvement during weeks 3 and 4 over the northern hemisphere and southern hemisphere, respectively. Improvement is also seen when the bias-corrected CFSv2 SST is combined with SPs. Additionally, forecast performance enhances when the scale aware

Data Assimilation at FLUXNET to Improve Models towards Ecological Forecasting (Invited)

Science.gov (United States)

Luo, Y.

2009-12-01

Dramatically increased volumes of data from observational and experimental networks such as FLUXNET call for transformation of ecological research to increase its emphasis on quantitative forecasting. Ecological forecasting will also meet the societal need to develop better strategies for natural resource management in a world of ongoing global change. Traditionally, ecological forecasting has been based on process-based models, informed by data in largely ad hoc ways. Although most ecological models incorporate some representation of mechanistic processes, today’s ecological models are generally not adequate to quantify real-world dynamics and provide reliable forecasts with accompanying estimates of uncertainty. A key tool to improve ecological forecasting is data assimilation, which uses data to inform initial conditions and to help constrain a model during simulation to yield results that approximate reality as closely as possible. In an era with dramatically increased availability of data from observational and experimental networks, data assimilation is a key technique that helps convert the raw data into ecologically meaningful products so as to accelerate our understanding of ecological processes, test ecological theory, forecast changes in ecological services, and better serve the society. This talk will use examples to illustrate how data from FLUXNET have been assimilated with process-based models to improve estimates of model parameters and state variables; to quantify uncertainties in ecological forecasting arising from observations, models and their interactions; and to evaluate information contributions of data and model toward short- and long-term forecasting of ecosystem responses to global change.

Verification of ECMWF and ECMWF/MACC's global and direct irradiance forecasts with respect to solar electricity production forecasts

Directory of Open Access Journals (Sweden)

M. Schroedter-Homscheidt

2017-02-01

Full Text Available The successful electricity grid integration of solar energy into day-ahead markets requires at least hourly resolved 48 h forecasts. Technologies as photovoltaics and non-concentrating solar thermal technologies make use of global horizontal irradiance (GHI forecasts, while all concentrating technologies both from the photovoltaic and the thermal sector require direct normal irradiances (DNI. The European Centre for Medium-Range Weather Forecasts (ECMWF has recently changed towards providing direct as well as global irradiances. Additionally, the MACC (Monitoring Atmospheric Composition & Climate near-real time services provide daily analysis and forecasts of aerosol properties in preparation of the upcoming European Copernicus programme. The operational ECMWF/IFS (Integrated Forecast System forecast system will in the medium term profit from the Copernicus service aerosol forecasts. Therefore, within the MACC‑II project specific experiment runs were performed allowing for the assessment of the performance gain of these potential future capabilities. Also the potential impact of providing forecasts with hourly output resolution compared to three-hourly resolved forecasts is investigated. The inclusion of the new aerosol climatology in October 2003 improved both the GHI and DNI forecasts remarkably, while the change towards a new radiation scheme in 2007 only had minor and partly even unfavourable impacts on the performance indicators. For GHI, larger RMSE (root mean square error values are found for broken/overcast conditions than for scattered cloud fields. For DNI, the findings are opposite with larger RMSE values for scattered clouds compared to overcast/broken cloud situations. The introduction of direct irradiances as an output parameter in the operational IFS version has not resulted in a general performance improvement with respect to biases and RMSE compared to the widely used Skartveit et al. (1998 global to direct irradiance

Global evaluation of a semiempirical model for yield anomalies and application to within-season yield forecasting.

Science.gov (United States)

Schauberger, Bernhard; Gornott, Christoph; Wechsung, Frank

2017-11-01

Quantifying the influence of weather on yield variability is decisive for agricultural management under current and future climate anomalies. We extended an existing semiempirical modeling scheme that allows for such quantification. Yield anomalies, measured as interannual differences, were modeled for maize, soybeans, and wheat in the United States and 32 other main producer countries. We used two yield data sets, one derived from reported yields and the other from a global yield data set deduced from remote sensing. We assessed the capacity of the model to forecast yields within the growing season. In the United States, our model can explain at least two-thirds (63%-81%) of observed yield anomalies. Its out-of-sample performance (34%-55%) suggests a robust yield projection capacity when applied to unknown weather. Out-of-sample performance is lower when using remote sensing-derived yield data. The share of weather-driven yield fluctuation varies spatially, and estimated coefficients agree with expectations. Globally, the explained variance in yield anomalies based on the remote sensing data set is similar to the United States (71%-84%). But the out-of-sample performance is lower (15%-42%). The performance discrepancy is likely due to shortcomings of the remote sensing yield data as it diminishes when using reported yield anomalies instead. Our model allows for robust forecasting of yields up to 2 months before harvest for several main producer countries. An additional experiment suggests moderate yield losses under mean warming, assuming no major changes in temperature extremes. We conclude that our model can detect weather influences on yield anomalies and project yields with unknown weather. It requires only monthly input data and has a low computational demand. Its within-season yield forecasting capacity provides a basis for practical applications like local adaptation planning. Our study underlines high-quality yield monitoring and statistics as critical

Monte Carlo climate change forecasts with a global coupled ocean-atmosphere model

International Nuclear Information System (INIS)

Cubasch, U.; Santer, B.D.; Hegerl, G.; Hoeck, H.; Maier-Reimer, E.; Mikolajwicz, U.; Stoessel, A.; Voss, R.

1992-01-01

The Monte Carlo approach, which has increasingly been used during the last decade in the field of extended range weather forecasting, has been applied for climate change experiments. Four integrations with a global coupled ocean-atmosphere model have been started from different initial conditions, but with the same greenhouse gas forcing according to the IPCC scenario A. All experiments have been run for a period of 50 years. The results indicate that the time evolution of the global mean warming depends strongly on the initial state of the climate system. It can vary between 6 and 31 years. The Monte Carlo approach delivers information about both the mean response and the statistical significance of the response. While the individual members of the ensemble show a considerable variation in the climate change pattern of temperature after 50 years, the ensemble mean climate change pattern closely resembles the pattern obtained in a 100 year integration and is, at least over most of the land areas, statistically significant. The ensemble averaged sea-level change due to thermal expansion is significant in the global mean and locally over wide regions of the Pacific. The hydrological cycle is also significantly enhanced in the global mean, but locally the changes in precipitation and soil moisture are masked by the variability of the experiments. (orig.)

Regional Model Nesting Within GFS Daily Forecasts Over West Africa

Science.gov (United States)

Druyan, Leonard M.; Fulakeza, Matthew; Lonergan, Patrick; Worrell, Ruben

2010-01-01

The study uses the RM3, the regional climate model at the Center for Climate Systems Research of Columbia University and the NASA/Goddard Institute for Space Studies (CCSR/GISS). The paper evaluates 30 48-hour RM3 weather forecasts over West Africa during September 2006 made on a 0.5 grid nested within 1 Global Forecast System (GFS) global forecasts. September 2006 was the Special Observing Period #3 of the African Monsoon Multidisciplinary Analysis (AMMA). Archived GFS initial conditions and lateral boundary conditions for the simulations from the US National Weather Service, National Oceanographic and Atmospheric Administration were interpolated four times daily. Results for precipitation forecasts are validated against Tropical Rainfall Measurement Mission (TRMM) satellite estimates and data from the Famine Early Warning System (FEWS), which includes rain gauge measurements, and forecasts of circulation are compared to reanalysis 2. Performance statistics for the precipitation forecasts include bias, root-mean-square errors and spatial correlation coefficients. The nested regional model forecasts are compared to GFS forecasts to gauge whether nesting provides additional realistic information. They are also compared to RM3 simulations driven by reanalysis 2, representing high potential skill forecasts, to gauge the sensitivity of results to lateral boundary conditions. Nested RM3/GFS forecasts generate excessive moisture advection toward West Africa, which in turn causes prodigious amounts of model precipitation. This problem is corrected by empirical adjustments in the preparation of lateral boundary conditions and initial conditions. The resulting modified simulations improve on the GFS precipitation forecasts, achieving time-space correlations with TRMM of 0.77 on the first day and 0.63 on the second day. One realtime RM3/GFS precipitation forecast made at and posted by the African Centre of Meteorological Application for Development (ACMAD) in Niamey, Niger

Downscaling Global Weather Forecast Outputs Using ANN for Flood Prediction

Directory of Open Access Journals (Sweden)

Nam Do Hoai

2011-01-01

Full Text Available Downscaling global weather prediction model outputs to individual locations or local scales is a common practice for operational weather forecast in order to correct the model outputs at subgrid scales. This paper presents an empirical-statistical downscaling method for precipitation prediction which uses a feed-forward multilayer perceptron (MLP neural network. The MLP architecture was optimized by considering physical bases that determine the circulation of atmospheric variables. Downscaled precipitation was then used as inputs to the super tank model (runoff model for flood prediction. The case study was conducted for the Thu Bon River Basin, located in Central Vietnam. Study results showed that the precipitation predicted by MLP outperformed that directly obtained from model outputs or downscaled using multiple linear regression. Consequently, flood forecast based on the downscaled precipitation was very encouraging. It has demonstrated as a robust technology, simple to implement, reliable, and universal application for flood prediction through the combination of downscaling model and super tank model.

A Scalable Version of the Navy Operational Global Atmospheric Prediction System Spectral Forecast Model

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Thomas E. Rosmond

2000-01-01

Full Text Available The Navy Operational Global Atmospheric Prediction System (NOGAPS includes a state-of-the-art spectral forecast model similar to models run at several major operational numerical weather prediction (NWP centers around the world. The model, developed by the Naval Research Laboratory (NRL in Monterey, California, has run operational at the Fleet Numerical Meteorological and Oceanographic Center (FNMOC since 1982, and most recently is being run on a Cray C90 in a multi-tasked configuration. Typically the multi-tasked code runs on 10 to 15 processors with overall parallel efficiency of about 90%. resolution is T159L30, but other operational and research applications run at significantly lower resolutions. A scalable NOGAPS forecast model has been developed by NRL in anticipation of a FNMOC C90 replacement in about 2001, as well as for current NOGAPS research requirements to run on DOD High-Performance Computing (HPC scalable systems. The model is designed to run with message passing (MPI. Model design criteria include bit reproducibility for different processor numbers and reasonably efficient performance on fully shared memory, distributed memory, and distributed shared memory systems for a wide range of model resolutions. Results for a wide range of processor numbers, model resolutions, and different vendor architectures are presented. Single node performance has been disappointing on RISC based systems, at least compared to vector processor performance. This is a common complaint, and will require careful re-examination of traditional numerical weather prediction (NWP model software design and data organization to fully exploit future scalable architectures.

Climate Prediction Center (CPC) NCEP-Global Forecast System (GFS) 0-10cm Soil-Moisture Forecast Product

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — The Global Forecast System (GFS) forecast 0-10cm soil-moisture data at 37.5km resolution is created at the NOAA Climate Prediction Center for the purpose of near...

A multi-stage intelligent approach based on an ensemble of two-way interaction model for forecasting the global horizontal radiation of India

International Nuclear Information System (INIS)

Jiang, He; Dong, Yao; Xiao, Ling

2017-01-01

Highlights: • Ensemble learning system is proposed to forecast the global solar radiation. • LASSO is utilized as feature selection method for subset model. • GSO is used to select the weight vector aggregating the response of subset model. • A simple and efficient algorithm is designed based on thresholding function. • Theoretical analysis focusing on error rate is provided. - Abstract: Forecasting of effective solar irradiation has developed a huge interest in recent decades, mainly due to its various applications in grid connect photovoltaic installations. This paper develops and investigates an ensemble learning based multistage intelligent approach to forecast 5 days global horizontal radiation at four given locations of India. The two-way interaction model is considered with purpose of detecting the associated correlation between the features. The main structure of the novel method is the ensemble learning, which is based on Divide and Conquer principle, is applied to enhance the forecasting accuracy and model stability. An efficient feature selection method LASSO is performed in the input space with the regularization parameter selected by Cross-Validation. A weight vector which best represents the importance of each individual model in ensemble system is provided by glowworm swarm optimization. The combination of feature selection and parameter selection are helpful in creating the diversity of the ensemble learning. In order to illustrate the validity of the proposed method, the datasets at four different locations of the India are split into training and test datasets. The results of the real data experiments demonstrate the efficiency and efficacy of the proposed method comparing with other competitors.

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...

A variant of the anomaly initialisation approach for global climate forecast models

Science.gov (United States)

Volpi, Danila; Guemas, Virginie; Doblas-Reyes, Francisco; Hawkins, Ed; Nichols, Nancy; Carrassi, Alberto

2014-05-01

This work presents a refined method of anomaly initialisation (AI) applied to the ocean and sea ice components of the global climate forecast model EC-Earth, with the following particularities: - the use of a weight to the anomalies, in order to avoid the risk of introducing too big anomalies recorded in the observed state, whose amplitude does not fit the range of the internal variability generated by the model. - the AI of the temperature and density ocean state variables instead of the temperature and salinity. Results show that the use of such refinements improve the skill over the Arctic region, part of the North and South Atlantic, part of the North and South Pacific and the Mediterranean Sea. In the Tropical Pacific the full field initialised experiment performs better. This is probably due to a displacement of the observed anomalies caused by the use of the AI technique. Furthermore, preliminary results of an anomaly nudging experiment are discussed.

Study on network traffic forecast model of SVR optimized by GAFSA

International Nuclear Information System (INIS)

Liu, Yuan; Wang, RuiXue

2016-01-01

There are some problems, such as low precision, on existing network traffic forecast model. In accordance with these problems, this paper proposed the network traffic forecast model of support vector regression (SVR) algorithm optimized by global artificial fish swarm algorithm (GAFSA). GAFSA constitutes an improvement of artificial fish swarm algorithm, which is a swarm intelligence optimization algorithm with a significant effect of optimization. The optimum training parameters used for SVR could be calculated by optimizing chosen parameters, which would make the forecast more accurate. With the optimum training parameters searched by GAFSA algorithm, a model of network traffic forecast, which greatly solved problems of great errors in SVR improved by others intelligent algorithms, could be built with the forecast result approaching stability and the increased forecast precision. The simulation shows that, compared with other models (e.g. GA-SVR, CPSO-SVR), the forecast results of GAFSA-SVR network traffic forecast model is more stable with the precision improved to more than 89%, which plays an important role on instructing network control behavior and analyzing security situation.

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.)

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.

Regional forecasting with global atmospheric models

International Nuclear Information System (INIS)

Crowley, T.J.; North, G.R.; Smith, N.R.

1994-05-01

This report was prepared by the Applied Research Corporation (ARC), College Station, Texas, under subcontract to Pacific Northwest Laboratory (PNL) as part of a global climate studies task. The task supports site characterization work required for the selection of a potential high-level nuclear waste repository and is part of the Performance Assessment Scientific Support (PASS) Program at PNL. The work is under the overall direction of the Office of Civilian Radioactive Waste Management (OCRWM), US Department of Energy Headquarters, Washington, DC. The scope of the report is to present the results of the third year's work on the atmospheric modeling part of the global climate studies task. The development testing of computer models and initial results are discussed. The appendices contain several studies that provide supporting information and guidance to the modeling work and further details on computer model development. Complete documentation of the models, including user information, will be prepared under separate reports and manuals

Medium-range reference evapotranspiration forecasts for the contiguous United States based on multi-model numerical weather predictions

Science.gov (United States)

Medina, Hanoi; Tian, Di; Srivastava, Puneet; Pelosi, Anna; Chirico, Giovanni B.

2018-07-01

Reference evapotranspiration (ET0) plays a fundamental role in agronomic, forestry, and water resources management. Estimating and forecasting ET0 have long been recognized as a major challenge for researchers and practitioners in these communities. This work explored the potential of multiple leading numerical weather predictions (NWPs) for estimating and forecasting summer ET0 at 101 U.S. Regional Climate Reference Network stations over nine climate regions across the contiguous United States (CONUS). Three leading global NWP model forecasts from THORPEX Interactive Grand Global Ensemble (TIGGE) dataset were used in this study, including the single model ensemble forecasts from the European Centre for Medium-Range Weather Forecasts (EC), the National Centers for Environmental Prediction Global Forecast System (NCEP), and the United Kingdom Meteorological Office forecasts (MO), as well as multi-model ensemble forecasts from the combinations of these NWP models. A regression calibration was employed to bias correct the ET0 forecasts. Impact of individual forecast variables on ET0 forecasts were also evaluated. The results showed that the EC forecasts provided the least error and highest skill and reliability, followed by the MO and NCEP forecasts. The multi-model ensembles constructed from the combination of EC and MO forecasts provided slightly better performance than the single model EC forecasts. The regression process greatly improved ET0 forecast performances, particularly for the regions involving stations near the coast, or with a complex orography. The performance of EC forecasts was only slightly influenced by the size of the ensemble members, particularly at short lead times. Even with less ensemble members, EC still performed better than the other two NWPs. Errors in the radiation forecasts, followed by those in the wind, had the most detrimental effects on the ET0 forecast performances.

Formation of an Integrated Stock Price Forecast Model in Lithuania

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Audrius Dzikevičius

2016-12-01

Full Text Available Technical and fundamental analyses are widely used to forecast stock prices due to lack of knowledge of other modern models and methods such as Residual Income Model, ANN-APGARCH, Support Vector Machine, Probabilistic Neural Network and Genetic Fuzzy Systems. Although stock price forecast models integrating both technical and fundamental analyses are currently used widely, their integration is not justified comprehensively enough. This paper discusses theoretical one-factor and multi-factor stock price forecast models already applied by investors at a global level and determines possibility to create and apply practically a stock price forecast model which integrates fundamental and technical analysis with the reference to the Lithuanian stock market. The research is aimed to determine the relationship between stock prices of the 14 Lithuanian companies listed in the Main List by the Nasdaq OMX Baltic and various fundamental variables. Based on correlation and regression analysis results and application of c-Squared Test, ANOVA method, a general stock price forecast model is generated. This paper discusses practical implications how the developed model can be used to forecast stock prices by individual investors and suggests additional check measures.

Regional forecasting with global atmospheric models

International Nuclear Information System (INIS)

Crowley, T.J.; North, G.R.; Smith, N.R.

1994-05-01

The scope of the report is to present the results of the fourth year's work on the atmospheric modeling part of the global climate studies task. The development testing of computer models and initial results are discussed. The appendices contain studies that provide supporting information and guidance to the modeling work and further details on computer model development. Complete documentation of the models, including user information, will be prepared under separate reports and manuals

What Fraction of Global Fire Activity Can Be Forecast Using Sea Surface Temperatures?

Science.gov (United States)

Chen, Y.; Randerson, J. T.; Morton, D. C.; Andela, N.; Giglio, L.

2015-12-01

Variations in sea surface temperatures (SSTs) can influence climate dynamics in local and remote land areas, and thus influence fire-climate interactions that govern burned area. SST information has been recently used in statistical models to create seasonal outlooks of fire season severity in South America and as the initial condition for dynamical model predictions of fire activity in Indonesia. However, the degree to which large-scale ocean-atmosphere interactions can influence burned area in other continental regions has not been systematically explored. Here we quantified the amount of global burned area that can be predicted using SSTs in 14 different oceans regions as statistical predictors. We first examined lagged correlations between GFED4s burned area and the 14 ocean climate indices (OCIs) individually. The maximum correlations from different OCIs were used to construct a global map of fire predictability. About half of the global burned area can be forecast by this approach 3 months before the peak burning month (with a Pearson's r of 0.5 or higher), with the highest levels of predictability in Central America and Equatorial Asia. Several hotspots of predictability were identified using k-means cluster analysis. Within these regions, we tested the improvements of the forecast by using two OCIs from different oceans. Our forecast models were based on near-real-time SST data and may therefore support the development of new seasonal outlooks for fire activity that can aid the sustainable management of these fire-prone ecosystems.

LMDzT-INCA dust forecast model developments and associated validation efforts

International Nuclear Information System (INIS)

Schulz, M; Cozic, A; Szopa, S

2009-01-01

The nudged atmosphere global climate model LMDzT-INCA is used to forecast global dust fields. Evaluation is undertaken in retrospective for the forecast results of the year 2006. For this purpose AERONET/Photons sites in Northern Africa and on the Arabian Peninsula are chosen where aerosol optical depth is dominated by dust. Despite its coarse resolution, the model captures 48% of the day to day dust variability near Dakar on the initial day of the forecast. On weekly and monthly scale the model captures respectively 62% and 68% of the variability. Correlation coefficients between daily AOD values observed and modelled at Dakar decrease from 0.69 for the initial forecast day to 0.59 and 0.41 respectively for two days ahead and five days ahead. If one requests that the model should be able to issue a warning for an exceedance of aerosol optical depth of 0.5 and issue no warning in the other cases, then the model was wrong in 29% of the cases for day 0, 32% for day 2 and 35% for day 5. A reanalysis run with archived ECMWF winds is only slightly better (r=0.71) but was in error in 25% of the cases. Both the improved simulation of the monthly versus daily variability and the deterioration of the forecast with time can be explained by model failure to simulate the exact timing of a dust event.

Case studies of extended model-based flood forecasting: prediction of dike strength and flood impacts

Science.gov (United States)

Stuparu, Dana; Bachmann, Daniel; Bogaard, Tom; Twigt, Daniel; Verkade, Jan; de Bruijn, Karin; de Leeuw, Annemargreet

2017-04-01

Flood forecasts, warning and emergency response are important components in flood risk management. Most flood forecasting systems use models to translate weather predictions to forecasted discharges or water levels. However, this information is often not sufficient for real time decisions. A sound understanding of the reliability of embankments and flood dynamics is needed to react timely and reduce the negative effects of the flood. Where are the weak points in the dike system? When, how much and where the water will flow? When and where is the greatest impact expected? Model-based flood impact forecasting tries to answer these questions by adding new dimensions to the existing forecasting systems by providing forecasted information about: (a) the dike strength during the event (reliability), (b) the flood extent in case of an overflow or a dike failure (flood spread) and (c) the assets at risk (impacts). This work presents three study-cases in which such a set-up is applied. Special features are highlighted. Forecasting of dike strength. The first study-case focusses on the forecast of dike strength in the Netherlands for the river Rhine branches Waal, Nederrijn and IJssel. A so-called reliability transformation is used to translate the predicted water levels at selected dike sections into failure probabilities during a flood event. The reliability of a dike section is defined by fragility curves - a summary of the dike strength conditional to the water level. The reliability information enhances the emergency management and inspections of embankments. Ensemble forecasting. The second study-case shows the setup of a flood impact forecasting system in Dumfries, Scotland. The existing forecasting system is extended with a 2D flood spreading model in combination with the Delft-FIAT impact model. Ensemble forecasts are used to make use of the uncertainty in the precipitation forecasts, which is useful to quantify the certainty of a forecasted flood event. From global

Predicting Earth orientation changes from global forecasts of atmosphere-hydrosphere dynamics

Science.gov (United States)

Dobslaw, Henryk; Dill, Robert

2018-02-01

Effective Angular Momentum (EAM) functions obtained from global numerical simulations of atmosphere, ocean, and land surface dynamics are routinely processed by the Earth System Modelling group at Deutsches GeoForschungsZentrum. EAM functions are available since January 1976 with up to 3 h temporal resolution. Additionally, 6 days-long EAM forecasts are routinely published every day. Based on hindcast experiments with 305 individual predictions distributed over 15 months, we demonstrate that EAM forecasts improve the prediction accuracy of the Earth Orientation Parameters at all forecast horizons between 1 and 6 days. At day 6, prediction accuracy improves down to 1.76 mas for the terrestrial pole offset, and 2.6 mas for Δ UT1, which correspond to an accuracy increase of about 41% over predictions published in Bulletin A by the International Earth Rotation and Reference System Service.

Evaluation of global monitoring and forecasting systems at Mercator Océan

Directory of Open Access Journals (Sweden)

J.-M. Lellouche

2013-01-01

Full Text Available Since December 2010, the MyOcean global analysis and forecasting system has consisted of the Mercator Océan NEMO global 1/4° configuration with a 1/12° nested model over the Atlantic and the Mediterranean. The open boundary data for the nested configuration come from the global 1/4° configuration at 20° S and 80° N.

The data are assimilated by means of a reduced-order Kalman filter with a 3-D multivariate modal decomposition of the forecast error. It includes an adaptive-error estimate and a localization algorithm. A 3-D-Var scheme provides a correction for the slowly evolving large-scale biases in temperature and salinity. Altimeter data, satellite sea surface temperature and in situ temperature and salinity vertical profiles are jointly assimilated to estimate the initial conditions for numerical ocean forecasting. In addition to the quality control performed by data producers, the system carries out a proper quality control on temperature and salinity vertical profiles in order to minimise the risk of erroneous observed profiles being assimilated in the model.

This paper describes the recent systems used by Mercator Océan and the validation procedure applied to current MyOcean systems as well as systems under development. The paper shows how refinements or adjustments to the system during the validation procedure affect its quality. Additionally, we show that quality checks (in situ, drifters and data sources (satellite sea surface temperature have as great an impact as the system design (model physics and assimilation parameters. The results of the scientific assessment are illustrated with diagnostics over the year 2010 mainly, assorted with time series over the 2007–2011 period. The validation procedure demonstrates the accuracy of MyOcean global products, whose quality is stable over time. All monitoring systems are close to altimetric observations with a forecast RMS difference of 7 cm. The update of the mean

Forecasting global developments in the basic chemical industry for environmental policy analysis

International Nuclear Information System (INIS)

Broeren, M.L.M.; Saygin, D.; Patel, M.K.

2014-01-01

The chemical sector is the largest industrial energy user, but detailed analysis of its energy use developments lags behind other energy-intensive sectors. A cost-driven forecasting model for basic chemicals production is developed, accounting for regional production costs, demand growth and stock turnover. The model determines the global production capacity placement, implementation of energy-efficient Best Practice Technology (BPT) and global carbon dioxide (CO 2 ) emissions for the period 2010–2030. Subsequently, the effects of energy and climate policies on these parameters are quantified. About 60% of new basic chemical production capacity is projected to be placed in non-OECD regions by 2030 due to low energy prices. While global production increases by 80% between 2010 and 2030, the OECD's production capacity share decreases from 40% to 20% and global emissions increase by 50%. Energy pricing and climate policies are found to reduce 2030 CO 2 emissions by 5–15% relative to the baseline developments by increasing BPT implementation. Maximum BPT implementation results in a 25% reduction. Further emission reductions require measures beyond energy-efficient technologies. The model is useful to estimate general trends related to basic chemicals production, but improved data from the chemical sector is required to expand the analysis to additional technologies and chemicals. - Highlights: • We develop a global cost-driven forecasting model for the basic chemical sector. • We study regional production, energy-efficient technology, emissions and policies. • Between 2010 and 2030, 60% of new chemicals capacity is built in non-OECD regions. • Global CO 2 emissions rise by 50%, but climate policies may limit this to 30–40%. • Measures beyond energy efficiency are needed to prevent increasing CO 2 emissions

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...

Toward Seasonal Forecasting of Global Droughts: Evaluation over USA and Africa

Science.gov (United States)

Wood, Eric; Yuan, Xing; Roundy, Joshua; Sheffield, Justin; Pan, Ming

2013-04-01

Extreme hydrologic events in the form of droughts are significant sources of social and economic damage. In the United States according to the National Climatic Data Center, the losses from drought exceed US210 billion during 1980-2011, and account for about 24% of all losses from major weather disasters. Internationally, especially for the developing world, drought has had devastating impacts on local populations through food insecurity and famine. Providing reliable drought forecasts with sufficient early warning will help the governments to move from the management of drought crises to the management of drought risk. After working on drought monitoring and forecasting over the USA for over 10 years, the Princeton land surface hydrology group is now developing a global drought monitoring and forecasting system using a dynamical seasonal climate-hydrologic LSM-model (CHM) approach. Currently there is an active debate on the merits of the CHM-based seasonal hydrologic forecasts as compared to Ensemble Streamflow Prediction (ESP). We use NCEP's operational forecast system, the Climate Forecast System version 2 (CFSv2) and its previous version CFSv1, to investigate the value of seasonal climate model forecasts by conducting a set of 27-year seasonal hydrologic hindcasts over the USA. Through Bayesian downscaling, climate models have higher squared correlation (R2) and smaller error than ESP for monthly precipitation averaged over major river basins across the USA, and the forecasts conditional on ENSO show further improvements (out to four months) over river basins in the southern USA. All three approaches have plausible predictions of soil moisture drought frequency over central USA out to six months because of strong soil moisture memory, and seasonal climate models provide better results over central and eastern USA. The R2 of drought extent is higher for arid basins and for the forecasts initiated during dry seasons, but significant improvements from CFSv2 occur

A system-theory-based model for monthly river runoff forecasting: model calibration and optimization

Directory of Open Access Journals (Sweden)

Wu Jianhua

2014-03-01

Full Text Available River runoff is not only a crucial part of the global water cycle, but it is also an important source for hydropower and an essential element of water balance. This study presents a system-theory-based model for river runoff forecasting taking the Hailiutu River as a case study. The forecasting model, designed for the Hailiutu watershed, was calibrated and verified by long-term precipitation observation data and groundwater exploitation data from the study area. Additionally, frequency analysis, taken as an optimization technique, was applied to improve prediction accuracy. Following model optimization, the overall relative prediction errors are below 10%. The system-theory-based prediction model is applicable to river runoff forecasting, and following optimization by frequency analysis, the prediction error is acceptable.

Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach

DEFF Research Database (Denmark)

Boldrini, Lorenzo

In this paper we propose a continuous-time, Gaussian, linear, state-space system to model the relation between global mean sea level (GMSL) and the global mean temperature (GMT), with the aim of making long-term projections for the GMSL. We provide a justification for the model specification based......) and the temperature reconstruction from Hansen et al. (2010). We compare the forecasting performance of the proposed specification to the procedures developed in Rahmstorf (2007b) and Vermeer and Rahmstorf (2009). Finally, we compute projections for the sea-level rise conditional on the 21st century SRES temperature...

Model-free aftershock forecasts constructed from similar sequences in the past

Science.gov (United States)

van der Elst, N.; Page, M. T.

2017-12-01

The basic premise behind aftershock forecasting is that sequences in the future will be similar to those in the past. Forecast models typically use empirically tuned parametric distributions to approximate past sequences, and project those distributions into the future to make a forecast. While parametric models do a good job of describing average outcomes, they are not explicitly designed to capture the full range of variability between sequences, and can suffer from over-tuning of the parameters. In particular, parametric forecasts may produce a high rate of "surprises" - sequences that land outside the forecast range. Here we present a non-parametric forecast method that cuts out the parametric "middleman" between training data and forecast. The method is based on finding past sequences that are similar to the target sequence, and evaluating their outcomes. We quantify similarity as the Poisson probability that the observed event count in a past sequence reflects the same underlying intensity as the observed event count in the target sequence. Event counts are defined in terms of differential magnitude relative to the mainshock. The forecast is then constructed from the distribution of past sequences outcomes, weighted by their similarity. We compare the similarity forecast with the Reasenberg and Jones (RJ95) method, for a set of 2807 global aftershock sequences of M≥6 mainshocks. We implement a sequence-specific RJ95 forecast using a global average prior and Bayesian updating, but do not propagate epistemic uncertainty. The RJ95 forecast is somewhat more precise than the similarity forecast: 90% of observed sequences fall within a factor of two of the median RJ95 forecast value, whereas the fraction is 85% for the similarity forecast. However, the surprise rate is much higher for the RJ95 forecast; 10% of observed sequences fall in the upper 2.5% of the (Poissonian) forecast range. The surprise rate is less than 3% for the similarity forecast. The similarity

Short-Term Power Plant GHG Emissions Forecasting Model

International Nuclear Information System (INIS)

Vidovic, D.

2016-01-01

In 2010, the share of greenhouse gas (GHG) emissions from power generation in the total emissions at the global level was about 25 percent. From January 1st, 2013 Croatian facilities have been involved in the European Union Emissions Trading System (EU ETS). The share of the ETS sector in total GHG emissions in Croatia in 2012 was about 30 percent, where power plants and heat generation facilities contributed to almost 50 percent. Since 2013 power plants are obliged to purchase all emission allowances. The paper describes the short-term climate forecasting model of greenhouse gas emissions from power plants while covering the daily load diagram of the system. Forecasting is done on an hourly domain typically for one day, it is possible and more days ahead. Forecasting GHG emissions in this way would enable power plant operators to purchase additional or sell surplus allowances on the market at the time. Example that describes the operation of the above mentioned forecasting model is given at the end of the paper.(author).

Ionospheric scintillation forecasting model based on NN-PSO technique

Science.gov (United States)

Sridhar, M.; Venkata Ratnam, D.; Padma Raju, K.; Sai Praharsha, D.; Saathvika, K.

2017-09-01

The forecasting and modeling of ionospheric scintillation effects are crucial for precise satellite positioning and navigation applications. In this paper, a Neural Network model, trained using Particle Swarm Optimization (PSO) algorithm, has been implemented for the prediction of amplitude scintillation index (S4) observations. The Global Positioning System (GPS) and Ionosonde data available at Darwin, Australia (12.4634° S, 130.8456° E) during 2013 has been considered. The correlation analysis between GPS S4 and Ionosonde drift velocities (hmf2 and fof2) data has been conducted for forecasting the S4 values. The results indicate that forecasted S4 values closely follow the measured S4 values for both the quiet and disturbed conditions. The outcome of this work will be useful for understanding the ionospheric scintillation phenomena over low latitude regions.

A mathematical model to forecast uranium production

International Nuclear Information System (INIS)

Camisani-Calzolari, F.A.G.M.

1987-01-01

The uranium production forecasting program described in this paper projects production from reasonably assured, estimated additional and speculative resources in the cost categories of less than $130/kg U. Originally designed to handle South African production, it has been expanded and redimensioned using available published information to forecast production for countries of the Western World. The program forecasts production from up to 400 plants over a period of fifty years and has built-in production models derived from documented historical data of the more important uranium provinces. It is particularly suitable to assess production capabilities on a national and global scale where variations in outputs for the individual plants tend to even out. The program is aimed at putting the uranium potential of any one country into a realistic perspective, and it could thus be useful for planning purposes and marketing strategies

Remote sensing for global change, climate change and atmosphere and ocean forecasting. Volume 1

International Nuclear Information System (INIS)

1992-01-01

This volume is separated in three sessions. First part is on remote sensing for global change (with global modelling, land cover change on global scale, ocean colour studies of marine biosphere, biological and hydrological interactions and large scale experiments). Second part is on remote sensing for climate change (with earth radiation and clouds, sea ice, global climate research programme). Third part is on remote sensing for atmosphere and ocean forecasting (with temperatures and humidity, winds, data assimilation, cloud imagery, sea surface temperature, ocean waves and topography). (A.B.). refs., figs., tabs

A nonlinear support vector machine model with hard penalty function based on glowworm swarm optimization for forecasting daily global solar radiation

International Nuclear Information System (INIS)

Jiang, He; Dong, Yao

2016-01-01

Highlights: • Eclat data mining algorithm is used to determine the possible predictors. • Support vector machine is converted into a ridge regularization problem. • Hard penalty selects the number of radial basis functions to simply the structure. • Glowworm swarm optimization is utilized to determine the optimal parameters. - Abstract: For a portion of the power which is generated by grid connected photovoltaic installations, an effective solar irradiation forecasting approach must be crucial to ensure the quality and the security of power grid. This paper develops and investigates a novel model to forecast 30 daily global solar radiation at four given locations of the United States. Eclat data mining algorithm is first presented to discover association rules between solar radiation and several meteorological factors laying a theoretical foundation for these correlative factors as input vectors. An effective and innovative intelligent optimization model based on nonlinear support vector machine and hard penalty function is proposed to forecast solar radiation by converting support vector machine into a regularization problem with ridge penalty, adding a hard penalty function to select the number of radial basis functions, and using glowworm swarm optimization algorithm to determine the optimal parameters of the model. In order to illustrate our validity of the proposed method, the datasets at four sites of the United States are split to into training data and test data, separately. The experiment results reveal that the proposed model delivers the best forecasting performances comparing with other competitors.

Stationarity test with a direct test for heteroskedasticity in exchange rate forecasting models

Science.gov (United States)

Khin, Aye Aye; Chau, Wong Hong; Seong, Lim Chee; Bin, Raymond Ling Leh; Teng, Kevin Low Lock

2017-05-01

Global economic has been decreasing in the recent years, manifested by the greater exchange rates volatility on international commodity market. This study attempts to analyze some prominent exchange rate forecasting models on Malaysian commodity trading: univariate ARIMA, ARCH and GARCH models in conjunction with stationarity test on residual diagnosis direct testing of heteroskedasticity. All forecasting models utilized the monthly data from 1990 to 2015. Given a total of 312 observations, the data used to forecast both short-term and long-term exchange rate. The forecasting power statistics suggested that the forecasting performance of ARIMA (1, 1, 1) model is more efficient than the ARCH (1) and GARCH (1, 1) models. For ex-post forecast, exchange rate was increased from RM 3.50 per USD in January 2015 to RM 4.47 per USD in December 2015 based on the baseline data. For short-term ex-ante forecast, the analysis results indicate a decrease in exchange rate on 2016 June (RM 4.27 per USD) as compared with 2015 December. A more appropriate forecasting method of exchange rate is vital to aid the decision-making process and planning on the sustainable commodities' production in the world economy.

The value of model averaging and dynamical climate model predictions for improving statistical seasonal streamflow forecasts over Australia

Science.gov (United States)

Pokhrel, Prafulla; Wang, Q. J.; Robertson, David E.

2013-10-01

Seasonal streamflow forecasts are valuable for planning and allocation of water resources. In Australia, the Bureau of Meteorology employs a statistical method to forecast seasonal streamflows. The method uses predictors that are related to catchment wetness at the start of a forecast period and to climate during the forecast period. For the latter, a predictor is selected among a number of lagged climate indices as candidates to give the "best" model in terms of model performance in cross validation. This study investigates two strategies for further improvement in seasonal streamflow forecasts. The first is to combine, through Bayesian model averaging, multiple candidate models with different lagged climate indices as predictors, to take advantage of different predictive strengths of the multiple models. The second strategy is to introduce additional candidate models, using rainfall and sea surface temperature predictions from a global climate model as predictors. This is to take advantage of the direct simulations of various dynamic processes. The results show that combining forecasts from multiple statistical models generally yields more skillful forecasts than using only the best model and appears to moderate the worst forecast errors. The use of rainfall predictions from the dynamical climate model marginally improves the streamflow forecasts when viewed over all the study catchments and seasons, but the use of sea surface temperature predictions provide little additional benefit.

Forecast and analysis of the ratio of electric energy to terminal energy consumption for global energy internet

Science.gov (United States)

Wang, Wei; Zhong, Ming; Cheng, Ling; Jin, Lu; Shen, Si

2018-02-01

In the background of building global energy internet, it has both theoretical and realistic significance for forecasting and analysing the ratio of electric energy to terminal energy consumption. This paper firstly analysed the influencing factors of the ratio of electric energy to terminal energy and then used combination method to forecast and analyse the global proportion of electric energy. And then, construct the cointegration model for the proportion of electric energy by using influence factor such as electricity price index, GDP, economic structure, energy use efficiency and total population level. At last, this paper got prediction map of the proportion of electric energy by using the combination-forecasting model based on multiple linear regression method, trend analysis method, and variance-covariance method. This map describes the development trend of the proportion of electric energy in 2017-2050 and the proportion of electric energy in 2050 was analysed in detail using scenario analysis.

Global drought outlook by means of seasonal forecasts

Science.gov (United States)

Ziese, Markus; Fröhlich, Kristina; Rustemeier, Elke; Becker, Andreas

2017-04-01

Droughts are naturally occurring phenomena which are caused by a shortage of available water due to lower than normal precipitation and/or above normal evaporation. Depending on the length of the droughts, several sectors are affected starting with agriculture, then river and ground water levels and finally socio-economic losses at the long end of the spectrum of drought persistence. Droughts are extreme events that affect much larger areas and last much longer than floods, but are less geared towards media than floods being more short-scale in persistence and impacts. Finally the slow onset of droughts make the detection and early warning of their beginning difficult and time is lost for preparatory measures. Drought indices are developed to detect and classify droughts based on (meteorological) observations and possible additional information tailored to specific user needs, e.g. in agriculture, hydrology and other sectors. Not all drought indices can be utilized for global applications as not all input parameters are available at this scale. Therefore the Global Precipitation Climatology Centre (GPCC) developed a drought index as combination of the Standardized Drought Index (SPI) and the Standardized Precipitation Evapotranspiration Index (SPEI), the GPCC-DI. The GPCC-DI is applied to drought monitoring and retrospective analyses on a global scale. As the Deutscher Wetterdienst (DWD) operates a seasonal forecast system in cooperation with Max-Planck-Institute for Meteorology Hamburg and University of Hamburg, these data are also used for an outlook of drought conditions by means of the GPCC-DI. The reliability of seasonal precipitation forecasts is limited, so the drought outlook is available only for forecast months two to four. Based on the GPCC-DI, DWD provides a retrospective analysis, near-real-time monitoring and outlook of drought conditions on a global scale and regular basis.

Time series modelling of global mean temperature for managerial decision-making.

Science.gov (United States)

Romilly, Peter

2005-07-01

Climate change has important implications for business and economic activity. Effective management of climate change impacts will depend on the availability of accurate and cost-effective forecasts. This paper uses univariate time series techniques to model the properties of a global mean temperature dataset in order to develop a parsimonious forecasting model for managerial decision-making over the short-term horizon. Although the model is estimated on global temperature data, the methodology could also be applied to temperature data at more localised levels. The statistical techniques include seasonal and non-seasonal unit root testing with and without structural breaks, as well as ARIMA and GARCH modelling. A forecasting evaluation shows that the chosen model performs well against rival models. The estimation results confirm the findings of a number of previous studies, namely that global mean temperatures increased significantly throughout the 20th century. The use of GARCH modelling also shows the presence of volatility clustering in the temperature data, and a positive association between volatility and global mean temperature.

Do regional weather models contribute to better wind power forecasts? A few Norwegian case studies

DEFF Research Database (Denmark)

Bremnes, John Bjørnar; Giebel, Gregor

2017-01-01

resolution of this grid determines how accurate meteorological processes can be modeled and thereby also limits forecast quality. In this study, two global and four regional operational NWP models with spatial horizontal resolutions ranging from 1 to 32 km were applied to make wind power forecasts up to 66...

FORECASTING MODELS IN MANAGEMENT

OpenAIRE

Sindelar, Jiri

2008-01-01

This article deals with the problems of forecasting models. First part of the article is dedicated to definition of the relevant areas (vertical and horizontal pillar of definition) and then the forecasting model itself is defined; as article presents theoretical background for further primary research, this definition is crucial. Finally the position of forecasting models within the management system is identified. The paper is a part of the outputs of FEM CULS grant no. 1312/11/3121.

Global ice sheet modeling

International Nuclear Information System (INIS)

Hughes, T.J.; Fastook, J.L.

1994-05-01

The University of Maine conducted this study for Pacific Northwest Laboratory (PNL) as part of a global climate modeling task for site characterization of the potential nuclear waste respository site at Yucca Mountain, NV. The purpose of the study was to develop a global ice sheet dynamics model that will forecast the three-dimensional configuration of global ice sheets for specific climate change scenarios. The objective of the third (final) year of the work was to produce ice sheet data for glaciation scenarios covering the next 100,000 years. This was accomplished using both the map-plane and flowband solutions of our time-dependent, finite-element gridpoint model. The theory and equations used to develop the ice sheet models are presented. Three future scenarios were simulated by the model and results are discussed

Gridded Calibration of Ensemble Wind Vector Forecasts Using Ensemble Model Output Statistics

Science.gov (United States)

Lazarus, S. M.; Holman, B. P.; Splitt, M. E.

2017-12-01

A computationally efficient method is developed that performs gridded post processing of ensemble wind vector forecasts. An expansive set of idealized WRF model simulations are generated to provide physically consistent high resolution winds over a coastal domain characterized by an intricate land / water mask. Ensemble model output statistics (EMOS) is used to calibrate the ensemble wind vector forecasts at observation locations. The local EMOS predictive parameters (mean and variance) are then spread throughout the grid utilizing flow-dependent statistical relationships extracted from the downscaled WRF winds. Using data withdrawal and 28 east central Florida stations, the method is applied to one year of 24 h wind forecasts from the Global Ensemble Forecast System (GEFS). Compared to the raw GEFS, the approach improves both the deterministic and probabilistic forecast skill. Analysis of multivariate rank histograms indicate the post processed forecasts are calibrated. Two downscaling case studies are presented, a quiescent easterly flow event and a frontal passage. Strengths and weaknesses of the approach are presented and discussed.

A revised radiation package of G-packed McICA and two-stream approximation: Performance evaluation in a global weather forecasting model

Science.gov (United States)

Baek, Sunghye

2017-07-01

For more efficient and accurate computation of radiative flux, improvements have been achieved in two aspects, integration of the radiative transfer equation over space and angle. First, the treatment of the Monte Carlo-independent column approximation (MCICA) is modified focusing on efficiency using a reduced number of random samples ("G-packed") within a reconstructed and unified radiation package. The original McICA takes 20% of CPU time of radiation in the Global/Regional Integrated Model systems (GRIMs). The CPU time consumption of McICA is reduced by 70% without compromising accuracy. Second, parameterizations of shortwave two-stream approximations are revised to reduce errors with respect to the 16-stream discrete ordinate method. Delta-scaled two-stream approximation (TSA) is almost unanimously used in Global Circulation Model (GCM) but contains systematic errors which overestimate forward peak scattering as solar elevation decreases. These errors are alleviated by adjusting the parameterizations of each scattering element—aerosol, liquid, ice and snow cloud particles. Parameterizations are determined with 20,129 atmospheric columns of the GRIMs data and tested with 13,422 independent data columns. The result shows that the root-mean-square error (RMSE) over the all atmospheric layers is decreased by 39% on average without significant increase in computational time. Revised TSA developed and validated with a separate one-dimensional model is mounted on GRIMs for mid-term numerical weather forecasting. Monthly averaged global forecast skill scores are unchanged with revised TSA but the temperature at lower levels of the atmosphere (pressure ≥ 700 hPa) is slightly increased (< 0.5 K) with corrected atmospheric absorption.

The use of analogies in forecasting ecological and societal responses to global warming

Energy Technology Data Exchange (ETDEWEB)

Glantz, M.H. (National Center for Atmospheric Research, Boulder CO (USA). Environmental Research and Societal Impacts Group)

1991-06-01

Due to the limitations of general circulation models, researchers use analogies to look at future climatic change and its effects. Analogies used include the greenhouse, the Altithermal period, regional climates and summertime. Analogical reasoning is a prominent part of general circulation modeling of the atmosphere. Analogies are useful for generating hypotheses and improving understanding, but not as forecasts. The use of an analogy to develop specific policies related to global warming is risky. Historical analogies can provide a first approach to ascertaining the level of societal preparedness for the impacts of a global warming. Each analogy provides additional information about the target problem. 63 refs., 3 figs., 1 tab.

The use of analogies in forecasting ecological and societal responses to global warming

International Nuclear Information System (INIS)

Glantz, M.H.

1991-01-01

Due to the limitations of general circulation models, researchers use analogies to look at future climatic change and its effects. Analogies used include the greenhouse, the Altithermal period, regional climates and summertime. Analogical reasoning is a prominent part of general circulation modeling of the atmosphere. Analogies are useful for generating hypotheses and improving understanding, but not as forecasts. The use of an analogy to develop specific policies related to global warming is risky. Historical analogies can provide a first approach to ascertaining the level of societal preparedness for the impacts of a global warming. Each analogy provides additional information about the target problem. 63 refs., 3 figs., 1 tab

Flood Forecasting Based on TIGGE Precipitation Ensemble Forecast

Directory of Open Access Journals (Sweden)

Jinyin Ye

2016-01-01

Full Text Available TIGGE (THORPEX International Grand Global Ensemble was a major part of the THORPEX (Observing System Research and Predictability Experiment. It integrates ensemble precipitation products from all the major forecast centers in the world and provides systematic evaluation on the multimodel ensemble prediction system. Development of meteorologic-hydrologic coupled flood forecasting model and early warning model based on the TIGGE precipitation ensemble forecast can provide flood probability forecast, extend the lead time of the flood forecast, and gain more time for decision-makers to make the right decision. In this study, precipitation ensemble forecast products from ECMWF, NCEP, and CMA are used to drive distributed hydrologic model TOPX. We focus on Yi River catchment and aim to build a flood forecast and early warning system. The results show that the meteorologic-hydrologic coupled model can satisfactorily predict the flow-process of four flood events. The predicted occurrence time of peak discharges is close to the observations. However, the magnitude of the peak discharges is significantly different due to various performances of the ensemble prediction systems. The coupled forecasting model can accurately predict occurrence of the peak time and the corresponding risk probability of peak discharge based on the probability distribution of peak time and flood warning, which can provide users a strong theoretical foundation and valuable information as a promising new approach.

Petascale Diagnostic Assessment of the Global Portfolio Rainfall Space Missions' Ability to Support Flood Forecasting

Science.gov (United States)

Reed, P. M.; Chaney, N.; Herman, J. D.; Wood, E. F.; Ferringer, M. P.

2015-12-01

This research represents a multi-institutional collaboration between Cornell University, The Aerospace Corporation, and Princeton University that has completed a Petascale diagnostic assessment of the current 10 satellite missions providing rainfall observations. Our diagnostic assessment has required four core tasks: (1) formally linking high-resolution astrodynamics design and coordination of space assets with their global hydrological impacts within a Petascale "many-objective" global optimization framework, (2) developing a baseline diagnostic evaluation of a 1-degree resolution global implementation of the Variable Infiltration Capacity (VIC) model to establish the required satellite observation frequencies and coverage to maintain acceptable global flood forecasts, (3) evaluating the limitations and vulnerabilities of the full suite of current satellite precipitation missions including the recently approved Global Precipitation Measurement (GPM) mission, and (4) conceptualizing the next generation spaced-based platforms for water cycle observation. Our team exploited over 100 Million hours of computing access on the 700,000+ core Blue Waters machine to radically advance our ability to discover and visualize key system tradeoffs and sensitivities. This project represents to our knowledge the first attempt to develop a 10,000 member Monte Carlo global hydrologic simulation at one degree resolution that characterizes the uncertain effects of changing the available frequencies of satellite precipitation on drought and flood forecasts. The simulation—optimization components of the work have set a theoretical baseline for the best possible frequencies and coverages for global precipitation given unlimited investment, broad international coordination in reconfiguring existing assets, and new satellite constellation design objectives informed directly by key global hydrologic forecasting requirements. Our research poses a step towards realizing the integrated

HYbrid Coordinate Ocean Model (HYCOM): Global

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — Global HYbrid Coordinate Ocean Model (HYCOM) and U.S. Navy Coupled Ocean Data Assimilation (NCODA) 3-day, daily forecast at approximately 9-km (1/12-degree)...

Verification of Global Radiation Forecasts from the Ensemble Prediction System at DMI

DEFF Research Database (Denmark)

Lundholm, Sisse Camilla

To comply with an increasing demand for sustainable energy sources, a solar heating unit is being developed at the Technical University of Denmark. To make optimal use — environmentally and economically —, this heating unit is equipped with an intelligent control system using forecasts of the heat...... consumption of the house and the amount of available solar energy. In order to make the most of this solar heating unit, accurate forecasts of the available solar radiation are esstential. However, because of its sensitivity to local meteorological conditions, the solar radiation received at the surface...... of the Earth can be highly fluctuating and challenging to forecast accurately. To comply with the accuracy requirements to forecasts of both global, direct, and diffuse radiation, the uncertainty of these forecasts is of interest. Forecast uncertainties can become accessible by running an ensemble of forecasts...

A stochastic post-processing method for solar irradiance forecasts derived from NWPs models

Science.gov (United States)

Lara-Fanego, V.; Pozo-Vazquez, D.; Ruiz-Arias, J. A.; Santos-Alamillos, F. J.; Tovar-Pescador, J.

2010-09-01

Solar irradiance forecast is an important area of research for the future of the solar-based renewable energy systems. Numerical Weather Prediction models (NWPs) have proved to be a valuable tool for solar irradiance forecasting with lead time up to a few days. Nevertheless, these models show low skill in forecasting the solar irradiance under cloudy conditions. Additionally, climatic (averaged over seasons) aerosol loading are usually considered in these models, leading to considerable errors for the Direct Normal Irradiance (DNI) forecasts during high aerosols load conditions. In this work we propose a post-processing method for the Global Irradiance (GHI) and DNI forecasts derived from NWPs. Particularly, the methods is based on the use of Autoregressive Moving Average with External Explanatory Variables (ARMAX) stochastic models. These models are applied to the residuals of the NWPs forecasts and uses as external variables the measured cloud fraction and aerosol loading of the day previous to the forecast. The method is evaluated for a set one-moth length three-days-ahead forecast of the GHI and DNI, obtained based on the WRF mesoscale atmospheric model, for several locations in Andalusia (Southern Spain). The Cloud fraction is derived from MSG satellite estimates and the aerosol loading from the MODIS platform estimates. Both sources of information are readily available at the time of the forecast. Results showed a considerable improvement of the forecasting skill of the WRF model using the proposed post-processing method. Particularly, relative improvement (in terms of the RMSE) for the DNI during summer is about 20%. A similar value is obtained for the GHI during the winter.

A hierarchical bayesian model to quantify uncertainty of stream water temperature forecasts.

Directory of Open Access Journals (Sweden)

Guillaume Bal

Full Text Available Providing generic and cost effective modelling approaches to reconstruct and forecast freshwater temperature using predictors as air temperature and water discharge is a prerequisite to understanding ecological processes underlying the impact of water temperature and of global warming on continental aquatic ecosystems. Using air temperature as a simple linear predictor of water temperature can lead to significant bias in forecasts as it does not disentangle seasonality and long term trends in the signal. Here, we develop an alternative approach based on hierarchical Bayesian statistical time series modelling of water temperature, air temperature and water discharge using seasonal sinusoidal periodic signals and time varying means and amplitudes. Fitting and forecasting performances of this approach are compared with that of simple linear regression between water and air temperatures using i an emotive simulated example, ii application to three French coastal streams with contrasting bio-geographical conditions and sizes. The time series modelling approach better fit data and does not exhibit forecasting bias in long term trends contrary to the linear regression. This new model also allows for more accurate forecasts of water temperature than linear regression together with a fair assessment of the uncertainty around forecasting. Warming of water temperature forecast by our hierarchical Bayesian model was slower and more uncertain than that expected with the classical regression approach. These new forecasts are in a form that is readily usable in further ecological analyses and will allow weighting of outcomes from different scenarios to manage climate change impacts on freshwater wildlife.

Improving Global Flood Forecasting using Satellite Detected Flood Extent

NARCIS (Netherlands)

Revilla Romero, B.

2016-01-01

Flooding is a natural global phenomenon but in many cases is exacerbated by human activity. Although flooding generally affects humans in a negative way, bringing death, suffering, and economic impacts, it also has potentially beneficial effects. Early flood warning and forecasting systems, as well

Reference evapotranspiration forecasting based on local meteorological and global climate information screened by partial mutual information

Science.gov (United States)

Fang, Wei; Huang, Shengzhi; Huang, Qiang; Huang, Guohe; Meng, Erhao; Luan, Jinkai

2018-06-01

In this study, reference evapotranspiration (ET0) forecasting models are developed for the least economically developed regions subject to meteorological data scarcity. Firstly, the partial mutual information (PMI) capable of capturing the linear and nonlinear dependence is investigated regarding its utility to identify relevant predictors and exclude those that are redundant through the comparison with partial linear correlation. An efficient input selection technique is crucial for decreasing model data requirements. Then, the interconnection between global climate indices and regional ET0 is identified. Relevant climatic indices are introduced as additional predictors to comprise information regarding ET0, which ought to be provided by meteorological data unavailable. The case study in the Jing River and Beiluo River basins, China, reveals that PMI outperforms the partial linear correlation in excluding the redundant information, favouring the yield of smaller predictor sets. The teleconnection analysis identifies the correlation between Nino 1 + 2 and regional ET0, indicating influences of ENSO events on the evapotranspiration process in the study area. Furthermore, introducing Nino 1 + 2 as predictors helps to yield more accurate ET0 forecasts. A model performance comparison also shows that non-linear stochastic models (SVR or RF with input selection through PMI) do not always outperform linear models (MLR with inputs screen by linear correlation). However, the former can offer quite comparable performance depending on smaller predictor sets. Therefore, efforts such as screening model inputs through PMI and incorporating global climatic indices interconnected with ET0 can benefit the development of ET0 forecasting models suitable for data-scarce regions.

Global Wildfire Forecasts Using Large Scale Climate Indices

Science.gov (United States)

Shen, Huizhong; Tao, Shu

2016-04-01

Using weather readings, fire early warning can provided forecast 4-6 hour in advance to minimize fire loss. The benefit would be dramatically enhanced if relatively accurate long-term projection can be also provided. Here we present a novel method for predicting global fire season severity (FSS) at least three months in advance using multiple large-scale climate indices (CIs). The predictive ability is proven effective for various geographic locations and resolution. Globally, as well as in most continents, the El Niño Southern Oscillation (ENSO) is the dominant driving force controlling interannual FSS variability, whereas other CIs also play indispensable roles. We found that a moderate El Niño event is responsible for 465 (272-658 as interquartile range) Tg carbon release and an annual increase of 29,500 (24,500-34,800) deaths from inhalation exposure to air pollutants. Southeast Asia accounts for half of the deaths. Both intercorrelation and interaction of WPs and CIs are revealed, suggesting possible climate-induced modification of fire responses to weather conditions. Our models can benefit fire management in response to climate change.

Ensemble Forecasts with Useful Skill-Spread Relationships for African meningitis and Asia Streamflow Forecasting

Science.gov (United States)

Hopson, T. M.

2014-12-01

One potential benefit of an ensemble prediction system (EPS) is its capacity to forecast its own forecast error through the ensemble spread-error relationship. In practice, an EPS is often quite limited in its ability to represent the variable expectation of forecast error through the variable dispersion of the ensemble, and perhaps more fundamentally, in its ability to provide enough variability in the ensembles dispersion to make the skill-spread relationship even potentially useful (irrespective of whether the EPS is well-calibrated or not). In this paper we examine the ensemble skill-spread relationship of an ensemble constructed from the TIGGE (THORPEX Interactive Grand Global Ensemble) dataset of global forecasts and a combination of multi-model and post-processing approaches. Both of the multi-model and post-processing techniques are based on quantile regression (QR) under a step-wise forward selection framework leading to ensemble forecasts with both good reliability and sharpness. The methodology utilizes the ensemble's ability to self-diagnose forecast instability to produce calibrated forecasts with informative skill-spread relationships. A context for these concepts is provided by assessing the constructed ensemble in forecasting district-level humidity impacting the incidence of meningitis in the meningitis belt of Africa, and in forecasting flooding events in the Brahmaputra and Ganges basins of South Asia.

Evaluation of streamflow forecast for the National Water Model of U.S. National Weather Service

Science.gov (United States)

Rafieeinasab, A.; McCreight, J. L.; Dugger, A. L.; Gochis, D.; Karsten, L. R.; Zhang, Y.; Cosgrove, B.; Liu, Y.

2016-12-01

The National Water Model (NWM), an implementation of the community WRF-Hydro modeling system, is an operational hydrologic forecasting model for the contiguous United States. The model forecasts distributed hydrologic states and fluxes, including soil moisture, snowpack, ET, and ponded water. In particular, the NWM provides streamflow forecasts at more than 2.7 million river reaches for three forecast ranges: short (15 hr), medium (10 days), and long (30 days). In this study, we verify short and medium range streamflow forecasts in the context of the verification of their respective quantitative precipitation forecasts/forcing (QPF), the High Resolution Rapid Refresh (HRRR) and the Global Forecast System (GFS). The streamflow evaluation is performed for summer of 2016 at more than 6,000 USGS gauges. Both individual forecasts and forecast lead times are examined. Selected case studies of extreme events aim to provide insight into the quality of the NWM streamflow forecasts. A goal of this comparison is to address how much streamflow bias originates from precipitation forcing bias. To this end, precipitation verification is performed over the contributing areas above (and between assimilated) USGS gauge locations. Precipitation verification is based on the aggregated, blended StageIV/StageII data as the "reference truth". We summarize the skill of the streamflow forecasts, their skill relative to the QPF, and make recommendations for improving NWM forecast skill.

Evaluation of statistical models for forecast errors from the HBV model

Science.gov (United States)

Engeland, Kolbjørn; Renard, Benjamin; Steinsland, Ingelin; Kolberg, Sjur

2010-04-01

SummaryThree statistical models for the forecast errors for inflow into the Langvatn reservoir in Northern Norway have been constructed and tested according to the agreement between (i) the forecast distribution and the observations and (ii) median values of the forecast distribution and the observations. For the first model observed and forecasted inflows were transformed by the Box-Cox transformation before a first order auto-regressive model was constructed for the forecast errors. The parameters were conditioned on weather classes. In the second model the Normal Quantile Transformation (NQT) was applied on observed and forecasted inflows before a similar first order auto-regressive model was constructed for the forecast errors. For the third model positive and negative errors were modeled separately. The errors were first NQT-transformed before conditioning the mean error values on climate, forecasted inflow and yesterday's error. To test the three models we applied three criterions: we wanted (a) the forecast distribution to be reliable; (b) the forecast intervals to be narrow; (c) the median values of the forecast distribution to be close to the observed values. Models 1 and 2 gave almost identical results. The median values improved the forecast with Nash-Sutcliffe R eff increasing from 0.77 for the original forecast to 0.87 for the corrected forecasts. Models 1 and 2 over-estimated the forecast intervals but gave the narrowest intervals. Their main drawback was that the distributions are less reliable than Model 3. For Model 3 the median values did not fit well since the auto-correlation was not accounted for. Since Model 3 did not benefit from the potential variance reduction that lies in bias estimation and removal it gave on average wider forecasts intervals than the two other models. At the same time Model 3 on average slightly under-estimated the forecast intervals, probably explained by the use of average measures to evaluate the fit.

Distributed HUC-based modeling with SUMMA for ensemble streamflow forecasting over large regional domains.

Science.gov (United States)

Saharia, M.; Wood, A.; Clark, M. P.; Bennett, A.; Nijssen, B.; Clark, E.; Newman, A. J.

2017-12-01

Most operational streamflow forecasting systems rely on a forecaster-in-the-loop approach in which some parts of the forecast workflow require an experienced human forecaster. But this approach faces challenges surrounding process reproducibility, hindcasting capability, and extension to large domains. The operational hydrologic community is increasingly moving towards `over-the-loop' (completely automated) large-domain simulations yet recent developments indicate a widespread lack of community knowledge about the strengths and weaknesses of such systems for forecasting. A realistic representation of land surface hydrologic processes is a critical element for improving forecasts, but often comes at the substantial cost of forecast system agility and efficiency. While popular grid-based models support the distributed representation of land surface processes, intermediate-scale Hydrologic Unit Code (HUC)-based modeling could provide a more efficient and process-aligned spatial discretization, reducing the need for tradeoffs between model complexity and critical forecasting requirements such as ensemble methods and comprehensive model calibration. The National Center for Atmospheric Research is collaborating with the University of Washington, the Bureau of Reclamation and the USACE to implement, assess, and demonstrate real-time, over-the-loop distributed streamflow forecasting for several large western US river basins and regions. In this presentation, we present early results from short to medium range hydrologic and streamflow forecasts for the Pacific Northwest (PNW). We employ a real-time 1/16th degree daily ensemble model forcings as well as downscaled Global Ensemble Forecasting System (GEFS) meteorological forecasts. These datasets drive an intermediate-scale configuration of the Structure for Unifying Multiple Modeling Alternatives (SUMMA) model, which represents the PNW using over 11,700 HUCs. The system produces not only streamflow forecasts (using the Mizu

Short-Term Solar Irradiance Forecasts Using Sky Images and Radiative Transfer Model

Directory of Open Access Journals (Sweden)

Juan Du

2018-05-01

Full Text Available In this paper, we propose a novel forecast method which addresses the difficulty in short-term solar irradiance forecasting that arises due to rapidly evolving environmental factors over short time periods. This involves the forecasting of Global Horizontal Irradiance (GHI that combines prediction sky images with a Radiative Transfer Model (RTM. The prediction images (up to 10 min ahead are produced by a non-local optical flow method, which is used to calculate the cloud motion for each pixel, with consecutive sky images at 1 min intervals. The Direct Normal Irradiance (DNI and the diffuse radiation intensity field under clear sky and overcast conditions obtained from the RTM are then mapped to the sky images. Through combining the cloud locations on the prediction image with the corresponding instance of image-based DNI and diffuse radiation intensity fields, the GHI can be quantitatively forecasted for time horizons of 1–10 min ahead. The solar forecasts are evaluated in terms of root mean square error (RMSE and mean absolute error (MAE in relation to in-situ measurements and compared to the performance of the persistence model. The results of our experiment show that GHI forecasts using the proposed method perform better than the persistence model.

Demand forecast model based on CRM

Science.gov (United States)

Cai, Yuancui; Chen, Lichao

2006-11-01

With interiorizing day by day management thought that regarding customer as the centre, forecasting customer demand becomes more and more important. In the demand forecast of customer relationship management, the traditional forecast methods have very great limitation because much uncertainty of the demand, these all require new modeling to meet the demands of development. In this paper, the notion is that forecasting the demand according to characteristics of the potential customer, then modeling by it. The model first depicts customer adopting uniform multiple indexes. Secondly, the model acquires characteristic customers on the basis of data warehouse and the technology of data mining. The last, there get the most similar characteristic customer by their comparing and forecast the demands of new customer by the most similar characteristic customer.

Performance and Quality Assessment of the Forthcoming Copernicus Marine Service Global Ocean Monitoring and Forecasting Real-Time System

Science.gov (United States)

Lellouche, J. M.; Le Galloudec, O.; Greiner, E.; Garric, G.; Regnier, C.; Drillet, Y.

2016-02-01

Mercator Ocean currently delivers in real-time daily services (weekly analyses and daily forecast) with a global 1/12° high resolution system. The model component is the NEMO platform driven at the surface by the IFS ECMWF atmospheric analyses and forecasts. Observations are assimilated by means of a reduced-order Kalman filter with a 3D multivariate modal decomposition of the forecast error. It includes an adaptive-error estimate and a localization algorithm. Along track altimeter data, satellite Sea Surface Temperature and in situ temperature and salinity vertical profiles are jointly assimilated to estimate the initial conditions for numerical ocean forecasting. A 3D-Var scheme provides a correction for the slowly-evolving large-scale biases in temperature and salinity.Since May 2015, Mercator Ocean opened the Copernicus Marine Service (CMS) and is in charge of the global ocean analyses and forecast, at eddy resolving resolution. In this context, R&D activities have been conducted at Mercator Ocean these last years in order to improve the real-time 1/12° global system for the next CMS version in 2016. The ocean/sea-ice model and the assimilation scheme benefit among others from the following improvements: large-scale and objective correction of atmospheric quantities with satellite data, new Mean Dynamic Topography taking into account the last version of GOCE geoid, new adaptive tuning of some observational errors, new Quality Control on the assimilated temperature and salinity vertical profiles based on dynamic height criteria, assimilation of satellite sea-ice concentration, new freshwater runoff from ice sheets melting …This presentation doesn't focus on the impact of each update, but rather on the overall behavior of the system integrating all updates. This assessment reports on the products quality improvements, highlighting the level of performance and the reliability of the new system.

Uncertainty Analysis of Multi-Model Flood Forecasts

Directory of Open Access Journals (Sweden)

Erich J. Plate

2015-12-01

Full Text Available This paper demonstrates, by means of a systematic uncertainty analysis, that the use of outputs from more than one model can significantly improve conditional forecasts of discharges or water stages, provided the models are structurally different. Discharge forecasts from two models and the actual forecasted discharge are assumed to form a three-dimensional joint probability density distribution (jpdf, calibrated on long time series of data. The jpdf is decomposed into conditional probability density distributions (cpdf by means of Bayes formula, as suggested and explored by Krzysztofowicz in a series of papers. In this paper his approach is simplified to optimize conditional forecasts for any set of two forecast models. Its application is demonstrated by means of models developed in a study of flood forecasting for station Stung Treng on the middle reach of the Mekong River in South-East Asia. Four different forecast models were used and pairwise combined: forecast with no model, with persistence model, with a regression model, and with a rainfall-runoff model. Working with cpdfs requires determination of dependency among variables, for which linear regressions are required, as was done by Krzysztofowicz. His Bayesian approach based on transforming observed probability distributions of discharges and forecasts into normal distributions is also explored. Results obtained with his method for normal prior and likelihood distributions are identical to results from direct multiple regressions. Furthermore, it is shown that in the present case forecast accuracy is only marginally improved, if Weibull distributed basic data were converted into normally distributed variables.

Modeling and forecasting petroleum futures volatility

International Nuclear Information System (INIS)

Sadorsky, Perry

2006-01-01

Forecasts of oil price volatility are important inputs into macroeconometric models, financial market risk assessment calculations like value at risk, and option pricing formulas for futures contracts. This paper uses several different univariate and multivariate statistical models to estimate forecasts of daily volatility in petroleum futures price returns. The out-of-sample forecasts are evaluated using forecast accuracy tests and market timing tests. The TGARCH model fits well for heating oil and natural gas volatility and the GARCH model fits well for crude oil and unleaded gasoline volatility. Simple moving average models seem to fit well in some cases provided the correct order is chosen. Despite the increased complexity, models like state space, vector autoregression and bivariate GARCH do not perform as well as the single equation GARCH model. Most models out perform a random walk and there is evidence of market timing. Parametric and non-parametric value at risk measures are calculated and compared. Non-parametric models outperform the parametric models in terms of number of exceedences in backtests. These results are useful for anyone needing forecasts of petroleum futures volatility. (author)

Performance evaluation of ionospheric time delay forecasting models using GPS observations at a low-latitude station

Science.gov (United States)

Sivavaraprasad, G.; Venkata Ratnam, D.

2017-07-01

Ionospheric delay is one of the major atmospheric effects on the performance of satellite-based radio navigation systems. It limits the accuracy and availability of Global Positioning System (GPS) measurements, related to critical societal and safety applications. The temporal and spatial gradients of ionospheric total electron content (TEC) are driven by several unknown priori geophysical conditions and solar-terrestrial phenomena. Thereby, the prediction of ionospheric delay is challenging especially over Indian sub-continent. Therefore, an appropriate short/long-term ionospheric delay forecasting model is necessary. Hence, the intent of this paper is to forecast ionospheric delays by considering day to day, monthly and seasonal ionospheric TEC variations. GPS-TEC data (January 2013-December 2013) is extracted from a multi frequency GPS receiver established at K L University, Vaddeswaram, Guntur station (geographic: 16.37°N, 80.37°E; geomagnetic: 7.44°N, 153.75°E), India. An evaluation, in terms of forecasting capabilities, of three ionospheric time delay models - an Auto Regressive Moving Average (ARMA) model, Auto Regressive Integrated Moving Average (ARIMA) model, and a Holt-Winter's model is presented. The performances of these models are evaluated through error measurement analysis during both geomagnetic quiet and disturbed days. It is found that, ARMA model is effectively forecasting the ionospheric delay with an accuracy of 82-94%, which is 10% more superior to ARIMA and Holt-Winter's models. Moreover, the modeled VTEC derived from International Reference Ionosphere, IRI (IRI-2012) model and new global TEC model, Neustrelitz TEC Model (NTCM-GL) have compared with forecasted VTEC values of ARMA, ARIMA and Holt-Winter's models during geomagnetic quiet days. The forecast results are indicating that ARMA model would be useful to set up an early warning system for ionospheric disturbances at low latitude regions.

Short-term streamflow forecasting with global climate change implications A comparative study between genetic programming and neural network models

Science.gov (United States)

Makkeasorn, A.; Chang, N. B.; Zhou, X.

2008-05-01

SummarySustainable water resources management is a critically important priority across the globe. While water scarcity limits the uses of water in many ways, floods may also result in property damages and the loss of life. To more efficiently use the limited amount of water under the changing world or to resourcefully provide adequate time for flood warning, the issues have led us to seek advanced techniques for improving streamflow forecasting on a short-term basis. This study emphasizes the inclusion of sea surface temperature (SST) in addition to the spatio-temporal rainfall distribution via the Next Generation Radar (NEXRAD), meteorological data via local weather stations, and historical stream data via USGS gage stations to collectively forecast discharges in a semi-arid watershed in south Texas. Two types of artificial intelligence models, including genetic programming (GP) and neural network (NN) models, were employed comparatively. Four numerical evaluators were used to evaluate the validity of a suite of forecasting models. Research findings indicate that GP-derived streamflow forecasting models were generally favored in the assessment in which both SST and meteorological data significantly improve the accuracy of forecasting. Among several scenarios, NEXRAD rainfall data were proven its most effectiveness for a 3-day forecast, and SST Gulf-to-Atlantic index shows larger impacts than the SST Gulf-to-Pacific index on the streamflow forecasts. The most forward looking GP-derived models can even perform a 30-day streamflow forecast ahead of time with an r-square of 0.84 and RMS error 5.4 in our study.

Wind-Farm Forecasting Using the HARMONIE Weather Forecast Model and Bayes Model Averaging for Bias Removal.

Science.gov (United States)

O'Brien, Enda; McKinstry, Alastair; Ralph, Adam

2015-04-01

Building on previous work presented at EGU 2013 (http://www.sciencedirect.com/science/article/pii/S1876610213016068 ), more results are available now from a different wind-farm in complex terrain in southwest Ireland. The basic approach is to interpolate wind-speed forecasts from an operational weather forecast model (i.e., HARMONIE in the case of Ireland) to the precise location of each wind-turbine, and then use Bayes Model Averaging (BMA; with statistical information collected from a prior training-period of e.g., 25 days) to remove systematic biases. Bias-corrected wind-speed forecasts (and associated power-generation forecasts) are then provided twice daily (at 5am and 5pm) out to 30 hours, with each forecast validation fed back to BMA for future learning. 30-hr forecasts from the operational Met Éireann HARMONIE model at 2.5km resolution have been validated against turbine SCADA observations since Jan. 2014. An extra high-resolution (0.5km grid-spacing) HARMONIE configuration has been run since Nov. 2014 as an extra member of the forecast "ensemble". A new version of HARMONIE with extra filters designed to stabilize high-resolution configurations has been run since Jan. 2015. Measures of forecast skill and forecast errors will be provided, and the contributions made by the various physical and computational enhancements to HARMONIE will be quantified.

Forecasting with nonlinear time series models

DEFF Research Database (Denmark)

Kock, Anders Bredahl; Teräsvirta, Timo

In this paper, nonlinear models are restricted to mean nonlinear parametric models. Several such models popular in time series econo- metrics are presented and some of their properties discussed. This in- cludes two models based on universal approximators: the Kolmogorov- Gabor polynomial model...... applied to economic fore- casting problems, is briefly highlighted. A number of large published studies comparing macroeconomic forecasts obtained using different time series models are discussed, and the paper also contains a small simulation study comparing recursive and direct forecasts in a partic...... and two versions of a simple artificial neural network model. Techniques for generating multi-period forecasts from nonlinear models recursively are considered, and the direct (non-recursive) method for this purpose is mentioned as well. Forecasting with com- plex dynamic systems, albeit less frequently...

Space weather: Modeling and forecasting ionospheric

International Nuclear Information System (INIS)

Calzadilla Mendez, A.

2008-01-01

Full text: Space weather is the set of phenomena and interactions that take place in the interplanetary medium. It is regulated primarily by the activity originating in the Sun and affects both the artificial satellites that are outside of the protective cover of the Earth's atmosphere as the rest of the planets in the solar system. Among the phenomena that are of great relevance and impact on Earth are the auroras and geomagnetic storms , these are a direct result of irregularities in the flow of the solar wind and the interplanetary magnetic field . Given the high complexity of the physical phenomena involved (magnetic reconnection , particle inlet and ionizing radiation to the atmosphere) one of the great scientific challenges today is to forecast the state of plasmatic means either the interplanetary medium , the magnetosphere and ionosphere , for their importance to the development of various human activities such as radio , global positioning , navigation, etc. . It briefly address some of the international ionospheric modeling methods and contributions and participation that currently has the space group of the Institute of Geophysics Geophysics and Astronomy (IGA) in these activities of modeling and forecasting ionospheric. (author)

The implementation of NEMS GFS Aerosol Component (NGAC) Version 1.0 for global dust forecasting at NOAA/NCEP.

Science.gov (United States)

Lu, Cheng-Hsuan; da Silva, Arlindo; Wang, Jun; Moorthi, Shrinivas; Chin, Mian; Colarco, Peter; Tang, Youhua; Bhattacharjee, Partha S; Chen, Shen-Po; Chuang, Hui-Ya; Juang, Hann-Ming Henry; McQueen, Jeffery; Iredell, Mark

2016-01-01

The NOAA National Centers for Environmental Prediction (NCEP) implemented NEMS GFS Aerosol Component (NGAC) for global dust forecasting in collaboration with NASA Goddard Space Flight Center (GSFC). NGAC Version 1.0 has been providing 5 day dust forecasts at 1°×1° resolution on a global scale, once per day at 00:00 Coordinated Universal Time (UTC), since September 2012. This is the first global system capable of interactive atmosphere aerosol forecasting at NCEP. The implementation of NGAC V1.0 reflects an effective and efficient transitioning of NASA research advances to NCEP operations, paving the way for NCEP to provide global aerosol products serving a wide range of stakeholders as well as to allow the effects of aerosols on weather forecasts and climate prediction to be considered.

The AviaDem forecasting model: illustration of a forecasting case at Amsterdam Schiphol Airport

NARCIS (Netherlands)

Veldhuis, J.; Lieshout, R.

2010-01-01

The paper describes an aviation market forecasting model which focuses on market forecasts for airports. Most forecasting models in use today assess aviation trends resulting from macroeconomic trends. The model described in this paper has this feature built in, but the added value of this model is

Forecasting an invasive species’ distribution with global distribution data, local data, and physiological information

Science.gov (United States)

Jarnevich, Catherine S.; Young, Nicholas E.; Talbert, Marian; Talbert, Colin

2018-01-01

Understanding invasive species distributions and potential invasions often requires broad‐scale information on the environmental tolerances of the species. Further, resource managers are often faced with knowing these broad‐scale relationships as well as nuanced environmental factors related to their landscape that influence where an invasive species occurs and potentially could occur. Using invasive buffelgrass (Cenchrus ciliaris), we developed global models and local models for Saguaro National Park, Arizona, USA, based on location records and literature on physiological tolerances to environmental factors to investigate whether environmental relationships of a species at a global scale are also important at local scales. In addition to correlative models with five commonly used algorithms, we also developed a model using a priori user‐defined relationships between occurrence and environmental characteristics based on a literature review. All correlative models at both scales performed well based on statistical evaluations. The user‐defined curves closely matched those produced by the correlative models, indicating that the correlative models may be capturing mechanisms driving the distribution of buffelgrass. Given climate projections for the region, both global and local models indicate that conditions at Saguaro National Park may become more suitable for buffelgrass. Combining global and local data with correlative models and physiological information provided a holistic approach to forecasting invasive species distributions.

Evaluation Of Statistical Models For Forecast Errors From The HBV-Model

Science.gov (United States)

Engeland, K.; Kolberg, S.; Renard, B.; Stensland, I.

2009-04-01

Three statistical models for the forecast errors for inflow to the Langvatn reservoir in Northern Norway have been constructed and tested according to how well the distribution and median values of the forecasts errors fit to the observations. For the first model observed and forecasted inflows were transformed by the Box-Cox transformation before a first order autoregressive model was constructed for the forecast errors. The parameters were conditioned on climatic conditions. In the second model the Normal Quantile Transformation (NQT) was applied on observed and forecasted inflows before a similar first order autoregressive model was constructed for the forecast errors. For the last model positive and negative errors were modeled separately. The errors were first NQT-transformed before a model where the mean values were conditioned on climate, forecasted inflow and yesterday's error. To test the three models we applied three criterions: We wanted a) the median values to be close to the observed values; b) the forecast intervals to be narrow; c) the distribution to be correct. The results showed that it is difficult to obtain a correct model for the forecast errors, and that the main challenge is to account for the auto-correlation in the errors. Model 1 and 2 gave similar results, and the main drawback is that the distributions are not correct. The 95% forecast intervals were well identified, but smaller forecast intervals were over-estimated, and larger intervals were under-estimated. Model 3 gave a distribution that fits better, but the median values do not fit well since the auto-correlation is not properly accounted for. If the 95% forecast interval is of interest, Model 2 is recommended. If the whole distribution is of interest, Model 3 is recommended.

Incorporating spatial autocorrelation into species distribution models alters forecasts of climate-mediated range shifts.

Science.gov (United States)

Crase, Beth; Liedloff, Adam; Vesk, Peter A; Fukuda, Yusuke; Wintle, Brendan A

2014-08-01

Species distribution models (SDMs) are widely used to forecast changes in the spatial distributions of species and communities in response to climate change. However, spatial autocorrelation (SA) is rarely accounted for in these models, despite its ubiquity in broad-scale ecological data. While spatial autocorrelation in model residuals is known to result in biased parameter estimates and the inflation of type I errors, the influence of unmodeled SA on species' range forecasts is poorly understood. Here we quantify how accounting for SA in SDMs influences the magnitude of range shift forecasts produced by SDMs for multiple climate change scenarios. SDMs were fitted to simulated data with a known autocorrelation structure, and to field observations of three mangrove communities from northern Australia displaying strong spatial autocorrelation. Three modeling approaches were implemented: environment-only models (most frequently applied in species' range forecasts), and two approaches that incorporate SA; autologistic models and residuals autocovariate (RAC) models. Differences in forecasts among modeling approaches and climate scenarios were quantified. While all model predictions at the current time closely matched that of the actual current distribution of the mangrove communities, under the climate change scenarios environment-only models forecast substantially greater range shifts than models incorporating SA. Furthermore, the magnitude of these differences intensified with increasing increments of climate change across the scenarios. When models do not account for SA, forecasts of species' range shifts indicate more extreme impacts of climate change, compared to models that explicitly account for SA. Therefore, where biological or population processes induce substantial autocorrelation in the distribution of organisms, and this is not modeled, model predictions will be inaccurate. These results have global importance for conservation efforts as inaccurate

Training the next generation of scientists in Weather Forecasting: new approaches with real models

Science.gov (United States)

Carver, Glenn; Váňa, Filip; Siemen, Stephan; Kertesz, Sandor; Keeley, Sarah

2014-05-01

The European Centre for Medium Range Weather Forecasts operationally produce medium range forecasts using what is internationally acknowledged as the world leading global weather forecast model. Future development of this scientifically advanced model relies on a continued availability of experts in the field of meteorological science and with high-level software skills. ECMWF therefore has a vested interest in young scientists and University graduates developing the necessary skills in numerical weather prediction including both scientific and technical aspects. The OpenIFS project at ECMWF maintains a portable version of the ECMWF forecast model (known as IFS) for use in education and research at Universities, National Meteorological Services and other research and education organisations. OpenIFS models can be run on desktop or high performance computers to produce weather forecasts in a similar way to the operational forecasts at ECMWF. ECMWF also provide the Metview desktop application, a modern, graphical, and easy to use tool for analysing and visualising forecasts that is routinely used by scientists and forecasters at ECMWF and other institutions. The combination of Metview with the OpenIFS models has the potential to deliver classroom-friendly tools allowing students to apply their theoretical knowledge to real-world examples using a world-leading weather forecasting model. In this paper we will describe how the OpenIFS model has been used for teaching. We describe the use of Linux based 'virtual machines' pre-packaged on USB sticks that support a technically easy and safe way of providing 'classroom-on-a-stick' learning environments for advanced training in numerical weather prediction. We welcome discussions with interested parties.

Evaluating Extensions to Coherent Mortality Forecasting Models

Directory of Open Access Journals (Sweden)

Syazreen Shair

2017-03-01

Full Text Available Coherent models were developed recently to forecast the mortality of two or more sub-populations simultaneously and to ensure long-term non-divergent mortality forecasts of sub-populations. This paper evaluates the forecast accuracy of two recently-published coherent mortality models, the Poisson common factor and the product-ratio functional models. These models are compared to each other and the corresponding independent models, as well as the original Lee–Carter model. All models are applied to age-gender-specific mortality data for Australia and Malaysia and age-gender-ethnicity-specific data for Malaysia. The out-of-sample forecast error of log death rates, male-to-female death rate ratios and life expectancy at birth from each model are compared and examined across groups. The results show that, in terms of overall accuracy, the forecasts of both coherent models are consistently more accurate than those of the independent models for Australia and for Malaysia, but the relative performance differs by forecast horizon. Although the product-ratio functional model outperforms the Poisson common factor model for Australia, the Poisson common factor is more accurate for Malaysia. For the ethnic groups application, ethnic-coherence gives better results than gender-coherence. The results provide evidence that coherent models are preferable to independent models for forecasting sub-populations’ mortality.

Long-term flow forecasts based on climate and hydrologic modeling: Uruguay River basin

Science.gov (United States)

Tucci, Carlos Eduardo Morelli; Clarke, Robin Thomas; Collischonn, Walter; da Silva Dias, Pedro Leite; de Oliveira, Gilvan Sampaio

2003-07-01

This paper describes a procedure for predicting seasonal flow in the Rio Uruguay drainage basin (area 75,000 km2, lying in Brazilian territory), using sequences of future daily rainfall given by the global climate model (GCM) of the Brazilian agency for climate prediction (Centro de Previsão de Tempo e Clima, or CPTEC). Sequences of future daily rainfall given by this model were used as input to a rainfall-runoff model appropriate for large drainage basins. Forecasts of flow in the Rio Uruguay were made for the period 1995-2001 of the full record, which began in 1940. Analysis showed that GCM forecasts underestimated rainfall over almost all the basin, particularly in winter, although interannual variability in regional rainfall was reproduced relatively well. A statistical procedure was used to correct for the underestimation of rainfall. When the corrected rainfall sequences were transformed to flow by the hydrologic model, forecasts of flow in the Rio Uruguay basin were better than forecasts based on historic mean or median flows by 37% for monthly flows and by 54% for 3-monthly flows.

The high-resolution global SST forecast set of the CSIR

CSIR Research Space (South Africa)

Landman, WA

2011-09-01

Full Text Available -RESOLUTION GLOBAL SST FORECAST SET OF THE CSIR Willem A. Landman Council for Scientific and Industrial Research, P. O. Box 395, Pretoria, 0001, South Africa David G. DeWitt and Dong-Eun Lee International Research Institute for Climate and Society, Lamont...

An application of ensemble/multi model approach for wind power production forecast.

Science.gov (United States)

Alessandrini, S.; Decimi, G.; Hagedorn, R.; Sperati, S.

2010-09-01

The wind power forecast of the 3 days ahead period are becoming always more useful and important in reducing the problem of grid integration and energy price trading due to the increasing wind power penetration. Therefore it's clear that the accuracy of this forecast is one of the most important requirements for a successful application. The wind power forecast is based on a mesoscale meteorological models that provides the 3 days ahead wind data. A Model Output Statistic correction is then performed to reduce systematic error caused, for instance, by a wrong representation of surface roughness or topography in the meteorological models. The corrected wind data are then used as input in the wind farm power curve to obtain the power forecast. These computations require historical time series of wind measured data (by an anemometer located in the wind farm or on the nacelle) and power data in order to be able to perform the statistical analysis on the past. For this purpose a Neural Network (NN) is trained on the past data and then applied in the forecast task. Considering that the anemometer measurements are not always available in a wind farm a different approach has also been adopted. A training of the NN to link directly the forecasted meteorological data and the power data has also been performed. The normalized RMSE forecast error seems to be lower in most cases by following the second approach. We have examined two wind farms, one located in Denmark on flat terrain and one located in a mountain area in the south of Italy (Sicily). In both cases we compare the performances of a prediction based on meteorological data coming from a single model with those obtained by using two or more models (RAMS, ECMWF deterministic, LAMI, HIRLAM). It is shown that the multi models approach reduces the day-ahead normalized RMSE forecast error of at least 1% compared to the singles models approach. Moreover the use of a deterministic global model, (e.g. ECMWF deterministic

Uncertainties in global radiation time series forecasting using machine learning: The multilayer perceptron case

International Nuclear Information System (INIS)

Voyant, Cyril; Notton, Gilles; Darras, Christophe; Fouilloy, Alexis; Motte, Fabrice

2017-01-01

As global solar radiation forecasting is a very important challenge, several methods are devoted to this goal with different levels of accuracy and confidence. In this study we propose to better understand how the uncertainty is propagated in the context of global radiation time series forecasting using machine learning. Indeed we propose to decompose the error considering four kinds of uncertainties: the error due to the measurement, the variability of time series, the machine learning uncertainty and the error related to the horizon. All these components of the error allow to determinate a global uncertainty generating prediction bands related to the prediction efficiency. We also have defined a reliability index which could be very interesting for the grid manager in order to estimate the validity of predictions. We have experimented this method on a multilayer perceptron which is a popular machine learning technique. We have shown that the global error and its components are essential to quantify in order to estimate the reliability of the model outputs. The described method has been successfully applied to four meteorological stations in Mediterranean area. - Highlights: • Solar irradiation predictions require confidence bands. • There are a lot of kinds of uncertainties to take into account in order to propose prediction bands. • the ranking of different kinds of uncertainties is essential to propose an operational tool for the grid managers.

Developing energy forecasting model using hybrid artificial intelligence method

Institute of Scientific and Technical Information of China (English)

Shahram Mollaiy-Berneti

2015-01-01

An important problem in demand planning for energy consumption is developing an accurate energy forecasting model. In fact, it is not possible to allocate the energy resources in an optimal manner without having accurate demand value. A new energy forecasting model was proposed based on the back-propagation (BP) type neural network and imperialist competitive algorithm. The proposed method offers the advantage of local search ability of BP technique and global search ability of imperialist competitive algorithm. Two types of empirical data regarding the energy demand (gross domestic product (GDP), population, import, export and energy demand) in Turkey from 1979 to 2005 and electricity demand (population, GDP, total revenue from exporting industrial products and electricity consumption) in Thailand from 1986 to 2010 were investigated to demonstrate the applicability and merits of the present method. The performance of the proposed model is found to be better than that of conventional back-propagation neural network with low mean absolute error.

Regional forecasting with global atmospheric models; Third year report

Energy Technology Data Exchange (ETDEWEB)

Crowley, T.J.; North, G.R.; Smith, N.R. [Applied Research Corp., College Station, TX (United States)

1994-05-01

This report was prepared by the Applied Research Corporation (ARC), College Station, Texas, under subcontract to Pacific Northwest Laboratory (PNL) as part of a global climate studies task. The task supports site characterization work required for the selection of a potential high-level nuclear waste repository and is part of the Performance Assessment Scientific Support (PASS) Program at PNL. The work is under the overall direction of the Office of Civilian Radioactive Waste Management (OCRWM), US Department of Energy Headquarters, Washington, DC. The scope of the report is to present the results of the third year`s work on the atmospheric modeling part of the global climate studies task. The development testing of computer models and initial results are discussed. The appendices contain several studies that provide supporting information and guidance to the modeling work and further details on computer model development. Complete documentation of the models, including user information, will be prepared under separate reports and manuals.

Updated global soil map for the Weather Research and Forecasting model and soil moisture initialization for the Noah land surface model

Science.gov (United States)

DY, C. Y.; Fung, J. C. H.

2016-08-01

A meteorological model requires accurate initial conditions and boundary conditions to obtain realistic numerical weather predictions. The land surface controls the surface heat and moisture exchanges, which can be determined by the physical properties of the soil and soil state variables, subsequently exerting an effect on the boundary layer meteorology. The initial and boundary conditions of soil moisture are currently obtained via National Centers for Environmental Prediction FNL (Final) Operational Global Analysis data, which are collected operationally in 1° by 1° resolutions every 6 h. Another input to the model is the soil map generated by the Food and Agriculture Organization of the United Nations - United Nations Educational, Scientific and Cultural Organization (FAO-UNESCO) soil database, which combines several soil surveys from around the world. Both soil moisture from the FNL analysis data and the default soil map lack accuracy and feature coarse resolutions, particularly for certain areas of China. In this study, we update the global soil map with data from Beijing Normal University in 1 km by 1 km grids and propose an alternative method of soil moisture initialization. Simulations of the Weather Research and Forecasting model show that spinning-up the soil moisture improves near-surface temperature and relative humidity prediction using different types of soil moisture initialization. Explanations of that improvement and improvement of the planetary boundary layer height in performing process analysis are provided.

Incorporating Yearly Derived Winter Wheat Maps Into Winter Wheat Yield Forecasting Model

Science.gov (United States)

Skakun, S.; Franch, B.; Roger, J.-C.; Vermote, E.; Becker-Reshef, I.; Justice, C.; Santamaría-Artigas, A.

2016-01-01

Wheat is one of the most important cereal crops in the world. Timely and accurate forecast of wheat yield and production at global scale is vital in implementing food security policy. Becker-Reshef et al. (2010) developed a generalized empirical model for forecasting winter wheat production using remote sensing data and official statistics. This model was implemented using static wheat maps. In this paper, we analyze the impact of incorporating yearly wheat masks into the forecasting model. We propose a new approach of producing in season winter wheat maps exploiting satellite data and official statistics on crop area only. Validation on independent data showed that the proposed approach reached 6% to 23% of omission error and 10% to 16% of commission error when mapping winter wheat 2-3 months before harvest. In general, we found a limited impact of using yearly winter wheat masks over a static mask for the study regions.

Forecasting Global Horizontal Irradiance Using the LETKF and a Combination of Advected Satellite Images and Sparse Ground Sensors

Science.gov (United States)

Harty, T. M.; Lorenzo, A.; Holmgren, W.; Morzfeld, M.

2017-12-01

The irradiance incident on a solar panel is the main factor in determining the power output of that panel. For this reason, accurate global horizontal irradiance (GHI) estimates and forecasts are critical when determining the optimal location for a solar power plant, forecasting utility scale solar power production, or forecasting distributed, behind the meter rooftop solar power production. Satellite images provide a basis for producing the GHI estimates needed to undertake these objectives. The focus of this work is to combine satellite derived GHI estimates with ground sensor measurements and an advection model. The idea is to use accurate but sparsely distributed ground sensors to improve satellite derived GHI estimates which can cover large areas (the size of a city or a region of the United States). We use a Bayesian framework to perform the data assimilation, which enables us to produce irradiance forecasts and associated uncertainties which incorporate both satellite and ground sensor data. Within this framework, we utilize satellite images taken from the GOES-15 geostationary satellite (available every 15-30 minutes) as well as ground data taken from irradiance sensors and rooftop solar arrays (available every 5 minutes). The advection model, driven by wind forecasts from a numerical weather model, simulates cloud motion between measurements. We use the Local Ensemble Transform Kalman Filter (LETKF) to perform the data assimilation. We present preliminary results towards making such a system useful in an operational context. We explain how localization and inflation in the LETKF, perturbations of wind-fields, and random perturbations of the advection model, affect the accuracy of our estimates and forecasts. We present experiments showing the accuracy of our forecasted GHI over forecast-horizons of 15 mins to 1 hr. The limitations of our approach and future improvements are also discussed.

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...

Spatiotemporal drought forecasting using nonlinear models

Science.gov (United States)

Vasiliades, Lampros; Loukas, Athanasios

2010-05-01

Spatiotemporal data mining is the extraction of unknown and implicit knowledge, structures, spatiotemporal relationships, or patterns not explicitly stored in spatiotemporal databases. As one of data mining techniques, forecasting is widely used to predict the unknown future based upon the patterns hidden in the current and past data. In order to achieve spatiotemporal forecasting, some mature analysis tools, e.g., time series and spatial statistics are extended to the spatial dimension and the temporal dimension, respectively. Drought forecasting plays an important role in the planning and management of natural resources and water resource systems in a river basin. Early and timelines forecasting of a drought event can help to take proactive measures and set out drought mitigation strategies to alleviate the impacts of drought. Despite the widespread application of nonlinear mathematical models, comparative studies on spatiotemporal drought forecasting using different models are still a huge task for modellers. This study uses a promising approach, the Gamma Test (GT), to select the input variables and the training data length, so that the trial and error workload could be greatly reduced. The GT enables to quickly evaluate and estimate the best mean squared error that can be achieved by a smooth model on any unseen data for a given selection of inputs, prior to model construction. The GT is applied to forecast droughts using monthly Standardized Precipitation Index (SPI) timeseries at multiple timescales in several precipitation stations at Pinios river basin in Thessaly region, Greece. Several nonlinear models have been developed efficiently, with the aid of the GT, for 1-month up to 12-month ahead forecasting. Several temporal and spatial statistical indices were considered for the performance evaluation of the models. The predicted results show reasonably good agreement with the actual data for short lead times, whereas the forecasting accuracy decreases with

Sub-seasonal-to-seasonal Reservoir Inflow Forecast using Bayesian Hierarchical Hidden Markov Model

Science.gov (United States)

Mukhopadhyay, S.; Arumugam, S.

2017-12-01

Sub-seasonal-to-seasonal (S2S) (15-90 days) streamflow forecasting is an emerging area of research that provides seamless information for reservoir operation from weather time scales to seasonal time scales. From an operational perspective, sub-seasonal inflow forecasts are highly valuable as these enable water managers to decide short-term releases (15-30 days), while holding water for seasonal needs (e.g., irrigation and municipal supply) and to meet end-of-the-season target storage at a desired level. We propose a Bayesian Hierarchical Hidden Markov Model (BHHMM) to develop S2S inflow forecasts for the Tennessee Valley Area (TVA) reservoir system. Here, the hidden states are predicted by relevant indices that influence the inflows at S2S time scale. The hidden Markov model also captures the both spatial and temporal hierarchy in predictors that operate at S2S time scale with model parameters being estimated as a posterior distribution using a Bayesian framework. We present our work in two steps, namely single site model and multi-site model. For proof of concept, we consider inflows to Douglas Dam, Tennessee, in the single site model. For multisite model we consider reservoirs in the upper Tennessee valley. Streamflow forecasts are issued and updated continuously every day at S2S time scale. We considered precipitation forecasts obtained from NOAA Climate Forecast System (CFSv2) GCM as predictors for developing S2S streamflow forecasts along with relevant indices for predicting hidden states. Spatial dependence of the inflow series of reservoirs are also preserved in the multi-site model. To circumvent the non-normality of the data, we consider the HMM in a Generalized Linear Model setting. Skill of the proposed approach is tested using split sample validation against a traditional multi-site canonical correlation model developed using the same set of predictors. From the posterior distribution of the inflow forecasts, we also highlight different system behavior

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

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

Application of BP Neural Network Algorithm in Traditional Hydrological Model for Flood Forecasting

Directory of Open Access Journals (Sweden)

Jianjin Wang

2017-01-01

Full Text Available Flooding contributes to tremendous hazards every year; more accurate forecasting may significantly mitigate the damages and loss caused by flood disasters. Current hydrological models are either purely knowledge-based or data-driven. A combination of data-driven method (artificial neural networks in this paper and knowledge-based method (traditional hydrological model may booster simulation accuracy. In this study, we proposed a new back-propagation (BP neural network algorithm and applied it in the semi-distributed Xinanjiang (XAJ model. The improved hydrological model is capable of updating the flow forecasting error without losing the leading time. The proposed method was tested in a real case study for both single period corrections and real-time corrections. The results reveal that the proposed method could significantly increase the accuracy of flood forecasting and indicate that the global correction effect is superior to the second-order autoregressive correction method in real-time correction.

Using Analysis Increments (AI) to Estimate and Correct Systematic Errors in the Global Forecast System (GFS) Online

Science.gov (United States)

Bhargava, K.; Kalnay, E.; Carton, J.; Yang, F.

2017-12-01

Systematic forecast errors, arising from model deficiencies, form a significant portion of the total forecast error in weather prediction models like the Global Forecast System (GFS). While much effort has been expended to improve models, substantial model error remains. The aim here is to (i) estimate the model deficiencies in the GFS that lead to systematic forecast errors, (ii) implement an online correction (i.e., within the model) scheme to correct GFS following the methodology of Danforth et al. [2007] and Danforth and Kalnay [2008, GRL]. Analysis Increments represent the corrections that new observations make on, in this case, the 6-hr forecast in the analysis cycle. Model bias corrections are estimated from the time average of the analysis increments divided by 6-hr, assuming that initial model errors grow linearly and first ignoring the impact of observation bias. During 2012-2016, seasonal means of the 6-hr model bias are generally robust despite changes in model resolution and data assimilation systems, and their broad continental scales explain their insensitivity to model resolution. The daily bias dominates the sub-monthly analysis increments and consists primarily of diurnal and semidiurnal components, also requiring a low dimensional correction. Analysis increments in 2015 and 2016 are reduced over oceans, which is attributed to improvements in the specification of the SSTs. These results encourage application of online correction, as suggested by Danforth and Kalnay, for mean, seasonal and diurnal and semidiurnal model biases in GFS to reduce both systematic and random errors. As the error growth in the short-term is still linear, estimated model bias corrections can be added as a forcing term in the model tendency equation to correct online. Preliminary experiments with GFS, correcting temperature and specific humidity online show reduction in model bias in 6-hr forecast. This approach can then be used to guide and optimize the design of sub

Seasonal Forecasting of Fire Weather Based on a New Global Fire Weather Database

Science.gov (United States)

Dowdy, Andrew J.; Field, Robert D.; Spessa, Allan C.

2016-01-01

Seasonal forecasting of fire weather is examined based on a recently produced global database of the Fire Weather Index (FWI) system beginning in 1980. Seasonal average values of the FWI are examined in relation to measures of the El Nino-Southern Oscillation (ENSO) and the Indian Ocean Dipole (IOD). The results are used to examine seasonal forecasts of fire weather conditions throughout the world.

Interval Forecast for Smooth Transition Autoregressive Model ...

African Journals Online (AJOL)

In this paper, we propose a simple method for constructing interval forecast for smooth transition autoregressive (STAR) model. This interval forecast is based on bootstrapping the residual error of the estimated STAR model for each forecast horizon and computing various Akaike information criterion (AIC) function. This new ...

A Two-Dimensional Gridded Solar Forecasting System using Situation-Dependent Blending of Multiple Weather Models

Science.gov (United States)

Lu, S.; Hwang, Y.; Shao, X.; Hamann, H.

2015-12-01

Previously, we reported the application of a "weather situation" dependent multi-model blending approach to improve the forecast accuracy of solar irradiance and other atmospheric parameters. The approach uses machine-learning techniques to classify "weather situations" by a set of atmospheric parameters. The "weather situation" classification is location-dependent and each "weather situation" has characteristic forecast errors from a set of individual input numerical weather prediction (NWP) models. The input models are thus corrected or combined differently for different "weather situations" to minimize the overall forecast error. While the original implementation of the model-blending is applicable to only point-like locations having historical data of both measurements and forecasts, here we extend the approach to provide two-dimensional (2D) gridded forecasts. An experimental 2D forecasting system has been set up to provide gridded forecasts of solar irradiance (global horizontal irradiance), temperature, wind speed, and humidity for the contiguous United States (CONUS). Validation results show around 30% enhancement of 0 to 48 hour ahead solar irradiance forecast accuracy compared to the best input NWP model. The forecasting system may be leveraged by other site- or region-specific solar energy forecast products. To enable the 2D forecasting system, historical solar irradiance measurements from around 1,600 selected sites of the remote automated weather stations (RAWS) network have been employed. The CONUS was divided into smaller sub-regions, each containing a group of 10 to 20 RAWS sites. A group of sites, as classified by statistical analysis, have similar "weather patterns", i.e. the NWPs have similar "weather situation" dependent forecast errors for all sites in a group. The model-blending trained by the historical data from a group of sites is then applied for all locations in the corresponding sub-region. We discuss some key techniques developed for

The Open Global Glacier Model

Science.gov (United States)

Marzeion, B.; Maussion, F.

2017-12-01

Mountain glaciers are one of the few remaining sub-systems of the global climate system for which no globally applicable, open source, community-driven model exists. Notable examples from the ice sheet community include the Parallel Ice Sheet Model or Elmer/Ice. While the atmospheric modeling community has a long tradition of sharing models (e.g. the Weather Research and Forecasting model) or comparing them (e.g. the Coupled Model Intercomparison Project or CMIP), recent initiatives originating from the glaciological community show a new willingness to better coordinate global research efforts following the CMIP example (e.g. the Glacier Model Intercomparison Project or the Glacier Ice Thickness Estimation Working Group). In the recent past, great advances have been made in the global availability of data and methods relevant for glacier modeling, spanning glacier outlines, automatized glacier centerline identification, bed rock inversion methods, and global topographic data sets. Taken together, these advances now allow the ice dynamics of glaciers to be modeled on a global scale, provided that adequate modeling platforms are available. Here, we present the Open Global Glacier Model (OGGM), developed to provide a global scale, modular, and open source numerical model framework for consistently simulating past and future global scale glacier change. Global not only in the sense of leading to meaningful results for all glaciers combined, but also for any small ensemble of glaciers, e.g. at the headwater catchment scale. Modular to allow combinations of different approaches to the representation of ice flow and surface mass balance, enabling a new kind of model intercomparison. Open source so that the code can be read and used by anyone and so that new modules can be added and discussed by the community, following the principles of open governance. Consistent in order to provide uncertainty measures at all realizable scales.

Combining SKU-level sales forecasts from models and experts

NARCIS (Netherlands)

Ph.H.B.F. Franses (Philip Hans); R. Legerstee (Rianne)

2009-01-01

textabstractWe study the performance of SKU-level sales forecasts which linearly combine statistical model forecasts and expert forecasts. Using a large and unique database containing model forecasts for monthly sales of various pharmaceutical products and forecasts given by about fifty experts, we

A COMPARATIVE STUDY OF FORECASTING MODELS FOR TREND AND SEASONAL TIME SERIES DOES COMPLEX MODEL ALWAYS YIELD BETTER FORECAST THAN SIMPLE MODELS

Directory of Open Access Journals (Sweden)

Suhartono Suhartono

2005-01-01

Full Text Available Many business and economic time series are non-stationary time series that contain trend and seasonal variations. Seasonality is a periodic and recurrent pattern caused by factors such as weather, holidays, or repeating promotions. A stochastic trend is often accompanied with the seasonal variations and can have a significant impact on various forecasting methods. In this paper, we will investigate and compare some forecasting methods for modeling time series with both trend and seasonal patterns. These methods are Winter's, Decomposition, Time Series Regression, ARIMA and Neural Networks models. In this empirical research, we study on the effectiveness of the forecasting performance, particularly to answer whether a complex method always give a better forecast than a simpler method. We use a real data, that is airline passenger data. The result shows that the more complex model does not always yield a better result than a simpler one. Additionally, we also find the possibility to do further research especially the use of hybrid model by combining some forecasting method to get better forecast, for example combination between decomposition (as data preprocessing and neural network model.

Prospective of Transformation of Current Models of the Global Pharmaceutical Market

Directory of Open Access Journals (Sweden)

Yuriy Solodkovskyy

2012-02-01

Full Text Available This article thoroughly analyzes the current state of the global pharmaceutical market, defines the key factors for its development and outlines the promising areas of transformation of existing business models of top companies. The forecasted data relating to the market development until 2015 have been investigated. The global, market, technological and organizational factors of transformation of modern model of the global pharmaceutical market have been identified.

Nambe Pueblo Water Budget and Forecasting model.

Energy Technology Data Exchange (ETDEWEB)

Brainard, James Robert

2009-10-01

This report documents The Nambe Pueblo Water Budget and Water Forecasting model. The model has been constructed using Powersim Studio (PS), a software package designed to investigate complex systems where flows and accumulations are central to the system. Here PS has been used as a platform for modeling various aspects of Nambe Pueblo's current and future water use. The model contains three major components, the Water Forecast Component, Irrigation Scheduling Component, and the Reservoir Model Component. In each of the components, the user can change variables to investigate the impacts of water management scenarios on future water use. The Water Forecast Component includes forecasting for industrial, commercial, and livestock use. Domestic demand is also forecasted based on user specified current population, population growth rates, and per capita water consumption. Irrigation efficiencies are quantified in the Irrigated Agriculture component using critical information concerning diversion rates, acreages, ditch dimensions and seepage rates. Results from this section are used in the Water Demand Forecast, Irrigation Scheduling, and the Reservoir Model components. The Reservoir Component contains two sections, (1) Storage and Inflow Accumulations by Categories and (2) Release, Diversion and Shortages. Results from both sections are derived from the calibrated Nambe Reservoir model where historic, pre-dam or above dam USGS stream flow data is fed into the model and releases are calculated.

Multicomponent ensemble models to forecast induced seismicity

Science.gov (United States)

Király-Proag, E.; Gischig, V.; Zechar, J. D.; Wiemer, S.

2018-01-01

In recent years, human-induced seismicity has become a more and more relevant topic due to its economic and social implications. Several models and approaches have been developed to explain underlying physical processes or forecast induced seismicity. They range from simple statistical models to coupled numerical models incorporating complex physics. We advocate the need for forecast testing as currently the best method for ascertaining if models are capable to reasonably accounting for key physical governing processes—or not. Moreover, operational forecast models are of great interest to help on-site decision-making in projects entailing induced earthquakes. We previously introduced a standardized framework following the guidelines of the Collaboratory for the Study of Earthquake Predictability, the Induced Seismicity Test Bench, to test, validate, and rank induced seismicity models. In this study, we describe how to construct multicomponent ensemble models based on Bayesian weightings that deliver more accurate forecasts than individual models in the case of Basel 2006 and Soultz-sous-Forêts 2004 enhanced geothermal stimulation projects. For this, we examine five calibrated variants of two significantly different model groups: (1) Shapiro and Smoothed Seismicity based on the seismogenic index, simple modified Omori-law-type seismicity decay, and temporally weighted smoothed seismicity; (2) Hydraulics and Seismicity based on numerically modelled pore pressure evolution that triggers seismicity using the Mohr-Coulomb failure criterion. We also demonstrate how the individual and ensemble models would perform as part of an operational Adaptive Traffic Light System. Investigating seismicity forecasts based on a range of potential injection scenarios, we use forecast periods of different durations to compute the occurrence probabilities of seismic events M ≥ 3. We show that in the case of the Basel 2006 geothermal stimulation the models forecast hazardous levels

Forecasting Costa Rican Quarterly Growth with Mixed-frequency Models

Directory of Open Access Journals (Sweden)

Adolfo Rodríguez Vargas

2014-11-01

Full Text Available We assess the utility of mixed-frequency models to forecast the quarterly growth rate of Costa Rican real GDP: we estimate bridge and MiDaS models with several lag lengths using information of the IMAE and compute forecasts (horizons of 0-4 quarters which are compared between themselves, with those of ARIMA models and with those resulting from forecast combinations. Combining the most accurate forecasts is most useful when forecasting in real time, whereas MiDaS forecasts are the best-performing overall: as the forecasting horizon increases, their precisionis affected relatively little; their success rates in predicting the direction of changes in the growth rate are stable, and several forecastsremain unbiased. In particular, forecasts computed from simple MiDaS with 9 and 12 lags are unbiased at all horizons and information sets assessed, and show the highest number of significant differences in forecasting ability in comparison with all other models.

Forecasting with Dynamic Regression Models

CERN Document Server

Pankratz, Alan

2012-01-01

One of the most widely used tools in statistical forecasting, single equation regression models is examined here. A companion to the author's earlier work, Forecasting with Univariate Box-Jenkins Models: Concepts and Cases, the present text pulls together recent time series ideas and gives special attention to possible intertemporal patterns, distributed lag responses of output to input series and the auto correlation patterns of regression disturbance. It also includes six case studies.

Development and validation of a regional coupled forecasting system for S2S forecasts

Science.gov (United States)

Sun, R.; Subramanian, A. C.; Hoteit, I.; Miller, A. J.; Ralph, M.; Cornuelle, B. D.

2017-12-01

Accurate and efficient forecasting of oceanic and atmospheric circulation is essential for a wide variety of high-impact societal needs, including: weather extremes; environmental protection and coastal management; management of fisheries, marine conservation; water resources; and renewable energy. Effective forecasting relies on high model fidelity and accurate initialization of the models with observed state of the ocean-atmosphere-land coupled system. A regional coupled ocean-atmosphere model with the Weather Research and Forecasting (WRF) model and the MITGCM ocean model coupled using the ESMF (Earth System Modeling Framework) coupling framework is developed to resolve mesoscale air-sea feedbacks. The regional coupled model allows oceanic mixed layer heat and momentum to interact with the atmospheric boundary layer dynamics at the mesoscale and submesoscale spatiotemporal regimes, thus leading to feedbacks which are otherwise not resolved in coarse resolution global coupled forecasting systems or regional uncoupled forecasting systems. The model is tested in two scenarios in the mesoscale eddy rich Red Sea and Western Indian Ocean region as well as mesoscale eddies and fronts of the California Current System. Recent studies show evidence for air-sea interactions involving the oceanic mesoscale in these two regions which can enhance predictability on sub seasonal timescale. We will present results from this newly developed regional coupled ocean-atmosphere model for forecasts over the Red Sea region as well as the California Current region. The forecasts will be validated against insitu observations in the region as well as reanalysis fields.

Hourly forecasting of global solar radiation based on multiscale decomposition methods: A hybrid approach

International Nuclear Information System (INIS)

Monjoly, Stéphanie; André, Maïna; Calif, Rudy; Soubdhan, Ted

2017-01-01

This paper introduces a new approach for the forecasting of solar radiation series at 1 h ahead. We investigated on several techniques of multiscale decomposition of clear sky index K_c data such as Empirical Mode Decomposition (EMD), Ensemble Empirical Mode Decomposition (EEMD) and Wavelet Decomposition. From these differents methods, we built 11 decomposition components and 1 residu signal presenting different time scales. We performed classic forecasting models based on linear method (Autoregressive process AR) and a non linear method (Neural Network model). The choice of forecasting method is adaptative on the characteristic of each component. Hence, we proposed a modeling process which is built from a hybrid structure according to the defined flowchart. An analysis of predictive performances for solar forecasting from the different multiscale decompositions and forecast models is presented. From multiscale decomposition, the solar forecast accuracy is significantly improved, particularly using the wavelet decomposition method. Moreover, multistep forecasting with the proposed hybrid method resulted in additional improvement. For example, in terms of RMSE error, the obtained forecasting with the classical NN model is about 25.86%, this error decrease to 16.91% with the EMD-Hybrid Model, 14.06% with the EEMD-Hybid model and to 7.86% with the WD-Hybrid Model. - Highlights: • Hourly forecasting of GHI in tropical climate with many cloud formation processes. • Clear sky Index decomposition using three multiscale decomposition methods. • Combination of multiscale decomposition methods with AR-NN models to predict GHI. • Comparison of the proposed hybrid model with the classical models (AR, NN). • Best results using Wavelet-Hybrid model in comparison with classical models.

Adaptive time-variant models for fuzzy-time-series forecasting.

Science.gov (United States)

Wong, Wai-Keung; Bai, Enjian; Chu, Alice Wai-Ching

2010-12-01

A fuzzy time series has been applied to the prediction of enrollment, temperature, stock indices, and other domains. Related studies mainly focus on three factors, namely, the partition of discourse, the content of forecasting rules, and the methods of defuzzification, all of which greatly influence the prediction accuracy of forecasting models. These studies use fixed analysis window sizes for forecasting. In this paper, an adaptive time-variant fuzzy-time-series forecasting model (ATVF) is proposed to improve forecasting accuracy. The proposed model automatically adapts the analysis window size of fuzzy time series based on the prediction accuracy in the training phase and uses heuristic rules to generate forecasting values in the testing phase. The performance of the ATVF model is tested using both simulated and actual time series including the enrollments at the University of Alabama, Tuscaloosa, and the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). The experiment results show that the proposed ATVF model achieves a significant improvement in forecasting accuracy as compared to other fuzzy-time-series forecasting models.

Use of wind data in global modelling

Science.gov (United States)

Pailleux, J.

1985-01-01

The European Centre for Medium Range Weather Forecasts (ECMWF) is producing operational global analyses every 6 hours and operational global forecasts every day from the 12Z analysis. How the wind data are used in the ECMWF golbal analysis is described. For each current wind observing system, its ability to provide initial conditions for the forecast model is discussed as well as its weaknesses. An assessment of the impact of each individual system on the quality of the analysis and the forecast is given each time it is possible. Sometimes the deficiencies which are pointed out are related not only to the observing system itself but also to the optimum interpolation (OI) analysis scheme; then some improvements are generally possible through ad hoc modifications of the analysis scheme and especially tunings of the structure functions. Examples are given. The future observing network over the North Atlantic is examined. Several countries, coordinated by WMO, are working to set up an 'Operational WWW System Evaluation' (OWSE), in order to evaluate the operational aspects of the deployment of new systems (ASDAR, ASAP). Most of the new systems are expected to be deployed before January 1987, and in order to make the best use of the available resources during the deployment phase, some network studies are carried out at the present time, by using simulated data for ASDAR and ASAP systems. They are summarized.

Forecasting Ebola with a regression transmission model

Directory of Open Access Journals (Sweden)

Jason Asher

2018-03-01

Full Text Available We describe a relatively simple stochastic model of Ebola transmission that was used to produce forecasts with the lowest mean absolute error among Ebola Forecasting Challenge participants. The model enabled prediction of peak incidence, the timing of this peak, and final size of the outbreak. The underlying discrete-time compartmental model used a time-varying reproductive rate modeled as a multiplicative random walk driven by the number of infectious individuals. This structure generalizes traditional Susceptible-Infected-Recovered (SIR disease modeling approaches and allows for the flexible consideration of outbreaks with complex trajectories of disease dynamics. Keywords: Ebola, Forecasting, Mathematical modeling, Bayesian inference

Models of Investor Forecasting Behavior — Experimental Evidence

Directory of Open Access Journals (Sweden)

Federico Bonetto

2017-12-01

Full Text Available Different forecasting behaviors affect investors’ trading decisions and lead to qualitatively different asset price trajectories. It has been shown in the literature that the weights that investors place on observed asset price changes when forecasting future price changes, and the nature of their confidence when price changes are forecast, determine whether price bubbles, price crashes, and unpredictable price cycles occur. In this paper, we report the results of behavioral experiments involving multiple investors who participated in a market for a virtual asset. Our goal is to study investors’ forecast formation. We conducted three experimental sessions with different participants in each session. We fit different models of forecast formation to the observed data. There is strong evidence that the investors forecast future prices by extrapolating past price changes, even when they know the fundamental value of the asset exactly and the extrapolated forecasts differ significantly from the fundamental value. The rational expectations hypothesis seems inconsistent with the observed forecasts. The forecasting models of all participants that best fit the observed forecasting data were of the type that cause price bubbles and cycles in dynamical systems models, and price bubbles and cycles ended up occurring in all three sessions.

A heuristic forecasting model for stock decision

OpenAIRE

Zhang, D.; Jiang, Q.; Li, X.

2005-01-01

This paper describes a heuristic forecasting model based on neural networks for stock decision-making. Some heuristic strategies are presented for enhancing the learning capability of neural networks and obtaining better trading performance. The China Shanghai Composite Index is used as case study. The forecasting model can forecast the buying and selling signs according to the result of neural network prediction. Results are compared with a benchmark buy-and-hold strategy. ...

Coupling meteorological and hydrological models for flood forecasting

Directory of Open Access Journals (Sweden)

Bartholmes

2005-01-01

Full Text Available This paper deals with the problem of analysing the coupling of meteorological meso-scale quantitative precipitation forecasts with distributed rainfall-runoff models to extend the forecasting horizon. Traditionally, semi-distributed rainfall-runoff models have been used for real time flood forecasting. More recently, increased computer capabilities allow the utilisation of distributed hydrological models with mesh sizes from tenths of metres to a few kilometres. On the other hand, meteorological models, providing the quantitative precipitation forecast, tend to produce average values on meshes ranging from slightly less than 10 to 200 kilometres. Therefore, to improve the quality of flood forecasts, the effects of coupling the meteorological and the hydrological models at different scales were analysed. A distributed hydrological model (TOPKAPI was developed and calibrated using a 1x1 km mesh for the case of the river Po closed at Ponte Spessa (catchment area c. 37000 km2. The model was then coupled with several other European meteorological models ranging from the Limited Area Models (provided by DMI and DWD with resolutions from 0.0625° * 0.0625°, to the ECMWF ensemble predictions with a resolution of 1.85° * 1.85°. Interesting results, describing the coupled model behaviour, are available for a meteorological extreme event in Northern Italy (Nov. 1994. The results demonstrate the poor reliability of the quantitative precipitation forecasts produced by meteorological models presently available; this is not resolved using the Ensemble Forecasting technique, when compared with results obtainable with measured rainfall.

On the Use of Global Flood Forecasts and Satellite-Derived Inundation Maps for Flood Monitoring in Data-Sparse Regions

Directory of Open Access Journals (Sweden)

Beatriz Revilla-Romero

2015-11-01

Full Text Available Early flood warning and real-time monitoring systems play a key role in flood risk reduction and disaster response decisions. Global-scale flood forecasting and satellite-based flood detection systems are currently operating, however their reliability for decision-making applications needs to be assessed. In this study, we performed comparative evaluations of several operational global flood forecasting and flood detection systems, using 10 major flood events recorded over 2012–2014. Specifically, we evaluated the spatial extent and temporal characteristics of flood detections from the Global Flood Detection System (GFDS and the Global Flood Awareness System (GloFAS. Furthermore, we compared the GFDS flood maps with those from NASA’s two Moderate Resolution Imaging Spectroradiometer (MODIS sensors. Results reveal that: (1 general agreement was found between the GFDS and MODIS flood detection systems, (2 large differences exist in the spatio-temporal characteristics of the GFDS detections and GloFAS forecasts, and (3 the quantitative validation of global flood disasters in data-sparse regions is highly challenging. Overall, satellite remote sensing provides useful near real-time flood information that can be useful for risk management. We highlight the known limitations of global flood detection and forecasting systems, and propose ways forward to improve the reliability of large-scale flood monitoring tools.

Perturbations of modeling and forecast of karachi coastal region seawater

International Nuclear Information System (INIS)

Hussain, M.A.; Abbas, S.; Ansari, M.R.K.; Zaffar, A.

2013-01-01

Global warming is now a stark reality affecting the humanity in many hazardous ways. Continuous floods in Pakistan in past two years are an eye opener in this regard. A great loss of property, agriculture and life as a result of these floods suggests for an intelligent monitoring of the future projections of climate change and global warming. This is necessary because the harmful impacts of natural hazards can be coped and alleviated with a good planning in advance. This monitoring demands for enhanced forecasting capabilities, use of better analytical techniques and a clear determination and study of the controlling factors. Karachi is a coastal city which is also the industrial hub of Pakistan. Moreover, it is among one of the largest metropolitans of the world. So expectedly is most suitable for the study of high level of complex natural and anthropogenic activities. It is peculiar in the sense that it has two summer seasons, a situation scarcely observable on the globe. Here, summer season seawater temperature fluctuations are studied with the help of Seasonal Autoregressive Integrated Moving Average (SARIMA) models and short- and long-term forecasts are made. Our short-term forecasts determine months for the summer wise temperature extremes. It appears that the months of May, June, July and August are the months of extreme temperature for the first summer and October is the month of extreme temperature for the second summer. The long-term forecasts predict that 2014, 2016, 2018, and 2019 will be the years of warm summers. The analysis appearing here would be useful for coastal-urban planners in emphasizing the impact of seawater extreme temperatures on urban industrial activities, etc. (author)

Day-ahead wind speed forecasting using f-ARIMA models

International Nuclear Information System (INIS)

Kavasseri, Rajesh G.; Seetharaman, Krithika

2009-01-01

With the integration of wind energy into electricity grids, it is becoming increasingly important to obtain accurate wind speed/power forecasts. Accurate wind speed forecasts are necessary to schedule dispatchable generation and tariffs in the day-ahead electricity market. This paper examines the use of fractional-ARIMA or f-ARIMA models to model, and forecast wind speeds on the day-ahead (24 h) and two-day-ahead (48 h) horizons. The models are applied to wind speed records obtained from four potential wind generation sites in North Dakota. The forecasted wind speeds are used in conjunction with the power curve of an operational (NEG MICON, 750 kW) turbine to obtain corresponding forecasts of wind power production. The forecast errors in wind speed/power are analyzed and compared with the persistence model. Results indicate that significant improvements in forecasting accuracy are obtained with the proposed models compared to the persistence method. (author)

A Preliminary Evaluation of the GFS Physics in the Navy Global Environmental Model

Science.gov (United States)

Liu, M.; Langland, R.; Martini, M.; Viner, K.

2017-12-01

Global extended long-range weather forecast is a goal in the near future at Navy's Fleet Numerical Meteorology and Oceanography Center (FNMOC). In an effort to improve the performance of the Navy Global Environmental Model (NAVGEM) operated at FNMOC, and to gain more understanding of the impact of atmospheric physics in the long-range forecast, the physics package of the Global Forecast System (GFS) of the National Centers for Environmental Prediction is being evaluated in the framework of NAVGEM. That is GFS physics being transported by NAVGEM Semi-Lagrangian Semi-Implicit advection, and update-cycled by the 4D-variational data assimilation along with the assimilated land surface data of NASA's Land Information System. The output of free long runs of 10-day GFS physics forecast in a summer and a winter season are evaluated through the comparisons with the output of NAVGEM physics long forecast, and through the validations with observations and with the European Center's analyses data. It is found that the GFS physics is able to effectively reduce some of the modeling biases of NAVGEM, especially wind speed of the troposphere and land surface temperature that is an important surface boundary condition. The bias corrections increase with forecast leads, reaching maximum at 240 hours. To further understand the relative roles of physics and dynamics in extended long-range forecast, the tendencies of physics components and advection are also calculated and analyzed to compare their forces of magnitudes in the integration of winds, temperature, and moisture. The comparisons reveal the strength and limitation of GFS physics in the overall improvement of NAVGEM prediction system.

Numerical weather prediction (NWP) and hybrid ARMA/ANN model to predict global radiation

International Nuclear Information System (INIS)

Voyant, Cyril; Muselli, Marc; Paoli, Christophe; Nivet, Marie-Laure

2012-01-01

We propose in this paper an original technique to predict global radiation using a hybrid ARMA/ANN model and data issued from a numerical weather prediction model (NWP). We particularly look at the multi-layer perceptron (MLP). After optimizing our architecture with NWP and endogenous data previously made stationary and using an innovative pre-input layer selection method, we combined it to an ARMA model from a rule based on the analysis of hourly data series. This model has been used to forecast the hourly global radiation for five places in Mediterranean area. Our technique outperforms classical models for all the places. The nRMSE for our hybrid model MLP/ARMA is 14.9% compared to 26.2% for the naïve persistence predictor. Note that in the standalone ANN case the nRMSE is 18.4%. Finally, in order to discuss the reliability of the forecaster outputs, a complementary study concerning the confidence interval of each prediction is proposed. -- Highlights: ► Time series forecasting with hybrid method based on the use of ALADIN numerical weather model, ANN and ARMA. ► Innovative pre-input layer selection method. ► Combination of optimized MLP and ARMA model obtained from a rule based on the analysis of hourly data series. ► Stationarity process (method and control) for the global radiation time series.

Short-range solar radiation forecasts over Sweden

Directory of Open Access Journals (Sweden)

T. Landelius

2018-04-01

Full Text Available In this article the performance for short-range solar radiation forecasts by the global deterministic and ensemble models from the European Centre for Medium-Range Weather Forecasts (ECMWF is compared with an ensemble of the regional mesoscale model HARMONIE-AROME used by the national meteorological services in Sweden, Norway and Finland. Note however that only the control members and the ensemble means are included in the comparison. The models resolution differs considerably with 18 km for the ECMWF ensemble, 9 km for the ECMWF deterministic model, and 2.5 km for the HARMONIE-AROME ensemble.The models share the same radiation code. It turns out that they all underestimate systematically the Direct Normal Irradiance (DNI for clear-sky conditions. Except for this shortcoming, the HARMONIE-AROME ensemble model shows the best agreement with the distribution of observed Global Horizontal Irradiance (GHI and DNI values. During mid-day the HARMONIE-AROME ensemble mean performs best. The control member of the HARMONIE-AROME ensemble also scores better than the global deterministic ECMWF model. This is an interesting result since mesoscale models have so far not shown good results when compared to the ECMWF models.Three days with clear, mixed and cloudy skies are used to illustrate the possible added value of a probabilistic forecast. It is shown that in these cases the mesoscale ensemble could provide decision support to a grid operator in terms of forecasts of both the amount of solar power and its probabilities.

On forecasting ionospheric total electron content responses to high-speed solar wind streams

Directory of Open Access Journals (Sweden)

Meng Xing

2016-01-01

Full Text Available Conditions in the ionosphere have become increasingly important to forecast, since more and more spaceborne and ground-based technological systems rely on ionospheric weather. Here we explore the feasibility of ionospheric forecasts with the current generation of physics-based models. In particular, we focus on total electron content (TEC predictions using the Global Ionosphere-Thermosphere Model (GITM. Simulations are configured in a forecast mode and performed for four typical high-speed-stream events during 2007–2012. The simulated TECs are quantified through a metric, which divides the globe into a number of local regions and robustly differentiates between quiet and disturbed periods. Proposed forecast products are hourly global maps color-coded by the TEC disturbance level of each local region. To assess the forecasts, we compare the simulated TEC disturbances with global TEC maps derived from Global Positioning System (GPS satellite observations. The forecast performance is found to be merely acceptable, with a large number of regions where the observed variations are not captured by the simulations. Examples of model-data agreements and disagreements are investigated in detail, aiming to understand the model behavior and improve future forecasts. For one event, we identify two adjacent regions with similar TEC observations but significant differences in how local chemistry versus plasma transport contribute to electron density changes in the simulation. Suggestions for further analysis are described.

Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection

DEFF Research Database (Denmark)

Bork, Lasse; Møller, Stig Vinther

2015-01-01

We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves substantia......We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves...

Modelling and Forecasting Multivariate Realized Volatility

DEFF Research Database (Denmark)

Halbleib, Roxana; Voev, Valeri

2011-01-01

This paper proposes a methodology for dynamic modelling and forecasting of realized covariance matrices based on fractionally integrated processes. The approach allows for flexible dependence patterns and automatically guarantees positive definiteness of the forecast. We provide an empirical appl...

AIRS Impact on Analysis and Forecast of an Extreme Rainfall Event (Indus River Valley 2010) with a Global Data Assimilation and Forecast System

Science.gov (United States)

Reale, O.; Lau, W. K.; Susskind, J.; Rosenberg, R.

2011-01-01

A set of data assimilation and forecast experiments are performed with the NASA Global data assimilation and forecast system GEOS-5, to compare the impact of different approaches towards assimilation of Advanced Infrared Spectrometer (AIRS) data on the precipitation analysis and forecast skill. The event chosen is an extreme rainfall episode which occurred in late July 11 2010 in Pakistan, causing massive floods along the Indus River Valley. Results show that the assimilation of quality-controlled AIRS temperature retrievals obtained under partly cloudy conditions produce better precipitation analyses, and substantially better 7-day forecasts, than assimilation of clear-sky radiances. The improvement of precipitation forecast skill up to 7 day is very significant in the tropics, and is caused by an improved representation, attributed to cloudy retrieval assimilation, of two contributing mechanisms: the low-level moisture advection, and the concentration of moisture over the area in the days preceding the precipitation peak.

Forecasting with periodic autoregressive time series models

NARCIS (Netherlands)

Ph.H.B.F. Franses (Philip Hans); R. Paap (Richard)

1999-01-01

textabstractThis paper is concerned with forecasting univariate seasonal time series data using periodic autoregressive models. We show how one should account for unit roots and deterministic terms when generating out-of-sample forecasts. We illustrate the models for various quarterly UK consumption

Global system for hydrological monitoring and forecasting in real time at high resolution

Science.gov (United States)

Ortiz, Enrique; De Michele, Carlo; Todini, Ezio; Cifres, Enrique

2016-04-01

This project presented at the EGU 2016 born of solidarity and the need to dignify the most disadvantaged people living in the poorest countries (Africa, South America and Asia, which are continually exposed to changes in the hydrologic cycle suffering events of large floods and/or long periods of droughts. It is also a special year this 2016, Year of Mercy, in which we must engage with the most disadvantaged of our Planet (Gaia) making available to them what we do professionally and scientifically. The project called "Global system for hydrological monitoring and forecasting in real time at high resolution" is Non-Profit and aims to provide at global high resolution (1km2) hydrological monitoring and forecasting in real time and continuously coupling Weather Forecast of Global Circulation Models, such us GFS-0.25° (Deterministic and Ensembles Run) forcing a physically based distributed hydrological model computationally efficient, such as the latest version extended of TOPKAPI model, named TOPKAPI-eXtended. Finally using the MCP approach for the proper use of ensembles for Predictive Uncertainty assessment essentially based on a multiple regression in the Normal space, can be easily extended to use ensembles to represent the local (in time) smaller or larger conditional predictive uncertainty, as a function of the ensemble spread. In this way, each prediction in time accounts for both the predictive uncertainty of the ensemble mean and that of the ensemble spread. To perform a continuous hydrological modeling with TOPKAPI-X model and have hot start of hydrological status of watersheds, the system assimilated products of rainfall and temperature derived from remote sensing, such as product 3B42RT of TRMM NASA and others.The system will be integrated into a Decision Support System (DSS) platform, based on geographical data. The DSS is a web application (For Pc, Tablet/Mobile phone): It does not need installation (all you need is a web browser and an internet

A hierarchical spatiotemporal analog forecasting model for count data.

Science.gov (United States)

McDermott, Patrick L; Wikle, Christopher K; Millspaugh, Joshua

2018-01-01

Analog forecasting is a mechanism-free nonlinear method that forecasts a system forward in time by examining how past states deemed similar to the current state moved forward. Previous applications of analog forecasting has been successful at producing robust forecasts for a variety of ecological and physical processes, but it has typically been presented in an empirical or heuristic procedure, rather than as a formal statistical model. The methodology presented here extends the model-based analog method of McDermott and Wikle (Environmetrics, 27, 2016, 70) by placing analog forecasting within a fully hierarchical statistical framework that can accommodate count observations. Using a Bayesian approach, the hierarchical analog model is able to quantify rigorously the uncertainty associated with forecasts. Forecasting waterfowl settling patterns in the northwestern United States and Canada is conducted by applying the hierarchical analog model to a breeding population survey dataset. Sea surface temperature (SST) in the Pacific Ocean is used to help identify potential analogs for the waterfowl settling patterns.

Long-range forecast of all India summer monsoon rainfall using adaptive neuro-fuzzy inference system: skill comparison with CFSv2 model simulation and real-time forecast for the year 2015

Science.gov (United States)

Chaudhuri, S.; Das, D.; Goswami, S.; Das, S. K.

2016-11-01

All India summer monsoon rainfall (AISMR) characteristics play a vital role for the policy planning and national economy of the country. In view of the significant impact of monsoon system on regional as well as global climate systems, accurate prediction of summer monsoon rainfall has become a challenge. The objective of this study is to develop an adaptive neuro-fuzzy inference system (ANFIS) for long range forecast of AISMR. The NCEP/NCAR reanalysis data of temperature, zonal and meridional wind at different pressure levels have been taken to construct the input matrix of ANFIS. The membership of the input parameters for AISMR as high, medium or low is estimated with trapezoidal membership function. The fuzzified standardized input parameters and the de-fuzzified target output are trained with artificial neural network models. The forecast of AISMR with ANFIS is compared with non-hybrid multi-layer perceptron model (MLP), radial basis functions network (RBFN) and multiple linear regression (MLR) models. The forecast error analyses of the models reveal that ANFIS provides the best forecast of AISMR with minimum prediction error of 0.076, whereas the errors with MLP, RBFN and MLR models are 0.22, 0.18 and 0.73 respectively. During validation with observations, ANFIS shows its potency over the said comparative models. Performance of the ANFIS model is verified through different statistical skill scores, which also confirms the aptitude of ANFIS in forecasting AISMR. The forecast skill of ANFIS is also observed to be better than Climate Forecast System version 2. The real-time forecast with ANFIS shows possibility of deficit (65-75 cm) AISMR in the year 2015.

New interval forecast for stationary autoregressive models ...

African Journals Online (AJOL)

In this paper, we proposed a new forecasting interval for stationary Autoregressive, AR(p) models using the Akaike information criterion (AIC) function. Ordinarily, the AIC function is used to determine the order of an AR(p) process. In this study however, AIC forecast interval compared favorably with the theoretical forecast ...

Toward Sub-seasonal to Seasonal Arctic Sea Ice Forecasting Using the Regional Arctic System Model (RASM)

Science.gov (United States)

Kamal, S.; Maslowski, W.; Roberts, A.; Osinski, R.; Cassano, J. J.; Seefeldt, M. W.

2017-12-01

The Regional Arctic system model has been developed and used to advance the current state of Arctic modeling and increase the skill of sea ice forecast. RASM is a fully coupled, limited-area model that includes the atmosphere, ocean, sea ice, land hydrology and runoff routing components and the flux coupler to exchange information among them. Boundary conditions are derived from NCEP Climate Forecasting System Reanalyses (CFSR) or Era Iterim (ERA-I) for hindcast simulations or from NCEP Coupled Forecast System Model version 2 (CFSv2) for seasonal forecasts. We have used RASM to produce sea ice forecasts for September 2016 and 2017, in contribution to the Sea Ice Outlook (SIO) of the Sea Ice Prediction Network (SIPN). Each year, we produced three SIOs for the September minimum, initialized on June 1, July 1 and August 1. In 2016, predictions used a simple linear regression model to correct for systematic biases and included the mean September sea ice extent, the daily minimum and the week of the minimum. In 2017, we produced a 12-member ensemble on June 1 and July 1, and 28-member ensemble August 1. The predictions of September 2017 included the pan-Arctic and regional Alaskan sea ice extent, daily and monthly mean pan-Arctic maps of sea ice probability, concentration and thickness. No bias correction was applied to the 2017 forecasts. Finally, we will also discuss future plans for RASM forecasts, which include increased resolution for model components, ecosystem predictions with marine biogeochemistry extensions (mBGC) to the ocean and sea ice components, and feasibility of optional boundary conditions using the Navy Global Environmental Model (NAVGEM).

Verification of short lead time forecast models: applied to Kp and Dst forecasting

Science.gov (United States)

Wintoft, Peter; Wik, Magnus

2016-04-01

In the ongoing EU/H2020 project PROGRESS models that predicts Kp, Dst, and AE from L1 solar wind data will be used as inputs to radiation belt models. The possible lead times from L1 measurements are shorter (10s of minutes to hours) than the typical duration of the physical phenomena that should be forecast. Under these circumstances several metrics fail to single out trivial cases, such as persistence. In this work we explore metrics and approaches for short lead time forecasts. We apply these to current Kp and Dst forecast models. This project has received funding from the European Union's Horizon 2020 research and innovation programme under grant agreement No 637302.

Electric Load Forecasting Based on a Least Squares Support Vector Machine with Fuzzy Time Series and Global Harmony Search Algorithm

Directory of Open Access Journals (Sweden)

Yan Hong Chen

2016-01-01

Full Text Available This paper proposes a new electric load forecasting model by hybridizing the fuzzy time series (FTS and global harmony search algorithm (GHSA with least squares support vector machines (LSSVM, namely GHSA-FTS-LSSVM model. Firstly, the fuzzy c-means clustering (FCS algorithm is used to calculate the clustering center of each cluster. Secondly, the LSSVM is applied to model the resultant series, which is optimized by GHSA. Finally, a real-world example is adopted to test the performance of the proposed model. In this investigation, the proposed model is verified using experimental datasets from the Guangdong Province Industrial Development Database, and results are compared against autoregressive integrated moving average (ARIMA model and other algorithms hybridized with LSSVM including genetic algorithm (GA, particle swarm optimization (PSO, harmony search, and so on. The forecasting results indicate that the proposed GHSA-FTS-LSSVM model effectively generates more accurate predictive results.

A grey neural network and input-output combined forecasting model. Primary energy consumption forecasts in Spanish economic sectors

International Nuclear Information System (INIS)

Liu, Xiuli; Moreno, Blanca; García, Ana Salomé

2016-01-01

A combined forecast of Grey forecasting method and neural network back propagation model, which is called Grey Neural Network and Input-Output Combined Forecasting Model (GNF-IO model), is proposed. A real case of energy consumption forecast is used to validate the effectiveness of the proposed model. The GNF-IO model predicts coal, crude oil, natural gas, renewable and nuclear primary energy consumption volumes by Spain's 36 sub-sectors from 2010 to 2015 according to three different GDP growth scenarios (optimistic, baseline and pessimistic). Model test shows that the proposed model has higher simulation and forecasting accuracy on energy consumption than Grey models separately and other combination methods. The forecasts indicate that the primary energies as coal, crude oil and natural gas will represent on average the 83.6% percent of the total of primary energy consumption, raising concerns about security of supply and energy cost and adding risk for some industrial production processes. Thus, Spanish industry must speed up its transition to an energy-efficiency economy, achieving a cost reduction and increase in the level of self-supply. - Highlights: • Forecasting System Using Grey Models combined with Input-Output Models is proposed. • Primary energy consumption in Spain is used to validate the model. • The grey-based combined model has good forecasting performance. • Natural gas will represent the majority of the total of primary energy consumption. • Concerns about security of supply, energy cost and industry competitiveness are raised.

Cash flow forecasting model for nuclear power projects

International Nuclear Information System (INIS)

Liu Wei; Guo Jilin

2002-01-01

Cash flow forecasting is very important for owners and contractors of nuclear power projects to arrange the capital and to decrease the capital cost. The factors related to contractor cash flow forecasting are analyzed and a cash flow forecasting model is presented which is suitable for both contractors and owners. The model is efficiently solved using a cost-schedule data integration scheme described. A program is developed based on the model and verified with real project data. The result indicates that the model is efficient and effective

Forecast of hourly global horizontal irradiance based on structured Kernel Support Vector Machine: A case study of Tibet area in China

International Nuclear Information System (INIS)

Jiang, He; Dong, Yao

2017-01-01

Highlights: • The structured variable selection in Kernel SVM is implemented using two ways. • The two-way interaction model is considered to enforce Heredity Principle. • SVMIC is used to select the kernel parameter in proposed approaches. • Simple and fast computations algorithms are derived. - Abstract: Various applications of forecasting effective global horizontal irradiance play increasingly vital role in grid-connected photovoltaic installations, but suffer from forecasting inaccuracy and prohibitively expensive computational cost. Although Support Vector Machine (SVM) is one of the most powerful forecasting approaches, it does not provide an interpretable model. This motivates penalized variable selection methods to be introduced to SVM to select important variables. However, in some forecasting problems, there are some underlying logic or hierarchical structure such as heredity principle among the variables. Penalized Kernel SVM approaches do not take heredity principles into consideration when enforcing sparsity. This paper investigates structural variable selection in Kernel SVM based approach which pursues heredity principle and sparsity simultaneously. To achieve heredity principle, both optimization and procedure based structural variable selection approaches are studied in the Kernel SVM. Computationally, we derive fast and simple-to-implement algorithms to perform structural variable selection and solar irradiance forecasting. Furthermore, Support Vector Machines Information Criterion is utilized to select the kernel parameters to guarantee the model consistency. Real data experiments directly reveal that our proposed KSVM-SVS based approach following heredity principle delivers superior performances in terms of forecasting accuracy comparing with other competitors.

Online short-term heat load forecasting for single family houses

DEFF Research Database (Denmark)

Bacher, Peder; Madsen, Henrik; Nielsen, Henrik Aalborg

2013-01-01

. Every hour the hourly heat load for each house the following two days is forecasted. The forecast models are adaptive linear time-series models and the climate inputs used are: ambient temperature, global radiation, and wind speed. A computationally efficient recursive least squares scheme is used......This paper presents a method for forecasting the load for heating in a single-family house. Both space and hot tap water heating are forecasted. The forecasting model is built using data from sixteen houses in Sønderborg, Denmark, combined with local climate measurements and weather forecasts...... variations in the heat load signal (predominant only for some houses), peaks presumably from showers, shifts in resident behavior, and uncertainty of the weather forecasts for longer horizons, especially for the solar radiation....

Weather forecasting based on hybrid neural model

Science.gov (United States)

Saba, Tanzila; Rehman, Amjad; AlGhamdi, Jarallah S.

2017-11-01

Making deductions and expectations about climate has been a challenge all through mankind's history. Challenges with exact meteorological directions assist to foresee and handle problems well in time. Different strategies have been investigated using various machine learning techniques in reported forecasting systems. Current research investigates climate as a major challenge for machine information mining and deduction. Accordingly, this paper presents a hybrid neural model (MLP and RBF) to enhance the accuracy of weather forecasting. Proposed hybrid model ensure precise forecasting due to the specialty of climate anticipating frameworks. The study concentrates on the data representing Saudi Arabia weather forecasting. The main input features employed to train individual and hybrid neural networks that include average dew point, minimum temperature, maximum temperature, mean temperature, average relative moistness, precipitation, normal wind speed, high wind speed and average cloudiness. The output layer composed of two neurons to represent rainy and dry weathers. Moreover, trial and error approach is adopted to select an appropriate number of inputs to the hybrid neural network. Correlation coefficient, RMSE and scatter index are the standard yard sticks adopted for forecast accuracy measurement. On individual standing MLP forecasting results are better than RBF, however, the proposed simplified hybrid neural model comes out with better forecasting accuracy as compared to both individual networks. Additionally, results are better than reported in the state of art, using a simple neural structure that reduces training time and complexity.

Atlantic Tropical Cyclogenetic Processes During SOP-3 NAMMA in the GEOS-5 Global Data Assimilation and Forecast System

Science.gov (United States)

Reale, Oreste; Lau, William K.; Kim, Kyu-Myong; Brin, Eugenia

2009-01-01

This article investigates the role of the Saharan air layer (SAL) in tropical cyclogenetic processes associated with a nondeveloping and a developing African easterly wave observed during the Special Observation Period (SOP-3) phase of the 2006 NASA African. Monsoon Multidisciplinary Analyses (NAMMA). The two waves are chosen because they both interact heavily with Saharan air. A glottal data assimilation and forecast system, the NASA Goddard Earth Observing System. version 5 (GEOS-5), is being run to produce a set of high-9 uality global analyses, inclusive of all observations used operationally but with additional satellite information. In particular, following previous works by the same authors, the duality-controlled data from the Atmospheric Infrared Sounder (AIRS) used to produce these analyses have a better coverage than the one adopted by operational centers. From these improved analyses, two sets of 31 five-day high-resolution forecasts, at horizontal resolutions of both half and quarter degrees, are produced. Results indicate that very steep moisture gradients are associated with the SAL in forecasts and analyses, even at great distances from their source over the Sahara. In addition, a thermal dipole in the vertiieat (warm above, cool below) is present in the nondeveloping case. The Moderate Resolution Imaging Spoctroradiometer (MODIS) aboard NASA's Terra and Aqua satellites shows that aerosol optical thickness, indicative of more dust as opposed to other factors, is higher in the nondeveloping case. Altogether, results suggest that the radiative effect of dust may play some role in producing a thermal structure less favorable to cyclogenesis. Results also indicate that only global horizontal resolutions on the order of 20-30 km can capture the large-scale transport and the tine thermal structure of the SAL, inclusive of the sharp moisture gradients, reproducing the effect of tropical cyclone suppression that has been hypothesized by previous authors

Real-time Social Internet Data to Guide Forecasting Models

Energy Technology Data Exchange (ETDEWEB)

Del Valle, Sara Y. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2016-09-20

Our goal is to improve decision support by monitoring and forecasting events using social media, mathematical models, and quantifying model uncertainty. Our approach is real-time, data-driven forecasts with quantified uncertainty: Not just for weather anymore. Information flow from human observations of events through an Internet system and classification algorithms is used to produce quantitatively uncertain forecast. In summary, we want to develop new tools to extract useful information from Internet data streams, develop new approaches to assimilate real-time information into predictive models, validate approaches by forecasting events, and our ultimate goal is to develop an event forecasting system using mathematical approaches and heterogeneous data streams.

Spectral Analysis of Forecast Error Investigated with an Observing System Simulation Experiment

Science.gov (United States)

Prive, N. C.; Errico, Ronald M.

2015-01-01

The spectra of analysis and forecast error are examined using the observing system simulation experiment (OSSE) framework developed at the National Aeronautics and Space Administration Global Modeling and Assimilation Office (NASAGMAO). A global numerical weather prediction model, the Global Earth Observing System version 5 (GEOS-5) with Gridpoint Statistical Interpolation (GSI) data assimilation, is cycled for two months with once-daily forecasts to 336 hours to generate a control case. Verification of forecast errors using the Nature Run as truth is compared with verification of forecast errors using self-analysis; significant underestimation of forecast errors is seen using self-analysis verification for up to 48 hours. Likewise, self analysis verification significantly overestimates the error growth rates of the early forecast, as well as mischaracterizing the spatial scales at which the strongest growth occurs. The Nature Run-verified error variances exhibit a complicated progression of growth, particularly for low wave number errors. In a second experiment, cycling of the model and data assimilation over the same period is repeated, but using synthetic observations with different explicitly added observation errors having the same error variances as the control experiment, thus creating a different realization of the control. The forecast errors of the two experiments become more correlated during the early forecast period, with correlations increasing for up to 72 hours before beginning to decrease.

Short-term heat load forecasting for single family houses

DEFF Research Database (Denmark)

Bacher, Peder; Madsen, Henrik; Nielsen, Henrik Aalborg

2013-01-01

This paper presents a method for forecasting the load for space heating in a single-family house. The forecasting model is built using data from sixteen houses located in Sønderborg, Denmark, combined with local climate measurements and weather forecasts. Every hour the hourly heat load for each...... house the following two days is forecasted. The forecast models are adaptive linear time-series models and the climate inputs used are: ambient temperature, global radiation and wind speed. A computationally efficient recursive least squares scheme is used. The models are optimized to fit the individual...... noise and that practically all correlation to the climate variables are removed. Furthermore, the results show that the forecasting errors mainly are related to: unpredictable high frequency variations in the heat load signal (predominant only for some houses), shifts in resident behavior patterns...

Dispersion Modeling Using Ensemble Forecasts Compared to ETEX Measurements.

Science.gov (United States)

Straume, Anne Grete; N'dri Koffi, Ernest; Nodop, Katrin

1998-11-01

Numerous numerical models are developed to predict long-range transport of hazardous air pollution in connection with accidental releases. When evaluating and improving such a model, it is important to detect uncertainties connected to the meteorological input data. A Lagrangian dispersion model, the Severe Nuclear Accident Program, is used here to investigate the effect of errors in the meteorological input data due to analysis error. An ensemble forecast, produced at the European Centre for Medium-Range Weather Forecasts, is then used as model input. The ensemble forecast members are generated by perturbing the initial meteorological fields of the weather forecast. The perturbations are calculated from singular vectors meant to represent possible forecast developments generated by instabilities in the atmospheric flow during the early part of the forecast. The instabilities are generated by errors in the analyzed fields. Puff predictions from the dispersion model, using ensemble forecast input, are compared, and a large spread in the predicted puff evolutions is found. This shows that the quality of the meteorological input data is important for the success of the dispersion model. In order to evaluate the dispersion model, the calculations are compared with measurements from the European Tracer Experiment. The model manages to predict the measured puff evolution concerning shape and time of arrival to a fairly high extent, up to 60 h after the start of the release. The modeled puff is still too narrow in the advection direction.

Forecasting the mortality rates using Lee-Carter model and Heligman-Pollard model

Science.gov (United States)

Ibrahim, R. I.; Ngataman, N.; Abrisam, W. N. A. Wan Mohd

2017-09-01

Improvement in life expectancies has driven further declines in mortality. The sustained reduction in mortality rates and its systematic underestimation has been attracting the significant interest of researchers in recent years because of its potential impact on population size and structure, social security systems, and (from an actuarial perspective) the life insurance and pensions industry worldwide. Among all forecasting methods, the Lee-Carter model has been widely accepted by the actuarial community and Heligman-Pollard model has been widely used by researchers in modelling and forecasting future mortality. Therefore, this paper only focuses on Lee-Carter model and Heligman-Pollard model. The main objective of this paper is to investigate how accurately these two models will perform using Malaysian data. Since these models involves nonlinear equations that are explicitly difficult to solve, the Matrix Laboratory Version 8.0 (MATLAB 8.0) software will be used to estimate the parameters of the models. Autoregressive Integrated Moving Average (ARIMA) procedure is applied to acquire the forecasted parameters for both models as the forecasted mortality rates are obtained by using all the values of forecasted parameters. To investigate the accuracy of the estimation, the forecasted results will be compared against actual data of mortality rates. The results indicate that both models provide better results for male population. However, for the elderly female population, Heligman-Pollard model seems to underestimate to the mortality rates while Lee-Carter model seems to overestimate to the mortality rates.

Forecasting Ebola with a regression transmission model

OpenAIRE

Asher, Jason

2017-01-01

We describe a relatively simple stochastic model of Ebola transmission that was used to produce forecasts with the lowest mean absolute error among Ebola Forecasting Challenge participants. The model enabled prediction of peak incidence, the timing of this peak, and final size of the outbreak. The underlying discrete-time compartmental model used a time-varying reproductive rate modeled as a multiplicative random walk driven by the number of infectious individuals. This structure generalizes ...

Short-term forecasting model for aggregated regional hydropower generation

International Nuclear Information System (INIS)

Monteiro, Claudio; Ramirez-Rosado, Ignacio J.; Fernandez-Jimenez, L. Alfredo

2014-01-01

Highlights: • Original short-term forecasting model for the hourly hydropower generation. • The use of NWP forecasts allows horizons of several days. • New variable to represent the capacity level for generating hydroelectric energy. • The proposed model significantly outperforms the persistence model. - Abstract: This paper presents an original short-term forecasting model of the hourly electric power production for aggregated regional hydropower generation. The inputs of the model are previously recorded values of the aggregated hourly production of hydropower plants and hourly water precipitation forecasts using Numerical Weather Prediction tools, as well as other hourly data (load demand and wind generation). This model is composed of three modules: the first one gives the prediction of the “monthly” hourly power production of the hydropower plants; the second module gives the prediction of hourly power deviation values, which are added to that obtained by the first module to achieve the final forecast of the hourly hydropower generation; the third module allows a periodic adjustment of the prediction of the first module to improve its BIAS error. The model has been applied successfully to the real-life case study of the short-term forecasting of the aggregated hydropower generation in Spain and Portugal (Iberian Peninsula Power System), achieving satisfactory results for the next-day forecasts. The model can be valuable for agents involved in electricity markets and useful for power system operations

INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

KAUST Repository

Elkantassi, Soumaya

2017-10-03

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.

INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

KAUST Repository

Elkantassi, Soumaya; Kalligiannaki, Evangelia; Tempone, Raul

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 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.

An Open-Book Modular Watershed Modeling Framework for Rapid Prototyping of GPM- based Flood Forecasting in International River Basins

Science.gov (United States)

Katiyar, N.; Hossain, F.

2006-05-01

Floods have always been disastrous for human life. It accounts for about 15 % of the total death related to natural disasters. There are around 263 transboundary river basins listed by UNESCO, wherein at least 30 countries have more than 95% of their territory locked in one or more such transboundary basins. For flood forecasting in the lower riparian nations of these International River Basins (IRBs), real-time rainfall data from upstream nations is naturally the most critical factor governing the forecasting effectiveness. However, many upstream nations fail to provide data to the lower riparian nations due to a lack of in-situ rainfall measurement infrastructure or a lack of a treaty for real-time sharing of rainfall data. A potential solution is therefore to use satellites that inherently measure rainfall across political boundaries. NASA's proposed Global Precipitation Measurement (GPM) mission appears very promising in providing this vital rainfall information under the data- limited scenario that will continue to prevail in most IRBs. However, satellite rainfall is associated with uncertainty and hence, proper characterization of the satellite rainfall error propagation in hydrologic models for flood forecasting is a critical priority that should be resolved in the coming years in anticipation of GPM. In this study, we assess an open book modular watershed modeling approach for estimating the expected error in flood forecasting related to GPM rainfall data. Our motivation stems from the critical challenge in identifying the specific IRBs that would benefit from a pre-programmed satellite-based forecasting system in anticipation of GPM. As the number of flood-prone IRBs is large, conventional data-intensive implementation of existing physically-based distributed hydrologic models on case-by-case IRBs is considered time-consuming for completing such a global assessment. A more parsimonious approach is justified at the expense of a tolerable loss of detail and

Development of a sales forecasting model for canopy windows

OpenAIRE

2014-01-01

M.Com. (Business Management) Forecasting is an important function used in a wide range of business planning or decision-making situations. The purpose ofthis study was to build a sales forecasting model that would be practical and cost effective, from the various forecasting methods and techniques available. Various forecast models, methods and techniques are outlined in the initial part of this study by the author. The author has outlined some of the fundamentals and limitations that unde...

Improving wave forecasting by integrating ensemble modelling and machine learning

Science.gov (United States)

O'Donncha, F.; Zhang, Y.; James, S. C.

2017-12-01

Modern smart-grid networks use technologies to instantly relay information on supply and demand to support effective decision making. Integration of renewable-energy resources with these systems demands accurate forecasting of energy production (and demand) capacities. For wave-energy converters, this requires wave-condition forecasting to enable estimates of energy production. Current operational wave forecasting systems exhibit substantial errors with wave-height RMSEs of 40 to 60 cm being typical, which limits the reliability of energy-generation predictions thereby impeding integration with the distribution grid. In this study, we integrate physics-based models with statistical learning aggregation techniques that combine forecasts from multiple, independent models into a single "best-estimate" prediction of the true state. The Simulating Waves Nearshore physics-based model is used to compute wind- and currents-augmented waves in the Monterey Bay area. Ensembles are developed based on multiple simulations perturbing input data (wave characteristics supplied at the model boundaries and winds) to the model. A learning-aggregation technique uses past observations and past model forecasts to calculate a weight for each model. The aggregated forecasts are compared to observation data to quantify the performance of the model ensemble and aggregation techniques. The appropriately weighted ensemble model outperforms an individual ensemble member with regard to forecasting wave conditions.

Results of verification and investigation of wind velocity field forecast. Verification of wind velocity field forecast model

International Nuclear Information System (INIS)

Ogawa, Takeshi; Kayano, Mitsunaga; Kikuchi, Hideo; Abe, Takeo; Saga, Kyoji

1995-01-01

In Environmental Radioactivity Research Institute, the verification and investigation of the wind velocity field forecast model 'EXPRESS-1' have been carried out since 1991. In fiscal year 1994, as the general analysis, the validity of weather observation data, the local features of wind field, and the validity of the positions of monitoring stations were investigated. The EXPRESS which adopted 500 m mesh so far was improved to 250 m mesh, and the heightening of forecast accuracy was examined, and the comparison with another wind velocity field forecast model 'SPEEDI' was carried out. As the results, there are the places where the correlation with other points of measurement is high and low, and it was found that for the forecast of wind velocity field, by excluding the data of the points with low correlation or installing simplified observation stations to take their data in, the forecast accuracy is improved. The outline of the investigation, the general analysis of weather observation data and the improvements of wind velocity field forecast model and forecast accuracy are reported. (K.I.)

A Hybrid Model for Forecasting Sales in Turkish Paint Industry

OpenAIRE

Alp Ustundag

2009-01-01

Sales forecasting is important for facilitating effective and efficient allocation of scarce resources. However, how to best model and forecast sales has been a long-standing issue. There is no best forecasting method that is applicable in all circumstances. Therefore, confidence in the accuracy of sales forecasts is achieved by corroborating the results using two or more methods. This paper proposes a hybrid forecasting model that uses an artificial intelligence method (AI) w...

An EMD–SARIMA-Based Modeling Approach for Air Traffic Forecasting

Directory of Open Access Journals (Sweden)

Wei Nai

2017-12-01

Full Text Available The ever-increasing air traffic demand in China has brought huge pressure on the planning and management of, and investment in, air terminals as well as airline companies. In this context, accurate and adequate short-term air traffic forecasting is essential for the operations of those entities. In consideration of such a problem, a hybrid air traffic forecasting model based on empirical mode decomposition (EMD and seasonal auto regressive integrated moving average (SARIMA has been proposed in this paper. The model proposed decomposes the original time series into components at first, and models each component with the SARIMA forecasting model, then integrates all the models together to form the final combined forecast result. By using the monthly air cargo and passenger flow data from the years 2006 to 2014 available at the official website of the Civil Aviation Administration of China (CAAC, the effectiveness in forecasting of the model proposed has been demonstrated, and by a horizontal performance comparison between several other widely used forecasting models, the advantage of the proposed model has also been proved.

forecasting with nonlinear time series model: a monte-carlo

African Journals Online (AJOL)

PUBLICATIONS1

erated recursively up to any step greater than one. For nonlinear time series model, point forecast for step one can be done easily like in the linear case but forecast for a step greater than or equal to ..... London. Franses, P. H. (1998). Time series models for business and Economic forecasting, Cam- bridge University press.

Benefits of seasonal forecasts of crop yields

Science.gov (United States)

Sakurai, G.; Okada, M.; Nishimori, M.; Yokozawa, M.

2017-12-01

Major factors behind recent fluctuations in food prices include increased biofuel production and oil price fluctuations. In addition, several extreme climate events that reduced worldwide food production coincided with upward spikes in food prices. The stabilization of crop yields is one of the most important tasks to stabilize food prices and thereby enhance food security. Recent development of technologies related to crop modeling and seasonal weather forecasting has made it possible to forecast future crop yields for maize and soybean. However, the effective use of these technologies remains limited. Here we present the potential benefits of seasonal crop-yield forecasts on a global scale for choice of planting day. For this purpose, we used a model (PRYSBI-2) that can well replicate past crop yields both for maize and soybean. This model system uses a Bayesian statistical approach to estimate the parameters of a basic process-based model of crop growth. The spatial variability of model parameters was considered by estimating the posterior distribution of the parameters from historical yield data by using the Markov-chain Monte Carlo (MCMC) method with a resolution of 1.125° × 1.125°. The posterior distributions of model parameters were estimated for each spatial grid with 30 000 MCMC steps of 10 chains each. By using this model and the estimated parameter distributions, we were able to estimate not only crop yield but also levels of associated uncertainty. We found that the global average crop yield increased about 30% as the result of the optimal selection of planting day and that the seasonal forecast of crop yield had a large benefit in and near the eastern part of Brazil and India for maize and the northern area of China for soybean. In these countries, the effects of El Niño and Indian Ocean dipole are large. The results highlight the importance of developing a system to forecast global crop yields.

A new ARMAX model based on evolutionary algorithm and particle swarm optimization for short-term load forecasting

International Nuclear Information System (INIS)

Wang, Bo; Tai, Neng-ling; Zhai, Hai-qing; Ye, Jian; Zhu, Jia-dong; Qi, Liang-bo

2008-01-01

In this paper, a new ARMAX model based on evolutionary algorithm and particle swarm optimization for short-term load forecasting is proposed. Auto-regressive (AR) and moving average (MA) with exogenous variables (ARMAX) has been widely applied in the load forecasting area. Because of the nonlinear characteristics of the power system loads, the forecasting function has many local optimal points. The traditional method based on gradient searching may be trapped in local optimal points and lead to high error. While, the hybrid method based on evolutionary algorithm and particle swarm optimization can solve this problem more efficiently than the traditional ways. It takes advantage of evolutionary strategy to speed up the convergence of particle swarm optimization (PSO), and applies the crossover operation of genetic algorithm to enhance the global search ability. The new ARMAX model for short-term load forecasting has been tested based on the load data of Eastern China location market, and the results indicate that the proposed approach has achieved good accuracy. (author)

A Forecast Model for Unemployment by Education

DEFF Research Database (Denmark)

Tranæs, Torben; Larsen, Anders Holm; Groes, Niels

1994-01-01

We present a dynamic forecast model for the labour market: demand for labour by education and the distribution of labour by education among industries are determined endogenously with overall demand by industry given exogenously. The model is derived from a simple behavioural equation based on a ...... for educational groups, where the initial forecast year is a change point for unemployment....

Synergizing two NWP models to improve hub-height wind speed forecasts

Energy Technology Data Exchange (ETDEWEB)

Liu, H. [Ortech International, Mississauga, ON (Canada); Taylor, P. [York Univ., Toronto, ON (Canada)

2010-07-01

This PowerPoint presentation discussed some of the methods used to optimize hub-height wind speed forecasts. Statistical and physical forecast paradigms were considered. Forecast errors are often dictated by phase error, while refined NWP modelling is limited by data availability. A nested meso-scale NWP model was combined with a physical model to predict wind and power forecasts. Maps of data sources were included as well as equations used to derive predictions. Data from meteorological masts located near the Great Lakes were used to demonstrate the model. The results were compared with other modelling prediction methods. Forecasts obtained using the modelling approach can help operators in scheduling and trading procedures. Further research is being conducted to determine if the model can be used to improve ramp forecasts. tabs., figs.

A stochastic HMM-based forecasting model for fuzzy time series.

Science.gov (United States)

Li, Sheng-Tun; Cheng, Yi-Chung

2010-10-01

Recently, fuzzy time series have attracted more academic attention than traditional time series due to their capability of dealing with the uncertainty and vagueness inherent in the data collected. The formulation of fuzzy relations is one of the key issues affecting forecasting results. Most of the present works adopt IF-THEN rules for relationship representation, which leads to higher computational overhead and rule redundancy. Sullivan and Woodall proposed a Markov-based formulation and a forecasting model to reduce computational overhead; however, its applicability is limited to handling one-factor problems. In this paper, we propose a novel forecasting model based on the hidden Markov model by enhancing Sullivan and Woodall's work to allow handling of two-factor forecasting problems. Moreover, in order to make the nature of conjecture and randomness of forecasting more realistic, the Monte Carlo method is adopted to estimate the outcome. To test the effectiveness of the resulting stochastic model, we conduct two experiments and compare the results with those from other models. The first experiment consists of forecasting the daily average temperature and cloud density in Taipei, Taiwan, and the second experiment is based on the Taiwan Weighted Stock Index by forecasting the exchange rate of the New Taiwan dollar against the U.S. dollar. In addition to improving forecasting accuracy, the proposed model adheres to the central limit theorem, and thus, the result statistically approximates to the real mean of the target value being forecast.

Towards uncertainty estimates in global operational forecasts of trace gases in the Copernicus Atmosphere Monitoring System

Science.gov (United States)

Huijnen, V.; Bouarar, I.; Chabrillat, S. H.; Christophe, Y.; Thierno, D.; Karydis, V.; Marecal, V.; Pozzer, A.; Flemming, J.

2017-12-01

Operational atmospheric composition analyses and forecasts such as developed in the Copernicus Atmosphere Monitoring Service (CAMS) rely on modules describing emissions, chemical conversion, transport and removal processing, as well as data assimilation methods. The CAMS forecasts can be used to drive regional air quality models across the world. Critical analyses of uncertainties in any of these processes are continuously needed to advance the quality of such systems on a global scale, ranging from the surface up to the stratosphere. With regard to the atmospheric chemistry to describe the fate of trace gases, the operational system currently relies on a modified version of the CB05 chemistry scheme for the troposphere combined with the Cariolle scheme to describe stratospheric ozone, as integrated in ECMWF's Integrated Forecasting System (IFS). It is further constrained by assimilation of satellite observations of CO, O3 and NO2. As part of CAMS we have recently developed three fully independent schemes to describe the chemical conversion throughout the atmosphere. These parameterizations originate from parent model codes in MOZART, MOCAGE and a combination of TM5/BASCOE. In this contribution we evaluate the correspondence and elemental differences in the performance of the three schemes in an otherwise identical model configuration (excluding data-assimilation) against a large range of in-situ and satellite-based observations of ozone, CO, VOC's and chlorine-containing trace gases for both troposphere and stratosphere. This analysis aims to provide a measure of model uncertainty in the operational system for tracers that are not, or poorly, constrained by data assimilation. It aims also to provide guidance on the directions for further model improvement with regard to the chemical conversion module.

Forecasting daily political opinion polls using the fractionally cointegrated VAR model

DEFF Research Database (Denmark)

Nielsen, Morten Ørregaard; Shibaev, Sergei S.

We examine forecasting performance of the recent fractionally cointegrated vector autoregressive (FCVAR) model. We use daily polling data of political support in the United Kingdom for 2010-2015 and compare with popular competing models at several forecast horizons. Our findings show that the four...... trend from the model follows the vote share of the UKIP very closely, and we thus interpret it as a measure of Euro-skepticism in public opinion rather than an indicator of the more traditional left-right political spectrum. In terms of prediction of vote shares in the election, forecasts generated...... variants of the FCVAR model considered are generally ranked as the top four models in terms of forecast accuracy, and the FCVAR model significantly outperforms both univariate fractional models and the standard cointegrated VAR (CVAR) model at all forecast horizons. The relative forecast improvement...

DATA-CONSTRAINED CORONAL MASS EJECTIONS IN A GLOBAL MAGNETOHYDRODYNAMICS MODEL

Energy Technology Data Exchange (ETDEWEB)

Jin, M. [Lockheed Martin Solar and Astrophysics Lab, Palo Alto, CA 94304 (United States); Manchester, W. B.; Van der Holst, B.; Sokolov, I.; Tóth, G.; Gombosi, T. I. [Climate and Space Sciences and Engineering, University of Michigan, Ann Arbor, MI 48109 (United States); Mullinix, R. E.; Taktakishvili, A.; Chulaki, A., E-mail: jinmeng@lmsal.com, E-mail: chipm@umich.edu, E-mail: richard.e.mullinix@nasa.gov, E-mail: Aleksandre.Taktakishvili-1@nasa.gov [Community Coordinated Modeling Center, NASA Goddard Space Flight Center, Greenbelt, MD 20771 (United States)

2017-01-10

We present a first-principles-based coronal mass ejection (CME) model suitable for both scientific and operational purposes by combining a global magnetohydrodynamics (MHD) solar wind model with a flux-rope-driven CME model. Realistic CME events are simulated self-consistently with high fidelity and forecasting capability by constraining initial flux rope parameters with observational data from GONG, SOHO /LASCO, and STEREO /COR. We automate this process so that minimum manual intervention is required in specifying the CME initial state. With the newly developed data-driven Eruptive Event Generator using Gibson–Low configuration, we present a method to derive Gibson–Low flux rope parameters through a handful of observational quantities so that the modeled CMEs can propagate with the desired CME speeds near the Sun. A test result with CMEs launched with different Carrington rotation magnetograms is shown. Our study shows a promising result for using the first-principles-based MHD global model as a forecasting tool, which is capable of predicting the CME direction of propagation, arrival time, and ICME magnetic field at 1 au (see the companion paper by Jin et al. 2016a).

On the effect of model parameters on forecast objects

Science.gov (United States)

Marzban, Caren; Jones, Corinne; Li, Ning; Sandgathe, Scott

2018-04-01

Many physics-based numerical models produce a gridded, spatial field of forecasts, e.g., a temperature map. The field for some quantities generally consists of spatially coherent and disconnected objects. Such objects arise in many problems, including precipitation forecasts in atmospheric models, eddy currents in ocean models, and models of forest fires. Certain features of these objects (e.g., location, size, intensity, and shape) are generally of interest. Here, a methodology is developed for assessing the impact of model parameters on the features of forecast objects. The main ingredients of the methodology include the use of (1) Latin hypercube sampling for varying the values of the model parameters, (2) statistical clustering algorithms for identifying objects, (3) multivariate multiple regression for assessing the impact of multiple model parameters on the distribution (across the forecast domain) of object features, and (4) methods for reducing the number of hypothesis tests and controlling the resulting errors. The final output of the methodology is a series of box plots and confidence intervals that visually display the sensitivities. The methodology is demonstrated on precipitation forecasts from a mesoscale numerical weather prediction model.

Neural network versus classical time series forecasting models

Science.gov (United States)

Nor, Maria Elena; Safuan, Hamizah Mohd; Shab, Noorzehan Fazahiyah Md; Asrul, Mohd; Abdullah, Affendi; Mohamad, Nurul Asmaa Izzati; Lee, Muhammad Hisyam

2017-05-01

Artificial neural network (ANN) has advantage in time series forecasting as it has potential to solve complex forecasting problems. This is because ANN is data driven approach which able to be trained to map past values of a time series. In this study the forecast performance between neural network and classical time series forecasting method namely seasonal autoregressive integrated moving average models was being compared by utilizing gold price data. Moreover, the effect of different data preprocessing on the forecast performance of neural network being examined. The forecast accuracy was evaluated using mean absolute deviation, root mean square error and mean absolute percentage error. It was found that ANN produced the most accurate forecast when Box-Cox transformation was used as data preprocessing.

Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

NARCIS (Netherlands)

Callot, Laurent A.F.; Kock, Anders B.; Medeiros, Marcelo C.

2017-01-01

We consider modeling and forecasting large realized covariance matrices by penalized vector autoregressive models. We consider Lasso-type estimators to reduce the dimensionality and provide strong theoretical guarantees on the forecast capability of our procedure. We show that we can forecast

The forecaster's added value in QPF

Science.gov (United States)

Turco, M.; Milelli, M.

2010-03-01

To the authors' knowledge there are relatively few studies that try to answer this question: "Are humans able to add value to computer-generated forecasts and warnings?". Moreover, the answers are not always positive. In particular some postprocessing method is competitive or superior to human forecast. Within the alert system of ARPA Piemonte it is possible to study in an objective manner if the human forecaster is able to add value with respect to computer-generated forecasts. Every day the meteorology group of the Centro Funzionale of Regione Piemonte produces the HQPF (Human Quantitative Precipitation Forecast) in terms of an areal average and maximum value for each of the 13 warning areas, which have been created according to meteo-hydrological criteria. This allows the decision makers to produce an evaluation of the expected effects by comparing these HQPFs with predefined rainfall thresholds. Another important ingredient in this study is the very dense non-GTS (Global Telecommunication System) network of rain gauges available that makes possible a high resolution verification. In this work we compare the performances of the latest three years of QPF derived from the meteorological models COSMO-I7 (the Italian version of the COSMO Model, a mesoscale model developed in the framework of the COSMO Consortium) and IFS (the ECMWF global model) with the HQPF. In this analysis it is possible to introduce the hypothesis test developed by Hamill (1999), in which a confidence interval is calculated with the bootstrap method in order to establish the real difference between the skill scores of two competitive forecasts. It is important to underline that the conclusions refer to the analysis of the Piemonte operational alert system, so they cannot be directly taken as universally true. But we think that some of the main lessons that can be derived from this study could be useful for the meteorological community. In details, the main conclusions are the following

Impact of chemical lateral boundary conditions in a regional air quality forecast model on surface ozone predictions during stratospheric intrusions

Science.gov (United States)

Pendlebury, Diane; Gravel, Sylvie; Moran, Michael D.; Lupu, Alexandru

2018-02-01

A regional air quality forecast model, GEM-MACH, is used to examine the conditions under which a limited-area air quality model can accurately forecast near-surface ozone concentrations during stratospheric intrusions. Periods in 2010 and 2014 with known stratospheric intrusions over North America were modelled using four different ozone lateral boundary conditions obtained from a seasonal climatology, a dynamically-interpolated monthly climatology, global air quality forecasts, and global air quality reanalyses. It is shown that the mean bias and correlation in surface ozone over the course of a season can be improved by using time-varying ozone lateral boundary conditions, particularly through the correct assignment of stratospheric vs. tropospheric ozone along the western lateral boundary (for North America). Part of the improvement in surface ozone forecasts results from improvements in the characterization of near-surface ozone along the lateral boundaries that then directly impact surface locations near the boundaries. However, there is an additional benefit from the correct characterization of the location of the tropopause along the western lateral boundary such that the model can correctly simulate stratospheric intrusions and their associated exchange of ozone from stratosphere to troposphere. Over a three-month period in spring 2010, the mean bias was seen to improve by as much as 5 ppbv and the correlation by 0.1 depending on location, and on the form of the chemical lateral boundary condition.

An investigation of forecast horizon and observation fit’s influence on an econometric rate forecast model in the liner shipping industry

DEFF Research Database (Denmark)

Nielsen, Peter; Jiang, Liping; Rytter, Niels Gorm Malý

2014-01-01

This paper evaluates the influence of forecast horizon and observation fit on the robustness and performance of a specific freight rate forecast model used in the liner shipping industry. In the first stage of the research, a forecast model used to predict container freight rate development...... of the forecast horizon and observation fit and their interactions on the forecast model's performance. The results underline the complicated nature of creating a suitable forecast model by balancing business needs, a desire to fit a good model and achieve high accuracy. There is strong empirical evidence from...... this study; that a robust model is preferable, that overfitting is a true danger, and that a balance must be achieved between forecast horizon and the number of observations used to fit the model. In addition, methodological guidance has also been provided on how to test, design, and choose the superior...

Evaluation of ensemble precipitation forecasts generated through post-processing in a Canadian catchment

Science.gov (United States)

Jha, Sanjeev K.; Shrestha, Durga L.; Stadnyk, Tricia A.; Coulibaly, Paulin

2018-03-01

Flooding in Canada is often caused by heavy rainfall during the snowmelt period. Hydrologic forecast centers rely on precipitation forecasts obtained from numerical weather prediction (NWP) models to enforce hydrological models for streamflow forecasting. The uncertainties in raw quantitative precipitation forecasts (QPFs) are enhanced by physiography and orography effects over a diverse landscape, particularly in the western catchments of Canada. A Bayesian post-processing approach called rainfall post-processing (RPP), developed in Australia (Robertson et al., 2013; Shrestha et al., 2015), has been applied to assess its forecast performance in a Canadian catchment. Raw QPFs obtained from two sources, Global Ensemble Forecasting System (GEFS) Reforecast 2 project, from the National Centers for Environmental Prediction, and Global Deterministic Forecast System (GDPS), from Environment and Climate Change Canada, are used in this study. The study period from January 2013 to December 2015 covered a major flood event in Calgary, Alberta, Canada. Post-processed results show that the RPP is able to remove the bias and reduce the errors of both GEFS and GDPS forecasts. Ensembles generated from the RPP reliably quantify the forecast uncertainty.

Research and Application of a Hybrid Forecasting Model Based on Data Decomposition for Electrical Load Forecasting

Directory of Open Access Journals (Sweden)

Yuqi Dong

2016-12-01

Full Text Available Accurate short-term electrical load forecasting plays a pivotal role in the national economy and people’s livelihood through providing effective future plans and ensuring a reliable supply of sustainable electricity. Although considerable work has been done to select suitable models and optimize the model parameters to forecast the short-term electrical load, few models are built based on the characteristics of time series, which will have a great impact on the forecasting accuracy. For that reason, this paper proposes a hybrid model based on data decomposition considering periodicity, trend and randomness of the original electrical load time series data. Through preprocessing and analyzing the original time series, the generalized regression neural network optimized by genetic algorithm is used to forecast the short-term electrical load. The experimental results demonstrate that the proposed hybrid model can not only achieve a good fitting ability, but it can also approximate the actual values when dealing with non-linear time series data with periodicity, trend and randomness.

Added value of dynamical downscaling of winter seasonal forecasts over North America

Science.gov (United States)

Tefera Diro, Gulilat; Sushama, Laxmi

2017-04-01

Skillful seasonal forecasts have enormous potential benefits for socio-economic sectors that are sensitive to weather and climate conditions, as the early warning routines could reduce the vulnerability of such sectors. In this study, individual ensemble members of the ECMWF global ensemble seasonal forecasts are dynamically downscaled to produce ensemble of regional seasonal forecasts over North America using the fifth generation Canadian Regional Climate Model (CRCM5). CRCM5 forecasts are initialized on November 1st of each year and are integrated for four months for the 1991-2001 period at 0.22 degree resolution to produce a one-month lead-time forecast. The initial conditions for atmospheric variables are obtained from ERA-Interim reanalysis, whereas the initial conditions for land surface are obtained from a separate ERA-interim driven CRCM5 simulation with spectral nudging applied to the interior domain. The global and regional ensemble forecasts were then verified to investigate the skill and economic benefits of dynamical downscaling. Results indicate that both the global and regional climate models produce skillful precipitation forecast over the southern Great Plains and eastern coasts of the U.S and skillful temperature forecasts over the northern U.S. and most of Canada. In comparison to ECMWF forecasts, CRCM5 forecasts improved the temperature forecast skill over most part of the domain, but the improvements for precipitation is limited to regions with complex topography, where it improves the frequency of intense daily precipitation. CRCM5 forecast also yields a better economic value compared to ECMWF precipitation forecasts, for users whose cost to loss ratio is smaller than 0.5.

A prospective earthquake forecast experiment in the western Pacific

Science.gov (United States)

Eberhard, David A. J.; Zechar, J. Douglas; Wiemer, Stefan

2012-09-01

Since the beginning of 2009, the Collaboratory for the Study of Earthquake Predictability (CSEP) has been conducting an earthquake forecast experiment in the western Pacific. This experiment is an extension of the Kagan-Jackson experiments begun 15 years earlier and is a prototype for future global earthquake predictability experiments. At the beginning of each year, seismicity models make a spatially gridded forecast of the number of Mw≥ 5.8 earthquakes expected in the next year. For the three participating statistical models, we analyse the first two years of this experiment. We use likelihood-based metrics to evaluate the consistency of the forecasts with the observed target earthquakes and we apply measures based on Student's t-test and the Wilcoxon signed-rank test to compare the forecasts. Overall, a simple smoothed seismicity model (TripleS) performs the best, but there are some exceptions that indicate continued experiments are vital to fully understand the stability of these models, the robustness of model selection and, more generally, earthquake predictability in this region. We also estimate uncertainties in our results that are caused by uncertainties in earthquake location and seismic moment. Our uncertainty estimates are relatively small and suggest that the evaluation metrics are relatively robust. Finally, we consider the implications of our results for a global earthquake forecast experiment.

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.

Limited Area Forecasting and Statistical Modelling for Wind Energy Scheduling

DEFF Research Database (Denmark)

Rosgaard, Martin Haubjerg

forecast accuracy for operational wind power scheduling. Numerical weather prediction history and scales of atmospheric motion are summarised, followed by a literature review of limited area wind speed forecasting. Hereafter, the original contribution to research on the topic is outlined. The quality...... control of wind farm data used as forecast reference is described in detail, and a preliminary limited area forecasting study illustrates the aggravation of issues related to numerical orography representation and accurate reference coordinates at ne weather model resolutions. For the o shore and coastal...... sites studied limited area forecasting is found to deteriorate wind speed prediction accuracy, while inland results exhibit a steady forecast performance increase with weather model resolution. Temporal smoothing of wind speed forecasts is shown to improve wind power forecast performance by up to almost...

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.

A seamless global hydrological monitoring and forecasting system for water resources assessment and hydrological hazard early warning

Science.gov (United States)

Sheffield, Justin; He, Xiaogang; Wood, Eric; Pan, Ming; Wanders, Niko; Zhan, Wang; Peng, Liqing

2017-04-01

surface model-flood inundation model to produce hydrological variables and indices at daily, 0.25-degree resolution, globally. The system is updated in near real-time (products from the system include real-time and forecast drought indices for precipitation, soil moisture, and streamflow, and flood magnitude and extent indices. The model outputs are complemented by satellite based products and indices based on satellite data for vegetation health (MODIS NDVI) and soil moisture (SMAP). We show examples of the validation of the system at regional scales, including how local information can significantly improve predictions, and examples of how the system can be used to understand large-scale water resource issues, and in real-world contexts for early warning, decision making and planning.

Development and Implementation of Dynamic Scripts to Support Local Model Verification at National Weather Service Weather Forecast Offices

Science.gov (United States)

Zavodsky, Bradley; Case, Jonathan L.; Gotway, John H.; White, Kristopher; Medlin, Jeffrey; Wood, Lance; Radell, Dave

2014-01-01

Local modeling with a customized configuration is conducted at National Weather Service (NWS) Weather Forecast Offices (WFOs) to produce high-resolution numerical forecasts that can better simulate local weather phenomena and complement larger scale global and regional models. The advent of the Environmental Modeling System (EMS), which provides a pre-compiled version of the Weather Research and Forecasting (WRF) model and wrapper Perl scripts, has enabled forecasters to easily configure and execute the WRF model on local workstations. NWS WFOs often use EMS output to help in forecasting highly localized, mesoscale features such as convective initiation, the timing and inland extent of lake effect snow bands, lake and sea breezes, and topographically-modified winds. However, quantitatively evaluating model performance to determine errors and biases still proves to be one of the challenges in running a local model. Developed at the National Center for Atmospheric Research (NCAR), the Model Evaluation Tools (MET) verification software makes performing these types of quantitative analyses easier, but operational forecasters do not generally have time to familiarize themselves with navigating the sometimes complex configurations associated with the MET tools. To assist forecasters in running a subset of MET programs and capabilities, the Short-term Prediction Research and Transition (SPoRT) Center has developed and transitioned a set of dynamic, easily configurable Perl scripts to collaborating NWS WFOs. The objective of these scripts is to provide SPoRT collaborating partners in the NWS with the ability to evaluate the skill of their local EMS model runs in near real time with little prior knowledge of the MET package. The ultimate goal is to make these verification scripts available to the broader NWS community in a future version of the EMS software. This paper provides an overview of the SPoRT MET scripts, instructions for how the scripts are run, and example use

An artificial neural network model for rainfall forecasting in Bangkok, Thailand

Directory of Open Access Journals (Sweden)

N. Q. Hung

2009-08-01

Full Text Available This paper presents a new approach using an Artificial Neural Network technique to improve rainfall forecast performance. A real world case study was set up in Bangkok; 4 years of hourly data from 75 rain gauge stations in the area were used to develop the ANN model. The developed ANN model is being applied for real time rainfall forecasting and flood management in Bangkok, Thailand. Aimed at providing forecasts in a near real time schedule, different network types were tested with different kinds of input information. Preliminary tests showed that a generalized feedforward ANN model using hyperbolic tangent transfer function achieved the best generalization of rainfall. Especially, the use of a combination of meteorological parameters (relative humidity, air pressure, wet bulb temperature and cloudiness, the rainfall at the point of forecasting and rainfall at the surrounding stations, as an input data, advanced ANN model to apply with continuous data containing rainy and non-rainy period, allowed model to issue forecast at any moment. Additionally, forecasts by ANN model were compared to the convenient approach namely simple persistent method. Results show that ANN forecasts have superiority over the ones obtained by the persistent model. Rainfall forecasts for Bangkok from 1 to 3 h ahead were highly satisfactory. Sensitivity analysis indicated that the most important input parameter besides rainfall itself is the wet bulb temperature in forecasting rainfall.

An interdisciplinary approach for earthquake modelling and forecasting

Science.gov (United States)

Han, P.; Zhuang, J.; Hattori, K.; Ogata, Y.

2016-12-01

Earthquake is one of the most serious disasters, which may cause heavy casualties and economic losses. Especially in the past two decades, huge/mega earthquakes have hit many countries. Effective earthquake forecasting (including time, location, and magnitude) becomes extremely important and urgent. To date, various heuristically derived algorithms have been developed for forecasting earthquakes. Generally, they can be classified into two types: catalog-based approaches and non-catalog-based approaches. Thanks to the rapid development of statistical seismology in the past 30 years, now we are able to evaluate the performances of these earthquake forecast approaches quantitatively. Although a certain amount of precursory information is available in both earthquake catalogs and non-catalog observations, the earthquake forecast is still far from satisfactory. In most case, the precursory phenomena were studied individually. An earthquake model that combines self-exciting and mutually exciting elements was developed by Ogata and Utsu from the Hawkes process. The core idea of this combined model is that the status of the event at present is controlled by the event itself (self-exciting) and all the external factors (mutually exciting) in the past. In essence, the conditional intensity function is a time-varying Poisson process with rate λ(t), which is composed of the background rate, the self-exciting term (the information from past seismic events), and the external excitation term (the information from past non-seismic observations). This model shows us a way to integrate the catalog-based forecast and non-catalog-based forecast. Against this background, we are trying to develop a new earthquake forecast model which combines catalog-based and non-catalog-based approaches.

Implementation of an atmospheric sulfur scheme in the HIRLAM regional weather forecast model

International Nuclear Information System (INIS)

Ekman, Annica

2000-02-01

Sulfur chemistry has been implemented into the regional weather forecast model HIRLAM in order to simulate sulfur fields during specific weather situations. The model calculates concentrations of sulfur dioxide in air (SO 2 (a)), sulfate in air (SO 4 (a)), sulfate in cloud water (SO 4 (aq)) and hydrogen peroxide (H 2 O 2 ). Modeled concentrations of SO 2 (a), SO 4 (a) and SO 4 (aq) in rain water are compared with observations for two weather situations, one winter case with an extensive stratiform cloud cover and one summer case with mostly convective clouds. A comparison of the weather forecast parameters precipitation, relative humidity, geopotential and temperature with observations is also performed. The results show that the model generally overpredicts the SO 2 (a) concentration and underpredicts the SO 4 (a) concentration. The agreement between modeled and observed SO 4 (aq) in rain water is poor. Calculated turnover times are approximately 1 day for SO 2 (a) and 2-2.5 days for SO 4 (a). For SO 2 (a) this is in accordance with earlier simulated global turnover times, but for SO 4 (a) it is substantially lower. Several sensitivity simulations show that the fractional mean bias and root mean square error decreases, mainly for SO 4 (a) and SO 4 (aq), if an additional oxidant for converting SO 2 (a) to SO 4 (a) is included in the model. All weather forecast parameters, except precipitation, agree better with observations than the sulfur variables do. Wet scavenging is responsible for about half of the deposited sulfur and in addition, a major part of the sulfate production occurs through in-cloud oxidation. Hence, the distribution of clouds and precipitation must be better simulated by the weather forecast model in order to improve the agreement between observed and simulated sulfur concentrations

Network Bandwidth Utilization Forecast Model on High Bandwidth Network

Energy Technology Data Exchange (ETDEWEB)

Yoo, Wucherl; Sim, Alex

2014-07-07

With the increasing number of geographically distributed scientific collaborations and the scale of the data size growth, it has become more challenging for users to achieve the best possible network performance on a shared network. We have developed a forecast model to predict expected bandwidth utilization for high-bandwidth wide area network. The forecast model can improve the efficiency of resource utilization and scheduling data movements on high-bandwidth network to accommodate ever increasing data volume for large-scale scientific data applications. Univariate model is developed with STL and ARIMA on SNMP path utilization data. Compared with traditional approach such as Box-Jenkins methodology, our forecast model reduces computation time by 83.2percent. It also shows resilience against abrupt network usage change. The accuracy of the forecast model is within the standard deviation of the monitored measurements.

Network bandwidth utilization forecast model on high bandwidth networks

Energy Technology Data Exchange (ETDEWEB)

Yoo, Wuchert (William) [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Sim, Alex [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)

2015-03-30

With the increasing number of geographically distributed scientific collaborations and the scale of the data size growth, it has become more challenging for users to achieve the best possible network performance on a shared network. We have developed a forecast model to predict expected bandwidth utilization for high-bandwidth wide area network. The forecast model can improve the efficiency of resource utilization and scheduling data movements on high-bandwidth network to accommodate ever increasing data volume for large-scale scientific data applications. Univariate model is developed with STL and ARIMA on SNMP path utilization data. Compared with traditional approach such as Box-Jenkins methodology, our forecast model reduces computation time by 83.2%. It also shows resilience against abrupt network usage change. The accuracy of the forecast model is within the standard deviation of the monitored measurements.

Using Bayes Model Averaging for Wind Power Forecasts

Science.gov (United States)

Preede Revheim, Pål; Beyer, Hans Georg

2014-05-01

For operational purposes predictions of the forecasts of the lumped output of groups of wind farms spread over larger geographic areas will often be of interest. A naive approach is to make forecasts for each individual site and sum them up to get the group forecast. It is however well documented that a better choice is to use a model that also takes advantage of spatial smoothing effects. It might however be the case that some sites tends to more accurately reflect the total output of the region, either in general or for certain wind directions. It will then be of interest giving these a greater influence over the group forecast. Bayesian model averaging (BMA) is a statistical post-processing method for producing probabilistic forecasts from ensembles. Raftery et al. [1] show how BMA can be used for statistical post processing of forecast ensembles, producing PDFs of future weather quantities. The BMA predictive PDF of a future weather quantity is a weighted average of the ensemble members' PDFs, where the weights can be interpreted as posterior probabilities and reflect the ensemble members' contribution to overall forecasting skill over a training period. In Revheim and Beyer [2] the BMA procedure used in Sloughter, Gneiting and Raftery [3] were found to produce fairly accurate PDFs for the future mean wind speed of a group of sites from the single sites wind speeds. However, when the procedure was attempted applied to wind power it resulted in either problems with the estimation of the parameters (mainly caused by longer consecutive periods of no power production) or severe underestimation (mainly caused by problems with reflecting the power curve). In this paper the problems that arose when applying BMA to wind power forecasting is met through two strategies. First, the BMA procedure is run with a combination of single site wind speeds and single site wind power production as input. This solves the problem with longer consecutive periods where the input data

Forecast of useful energy for the TIMES-Norway model

International Nuclear Information System (INIS)

Rosenberg, Eva

2012-01-01

A regional forecast of useful energy demand in seven Norwegian regions is calculated based on an earlier work with a national forecast. This forecast will be input to the energy system model TIMES-Norway and analyses will result in forecasts of energy use of different energy carriers with varying external conditions (not included in this report). The forecast presented here describes the methodology used and the resulting forecast of useful energy. lt is based on information of the long-term development of the economy by the Ministry of Finance, projections of population growths from Statistics Norway and several other studies. The definition of a forecast of useful energy demand is not absolute, but depends on the purpose. One has to be careful not to include parts that are a part of the energy system model, such as energy efficiency measures. In the forecast presented here the influence of new building regulations and the prohibition of production of incandescent light bulbs in EU etc. are included. Other energy efficiency measures such as energy management, heat pumps, tightening of leaks etc. are modelled as technologies to invest in and are included in the TIMES-Norway model. The elasticity between different energy carriers are handled by the TIMES-Norway model and some elasticity is also included as the possibility to invest in energy efficiency measures. The forecast results in an increase of the total useful energy from 2006 to 2050 by 18 o/o. The growth is expected to be highest in the regions South and East. The industry remains at a constant level in the base case and increased or reduced energy demand is analysed as different scenarios with the TIMES-Norway model. The most important driver is the population growth. Together with the assumptions made it results in increased useful energy demand in the household and service sectors of 25 o/o and 57 % respectively.(au)

Forecast of useful energy for the TIMES-Norway model

Energy Technology Data Exchange (ETDEWEB)

Rosenberg, Eva

2012-07-25

A regional forecast of useful energy demand in seven Norwegian regions is calculated based on an earlier work with a national forecast. This forecast will be input to the energy system model TIMES-Norway and analyses will result in forecasts of energy use of different energy carriers with varying external conditions (not included in this report). The forecast presented here describes the methodology used and the resulting forecast of useful energy. lt is based on information of the long-term development of the economy by the Ministry of Finance, projections of population growths from Statistics Norway and several other studies. The definition of a forecast of useful energy demand is not absolute, but depends on the purpose. One has to be careful not to include parts that are a part of the energy system model, such as energy efficiency measures. In the forecast presented here the influence of new building regulations and the prohibition of production of incandescent light bulbs in EU etc. are included. Other energy efficiency measures such as energy management, heat pumps, tightening of leaks etc. are modelled as technologies to invest in and are included in the TIMES-Norway model. The elasticity between different energy carriers are handled by the TIMES-Norway model and some elasticity is also included as the possibility to invest in energy efficiency measures. The forecast results in an increase of the total useful energy from 2006 to 2050 by 18 o/o. The growth is expected to be highest in the regions South and East. The industry remains at a constant level in the base case and increased or reduced energy demand is analysed as different scenarios with the TIMES-Norway model. The most important driver is the population growth. Together with the assumptions made it results in increased useful energy demand in the household and service sectors of 25 o/o and 57 % respectively.(au)

Research on light rail electric load forecasting based on ARMA model

Science.gov (United States)

Huang, Yifan

2018-04-01

The article compares a variety of time series models and combines the characteristics of power load forecasting. Then, a light load forecasting model based on ARMA model is established. Based on this model, a light rail system is forecasted. The prediction results show that the accuracy of the model prediction is high.

Examining the value of global seasonal reference evapotranspiration forecasts tosupport FEWS NET's food insecurity outlooks

Science.gov (United States)

Shukla, S.; McEvoy, D.; Hobbins, M.; Husak, G. J.; Huntington, J. L.; Funk, C.; Verdin, J.; Macharia, D.

2017-12-01

The Famine Early Warning Systems Network (FEWS NET) team provides food insecurity outlooks for several developing countries in Africa, Central Asia, and Central America. Thus far in terms of agroclimatic conditions that influence food insecurity, FEWS NET's primary focus has been on the seasonal precipitation forecasts while not adequately accounting for the atmospheric evaporative demand, which is also directly related to agricultural production and hence food insecurity, and is most often estimated by reference evapotranspiration (ETo). This presentation reports on the development of a new global ETo seasonal reforecast and skill evaluation with a particular emphasis on the potential use of this dataset by the FEWS NET to support food insecurity early warning. The ETo reforecasts span the 1982-2009 period and are calculated following ASCE's formulation of Penman-Monteith method driven by seasonal climate forecasts of monthly mean temperature, humidity, wind speed, and solar radiation from NCEP's CFSv2 and NASA's GEOS-5 models. The skill evaluation using deterministic and probabilistic scores focuses on the December-February (DJF), March-May (MAM), June-August (JJA) and September-November (SON) seasons. The results indicate that ETo forecasts are a promising tool for early warning of drought and food insecurity. The FEWS NET regions with promising level of skill (correlation >0.35 at lead times of 3 months) include Northern Sub-Saharan Africa (DJF, dry season), Central America (DJF, dry season), parts of East Africa (JJA, wet Season), Southern Africa (JJA, dry season), and Central Asia (MAM, wet season). A case study over parts of East Africa for the JJA season shows that, in combination with the precipitation forecasts, ETo forecasts could have provided early warning of recent severe drought events (e.g., 2002, 2004, 2009) that contributed to substantial food insecurity in the region.

On the comparison between seasonal predictive skill of global circulation models: Coupled versus uncoupled

CSIR Research Space (South Africa)

Beraki, AF

2015-11-01

Full Text Available The study compares one- and two-tiered forecasting systems as represented by the South African Weather Service Coupled Model and its atmosphere-only version. In this comparative framework, the main difference between these global climate models...

Data Driven Broiler Weight Forecasting using Dynamic Neural Network Models

DEFF Research Database (Denmark)

Johansen, Simon Vestergaard; Bendtsen, Jan Dimon; Riisgaard-Jensen, Martin

2017-01-01

In this article, the dynamic influence of environmental broiler house conditions and broiler growth is investigated. Dynamic neural network forecasting models have been trained on farm-scale broiler batch production data from 12 batches from the same house. The model forecasts future broiler weight...... and uses environmental conditions such as heating, ventilation, and temperature along with broiler behavior such as feed and water consumption. Training data and forecasting data is analyzed to explain when the model might fail at generalizing. We present ensemble broiler weight forecasts to day 7, 14, 21...

Ensemble empirical model decomposition and neuro-fuzzy conjunction model for middle and long-term runoff forecast

Science.gov (United States)

Tan, Q.

2017-12-01

Forecasting the runoff over longer periods, such as months and years, is one of the important tasks for hydrologists and water resource managers to maximize the potential of the limited water. However, due to the nonlinear and nonstationary characteristic of the natural runoff, it is hard to forecast the middle and long-term runoff with a satisfactory accuracy. It has been proven that the forecast performance can be improved by using signal decomposition techniques to product more cleaner signals as model inputs. In this study, a new conjunction model (EEMD-neuro-fuzzy) with adaptive ability is proposed. The ensemble empirical model decomposition (EEMD) is used to decompose the runoff time series into several components, which are with different frequencies and more cleaner than the original time series. Then the neuro-fuzzy model is developed for each component. The final forecast results can be obtained by summing the outputs of all neuro-fuzzy models. Unlike the conventional forecast model, the decomposition and forecast models in this study are adjusted adaptively as long as new runoff information is added. The proposed models are applied to forecast the monthly runoff of Yichang station, located in Yangtze River of China. The results show that the performance of adaptive forecast model we proposed outperforms than the conventional forecast model, the Nash-Sutcliffe efficiency coefficient can reach to 0.9392. Due to its ability to process the nonstationary data, the forecast accuracy, especially in flood season, is improved significantly.

Comparison on the forecast model of landfill surface

International Nuclear Information System (INIS)

Zhou Xiaozhi; Sang Shuxun; Cao Liwen; Ji Xiaoyan

2010-01-01

Using four large-scale simulated landfill equipments, indoor parallel simulation landfill experiment was carried out. By monitoring the cumulative settlement of MSW, comparable researches indicate the actual effects of 'empirical model' and 'biodegradation model' on landfill surface settlement forecast, and the optimization measures are proposed on the basis of model defects analysis. Research leaded to following results: To the short-term prediction of MSW settlement, two types of models all have satisfactory predictive validity. When performing medium and long-term prediction, 'empirical model' predicted a significant deviation from the actual, and the forecasting error of 'biodegradation model' is also gradually enlarge with the extending forecast period. For optimizing these two types of model, long-term surface settlement monitoring is fundamental method, and constantly modify the model parameters is the key according to the dynamic monitoring data. (authors)

Out-of-sample Forecasting Performance of Won/Dollar Exchange Rate Return Volatility Model

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Hojin Lee

2009-06-01

Full Text Available We compare the out-of-sample forecasting performance of volatility models using daily exchange rate for the KRW/USD during the period from 1992 to 2008. For various forecasting horizons, historical volatility models with a long memory tend to make more accurate forecasts. Especially, we carefully observe the difference between the EWMA and the GARCH(1,1 model. Our empirical finding that the GARCH model puts too much weight on recent observations relative to those in the past is consistent with prior evidence showing that asset market volatility has a long memory, such as Ding and Granger (1996. The forecasting model with the lowest MSFE and VaR forecast error among the models we consider is the EWMA model in which the forecast volatility for the coming period is a weighted average of recent squared return with exponentially declining weights. In terms of forecast accuracy, it clearly dominates the widely accepted GARCH and rolling window GARCH models. We also present a multiple comparison of the out-of-sample forecasting performance of volatility using the stationary bootstrap of Politis and Romano (1994. We find that the White's reality check for the GARCH(1,1 expanding window model and the FIGARCH(1,1 expanding window model clearly reject the null hypothesis and there exists a better model than the two benchmark models. On the other hand, when the EWMA model is the benchmark, the White's for all forecasting horizons are very high, which indicates the null hypothesis may not be rejected. The Hansen's report the same results. The GARCH(1,1 expanding window model and the FIGARCH(1,1 expanding window model are dominated by the best competing model in most of the forecasting horizons. In contrast, the RiskMetrics model seems to be the most preferred. We also consider combining the forecasts generated by averaging the six raw forecasts and a trimmed set of forecasts which calculate the mean of the four forecasts after disregarding the highest and

A Hybrid Model for Forecasting Sales in Turkish Paint Industry

Directory of Open Access Journals (Sweden)

Alp Ustundag

2009-12-01

Full Text Available Sales forecasting is important for facilitating effective and efficient allocation of scarce resources. However, how to best model and forecast sales has been a long-standing issue. There is no best forecasting method that is applicable in all circumstances. Therefore, confidence in the accuracy of sales forecasts is achieved by corroborating the results using two or more methods. This paper proposes a hybrid forecasting model that uses an artificial intelligence method (AI with multiple linear regression (MLR to predict product sales for the largest Turkish paint producer. In the hybrid model, three different AI methods, fuzzy rule-based system (FRBS, artificial neural network (ANN and adaptive neuro fuzzy network (ANFIS, are used and compared to each other. The results indicate that FRBS yields better forecasting accuracy in terms of root mean squared error (RMSE and mean absolute percentage error (MAPE.

Daily air quality index forecasting with hybrid models: A case in China

International Nuclear Information System (INIS)

Zhu, Suling; Lian, Xiuyuan; Liu, Haixia; Hu, Jianming; Wang, Yuanyuan; Che, Jinxing

2017-01-01

Air quality is closely related to quality of life. Air pollution forecasting plays a vital role in air pollution warnings and controlling. However, it is difficult to attain accurate forecasts for air pollution indexes because the original data are non-stationary and chaotic. The existing forecasting methods, such as multiple linear models, autoregressive integrated moving average (ARIMA) and support vector regression (SVR), cannot fully capture the information from series of pollution indexes. Therefore, new effective techniques need to be proposed to forecast air pollution indexes. The main purpose of this research is to develop effective forecasting models for regional air quality indexes (AQI) to address the problems above and enhance forecasting accuracy. Therefore, two hybrid models (EMD-SVR-Hybrid and EMD-IMFs-Hybrid) are proposed to forecast AQI data. The main steps of the EMD-SVR-Hybrid model are as follows: the data preprocessing technique EMD (empirical mode decomposition) is utilized to sift the original AQI data to obtain one group of smoother IMFs (intrinsic mode functions) and a noise series, where the IMFs contain the important information (level, fluctuations and others) from the original AQI series. LS-SVR is applied to forecast the sum of the IMFs, and then, S-ARIMA (seasonal ARIMA) is employed to forecast the residual sequence of LS-SVR. In addition, EMD-IMFs-Hybrid first separately forecasts the IMFs via statistical models and sums the forecasting results of the IMFs as EMD-IMFs. Then, S-ARIMA is employed to forecast the residuals of EMD-IMFs. To certify the proposed hybrid model, AQI data from June 2014 to August 2015 collected from Xingtai in China are utilized as a test case to investigate the empirical research. In terms of some of the forecasting assessment measures, the AQI forecasting results of Xingtai show that the two proposed hybrid models are superior to ARIMA, SVR, GRNN, EMD-GRNN, Wavelet-GRNN and Wavelet-SVR. Therefore, the

The OSSE Framework at the NASA Global Modeling and Assimilation Office (GMAO)

Science.gov (United States)

Moradi, I.; Prive, N.; McCarty, W.; Errico, R. M.; Gelaro, R.

2017-12-01

This abstract summarizes the OSSE framework developed at the Global Modeling and Assimilation Office at the National Aeronautics and Space Administration (NASA/GMAO). Some of the OSSE techniques developed at GMAO including simulation of realistic observations, e.g., adding errors to simulated observations, are now widely used by the community to evaluate the impact of new observations on the weather forecasts. This talk presents some of the recent progresses and challenges in simulating realistic observations, radiative transfer modeling support for the GMAO OSSE activities, assimilation of OSSE observations into data assimilation systems, and evaluating the impact of simulated observations on the forecast skills.

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.

Forecasting method for global radiation time series without training phase: Comparison with other well-known prediction methodologies

International Nuclear Information System (INIS)

Voyant, Cyril; Motte, Fabrice; Fouilloy, Alexis; Notton, Gilles; Paoli, Christophe; Nivet, Marie-Laure

2017-01-01

Integration of unpredictable renewable energy sources into electrical networks intensifies the complexity of the grid management due to their intermittent and unforeseeable nature. Because of the strong increase of solar power generation the prediction of solar yields becomes more and more important. Electrical operators need an estimation of the future production. For nowcasting and short term forecasting, the usual technics based on machine learning need large historical data sets of good quality during the training phase of predictors. However data are not always available and induce an advanced maintenance of meteorological stations, making the method inapplicable for poor instrumented or isolated sites. In this work, we propose intuitive methodologies based on the Kalman filter use (also known as linear quadratic estimation), able to predict a global radiation time series without the need of historical data. The accuracy of these methods is compared to other classical data driven methods, for different horizons of prediction and time steps. The proposed approach shows interesting capabilities allowing to improve quasi-systematically the prediction. For one to 10 h horizons Kalman model performances are competitive in comparison to more sophisticated models such as ANN which require both consistent historical data sets and computational resources. - Highlights: • Solar radiation forecasting with time series formalism. • Trainless approach compared to machine learning methods. • Very simple method dedicated to solar irradiation forecasting with high accuracy.

Evaluation of weather forecast systems for storm surge modeling in the Chesapeake Bay

Science.gov (United States)

Garzon, Juan L.; Ferreira, Celso M.; Padilla-Hernandez, Roberto

2018-01-01

Accurate forecast of sea-level heights in coastal areas depends, among other factors, upon a reliable coupling of a meteorological forecast system to a hydrodynamic and wave system. This study evaluates the predictive skills of the coupled circulation and wind-wave model system (ADCIRC+SWAN) for simulating storm tides in the Chesapeake Bay, forced by six different products: (1) Global Forecast System (GFS), (2) Climate Forecast System (CFS) version 2, (3) North American Mesoscale Forecast System (NAM), (4) Rapid Refresh (RAP), (5) European Center for Medium-Range Weather Forecasts (ECMWF), and (6) the Atlantic hurricane database (HURDAT2). This evaluation is based on the hindcasting of four events: Irene (2011), Sandy (2012), Joaquin (2015), and Jonas (2016). By comparing the simulated water levels to observations at 13 monitoring stations, we have found that the ADCIR+SWAN System forced by the following: (1) the HURDAT2-based system exhibited the weakest statistical skills owing to a noteworthy overprediction of the simulated wind speed; (2) the ECMWF, RAP, and NAM products captured the moment of the peak and moderately its magnitude during all storms, with a correlation coefficient ranging between 0.98 and 0.77; (3) the CFS system exhibited the worst averaged root-mean-square difference (excepting HURDAT2); (4) the GFS system (the lowest horizontal resolution product tested) resulted in a clear underprediction of the maximum water elevation. Overall, the simulations forced by NAM and ECMWF systems induced the most accurate results best accuracy to support water level forecasting in the Chesapeake Bay during both tropical and extra-tropical storms.

Exploiting the atmosphere's memory for monthly, seasonal and interannual temperature forecasting using Scaling LInear Macroweather Model (SLIMM)

Science.gov (United States)

Del Rio Amador, Lenin; Lovejoy, Shaun

2016-04-01

Traditionally, most of the models for prediction of the atmosphere behavior in the macroweather and climate regimes follow a deterministic approach. However, modern ensemble forecasting systems using stochastic parameterizations are in fact deterministic/ stochastic hybrids that combine both elements to yield a statistical distribution of future atmospheric states. Nevertheless, the result is both highly complex (both numerically and theoretically) as well as being theoretically eclectic. In principle, it should be advantageous to exploit higher level turbulence type scaling laws. Concretely, in the case for the Global Circulation Models (GCM's), due to sensitive dependence on initial conditions, there is a deterministic predictability limit of the order of 10 days. When these models are coupled with ocean, cryosphere and other process models to make long range, climate forecasts, the high frequency "weather" is treated as a driving noise in the integration of the modelling equations. Following Hasselman, 1976, this has led to stochastic models that directly generate the noise, and model the low frequencies using systems of integer ordered linear ordinary differential equations, the most well-known are the Linear Inverse Models (LIM). For annual global scale forecasts, they are somewhat superior to the GCM's and have been presented as a benchmark for surface temperature forecasts with horizons up to decades. A key limitation for the LIM approach is that it assumes that the temperature has only short range (exponential) decorrelations. In contrast, an increasing body of evidence shows that - as with the models - the atmosphere respects a scale invariance symmetry leading to power laws with potentially enormous memories so that LIM greatly underestimates the memory of the system. In this talk we show that, due to the relatively low macroweather intermittency, the simplest scaling models - fractional Gaussian noise - can be used for making greatly improved forecasts

Oceanic sources of predictability for MJO propagation across the Maritime Continent in a subset of S2S forecast models

Science.gov (United States)

DeMott, C. A.; Klingaman, N. P.

2017-12-01

Skillful prediction of the Madden-Julian oscillation (MJO) passage across the Maritime Continent (MC) has important implications for global forecasts of high-impact weather events, such as atmospheric rivers and heat waves. The North American teleconnection response to the MJO is strongest when MJO convection is located in the western Pacific Ocean, but many climate and forecast models are deficient in their simulation of MC-crossing MJO events. Compared to atmosphere-only general circulation models (AGCMs), MJO simulation skill generally improves with the addition of ocean feedbacks in coupled GCMs (CGCMs). Using observations, previous studies have noted that the degree of ocean coupling may vary considerably from one MJO event to the next. The coupling mechanisms may be linked to the presence of ocean Equatorial Rossby waves, the sign and amplitude of Equatorial surface currents, and the upper ocean temperature and salinity profiles. In this study, we assess the role of ocean feedbacks to MJO prediction skill using a subset of CGCMs participating in the Subseasonal-to-Seasonal (S2S) Project database. Oceanic observational and reanalysis datasets are used to characterize the upper ocean background state for observed MJO events that do and do not propagate beyond the MC. The ability of forecast models to capture the oceanic influence on the MJO is first assessed by quantifying SST forecast skill. Next, a set of previously developed air-sea interaction diagnostics is applied to model output to measure the role of SST perturbations on the forecast MJO. The "SST effect" in forecast MJO events is compared to that obtained from reanalysis data. Leveraging all ensemble members of a given forecast helps disentangle oceanic model biases from atmospheric model biases, both of which can influence the expression of ocean feedbacks in coupled forecast systems. Results of this study will help identify areas of needed model improvement for improved MJO forecasts.

A review of forecasting models for new products

Directory of Open Access Journals (Sweden)

Marta Mas-Machuca

2014-02-01

Full Text Available Purpose. The main objective of this article is to present an up-to-date review of new product forecasting techniques. Design/methodology/approach: A systematic review of forecasting journals was carried out using the ISI-Web of Knowledge database. Several articles were retrieved and examined, and forecasting techniques relevant to this study were selected and assessed. Findings: The strengths, weaknesses and applications of the main forecasting models are discussed to examine trends and set future challenges. Research limitations/implications: A theoretical reference framework for forecasting techniques classified into judgmental, consumer/market research, cause-effect and artificial intelligence is proposed. Future research can assess these models qualitatively. Practical implications: Companies are currently motivated to launch new products and thus attract new customers to expand their market share.  In order to reduce uncertainty and risk, many companies go to extra lengths to forecast sales accurately using several techniques. Originality/value: This article outlines new lines of research on the improvement of new product performance which will aid managers in decision making and allow companies to sustain their competitive advantages in this challenging world.

Weather forecasting for Eastern Amazon with OLAM model

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Renato Ramos da Silva

2014-12-01

Full Text Available The OLAM model has as its characteristics the advantage to represent simultaneously the global and regional meteorological phenomena using the application of a grid refinement scheme. During the REMAM project the model was applied for a few case studies to evaluate its performance on numerical weather prediction for the eastern Amazon region. Case studies were performed for the twelve months of the year of 2009. The model results for those numerical experiments were compared with the observed data for the region of study. Precipitation data analysis showed that OLAM is able to represent the average mean accumulated precipitation and the seasonal features of the events occurrence, but can't predict the local total amount of precipitation. However, individual evaluation for a few cases had shown that OLAM was able to represent the dynamics and forecast a few days in advance the development of coastal meteorological systems such as the squall lines that are one of the most important precipitating systems of the Amazon.

Crude Oil Price Forecasting Based on Hybridizing Wavelet Multiple Linear Regression Model, Particle Swarm Optimization Techniques, and Principal Component Analysis

Science.gov (United States)

Shabri, Ani; Samsudin, Ruhaidah

2014-01-01

Crude oil prices do play significant role in the global economy and are a key input into option pricing formulas, portfolio allocation, and risk measurement. In this paper, a hybrid model integrating wavelet and multiple linear regressions (MLR) is proposed for crude oil price forecasting. In this model, Mallat wavelet transform is first selected to decompose an original time series into several subseries with different scale. Then, the principal component analysis (PCA) is used in processing subseries data in MLR for crude oil price forecasting. The particle swarm optimization (PSO) is used to adopt the optimal parameters of the MLR model. To assess the effectiveness of this model, daily crude oil market, West Texas Intermediate (WTI), has been used as the case study. Time series prediction capability performance of the WMLR model is compared with the MLR, ARIMA, and GARCH models using various statistics measures. The experimental results show that the proposed model outperforms the individual models in forecasting of the crude oil prices series. PMID:24895666

Crude oil price forecasting based on hybridizing wavelet multiple linear regression model, particle swarm optimization techniques, and principal component analysis.

Science.gov (United States)

Shabri, Ani; Samsudin, Ruhaidah

2014-01-01

Crude oil prices do play significant role in the global economy and are a key input into option pricing formulas, portfolio allocation, and risk measurement. In this paper, a hybrid model integrating wavelet and multiple linear regressions (MLR) is proposed for crude oil price forecasting. In this model, Mallat wavelet transform is first selected to decompose an original time series into several subseries with different scale. Then, the principal component analysis (PCA) is used in processing subseries data in MLR for crude oil price forecasting. The particle swarm optimization (PSO) is used to adopt the optimal parameters of the MLR model. To assess the effectiveness of this model, daily crude oil market, West Texas Intermediate (WTI), has been used as the case study. Time series prediction capability performance of the WMLR model is compared with the MLR, ARIMA, and GARCH models using various statistics measures. The experimental results show that the proposed model outperforms the individual models in forecasting of the crude oil prices series.

Markov Chain Modelling for Short-Term NDVI Time Series Forecasting

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Stepčenko Artūrs

2016-12-01

Full Text Available In this paper, the NDVI time series forecasting model has been developed based on the use of discrete time, continuous state Markov chain of suitable order. The normalised difference vegetation index (NDVI is an indicator that describes the amount of chlorophyll (the green mass and shows the relative density and health of vegetation; therefore, it is an important variable for vegetation forecasting. A Markov chain is a stochastic process that consists of a state space. This stochastic process undergoes transitions from one state to another in the state space with some probabilities. A Markov chain forecast model is flexible in accommodating various forecast assumptions and structures. The present paper discusses the considerations and techniques in building a Markov chain forecast model at each step. Continuous state Markov chain model is analytically described. Finally, the application of the proposed Markov chain model is illustrated with reference to a set of NDVI time series data.

The importance of the reference populations for coherent mortality forecasting models

DEFF Research Database (Denmark)

Kjærgaard, Søren; Canudas-Romo, Vladimir; Vaupel, James W.

-population mortality models aiming to find the optimal of the set of countries to use as reference population and analyse the importance of the selection of countries. The two multi-population mortality models used are the Li-Lee model and the Double-Gap life expectancy forecasting model. The reference populations......Coherent forecasting models that take into consideration mortality changes observed in different countries are today among the essential tools for demographers, actuaries and other researchers interested in forecasts. Medium and long term life expectancy forecasts are compared for two multi...... is calculated taking into account all the possible combinations of a set of 20 industrialized countries. The different reference populations possibilities are compared by their forecast performance. The results show that the selection of countries for multi-population mortality models has a significant effect...

Forecasting electricity spot-prices using linear univariate time-series models

International Nuclear Information System (INIS)

Cuaresma, Jesus Crespo; Hlouskova, Jaroslava; Kossmeier, Stephan; Obersteiner, Michael

2004-01-01

This paper studies the forecasting abilities of a battery of univariate models on hourly electricity spot prices, using data from the Leipzig Power Exchange. The specifications studied include autoregressive models, autoregressive-moving average models and unobserved component models. The results show that specifications, where each hour of the day is modelled separately present uniformly better forecasting properties than specifications for the whole time-series, and that the inclusion of simple probabilistic processes for the arrival of extreme price events can lead to improvements in the forecasting abilities of univariate models for electricity spot prices. (Author)

Evaluation of ensemble precipitation forecasts generated through post-processing in a Canadian catchment

Directory of Open Access Journals (Sweden)

S. K. Jha

2018-03-01

Full Text Available Flooding in Canada is often caused by heavy rainfall during the snowmelt period. Hydrologic forecast centers rely on precipitation forecasts obtained from numerical weather prediction (NWP models to enforce hydrological models for streamflow forecasting. The uncertainties in raw quantitative precipitation forecasts (QPFs are enhanced by physiography and orography effects over a diverse landscape, particularly in the western catchments of Canada. A Bayesian post-processing approach called rainfall post-processing (RPP, developed in Australia (Robertson et al., 2013; Shrestha et al., 2015, has been applied to assess its forecast performance in a Canadian catchment. Raw QPFs obtained from two sources, Global Ensemble Forecasting System (GEFS Reforecast 2 project, from the National Centers for Environmental Prediction, and Global Deterministic Forecast System (GDPS, from Environment and Climate Change Canada, are used in this study. The study period from January 2013 to December 2015 covered a major flood event in Calgary, Alberta, Canada. Post-processed results show that the RPP is able to remove the bias and reduce the errors of both GEFS and GDPS forecasts. Ensembles generated from the RPP reliably quantify the forecast uncertainty.

Wavelet regression model in forecasting crude oil price

Science.gov (United States)

Hamid, Mohd Helmie; Shabri, Ani

2017-05-01

This study presents the performance of wavelet multiple linear regression (WMLR) technique in daily crude oil forecasting. WMLR model was developed by integrating the discrete wavelet transform (DWT) and multiple linear regression (MLR) model. The original time series was decomposed to sub-time series with different scales by wavelet theory. Correlation analysis was conducted to assist in the selection of optimal decomposed components as inputs for the WMLR model. The daily WTI crude oil price series has been used in this study to test the prediction capability of the proposed model. The forecasting performance of WMLR model were also compared with regular multiple linear regression (MLR), Autoregressive Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) using root mean square errors (RMSE) and mean absolute errors (MAE). Based on the experimental results, it appears that the WMLR model performs better than the other forecasting technique tested in this study.

An Hourly Streamflow Forecasting Model Coupled with an Enforced Learning Strategy

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Ming-Chang Wu

2015-10-01

Full Text Available Floods, one of the most significant natural hazards, often result in loss of life and property. Accurate hourly streamflow forecasting is always a key issue in hydrology for flood hazard mitigation. To improve the performance of hourly streamflow forecasting, a methodology concerning the development of neural network (NN based models with an enforced learning strategy is proposed in this paper. Firstly, four different NNs, namely back propagation network (BPN, radial basis function network (RBFN, self-organizing map (SOM, and support vector machine (SVM, are used to construct streamflow forecasting models. Through the cross-validation test, NN-based models with superior performance in streamflow forecasting are detected. Then, an enforced learning strategy is developed to further improve the performance of the superior NN-based models, i.e., SOM and SVM in this study. Finally, the proposed flow forecasting model is obtained. Actual applications are conducted to demonstrate the potential of the proposed model. Moreover, comparison between the NN-based models with and without the enforced learning strategy is performed to evaluate the effect of the enforced learning strategy on model performance. The results indicate that the NN-based models with the enforced learning strategy indeed improve the accuracy of hourly streamflow forecasting. Hence, the presented methodology is expected to be helpful for developing improved NN-based streamflow forecasting models.

Challenges in Modeling of the Global Atmosphere

Science.gov (United States)

Janjic, Zavisa; Djurdjevic, Vladimir; Vasic, Ratko; Black, Tom

2015-04-01

") with significant amplitudes can develop. Due to their large scales, that are comparable to the scales of the dominant Rossby waves, such fictitious solutions are hard to identify and remove. Another new challenge on the global scale is that the limit of validity of the hydrostatic approximation is rapidly being approached. Having in mind the sensitivity of extended deterministic forecasts to small disturbances, we may need global non-hydrostatic models sooner than we think. The unified Non-hydrostatic Multi-scale Model (NMMB) that is being developed at the National Centers for Environmental Prediction (NCEP) as a part of the new NOAA Environmental Modeling System (NEMS) will be discussed as an example. The non-hydrostatic dynamics were designed in such a way as to avoid over-specification. The global version is run on the latitude-longitude grid, and the polar filter selectively slows down the waves that would otherwise be unstable. The model formulation has been successfully tested on various scales. A global forecasting system based on the NMMB has been run in order to test and tune the model. The skill of the medium range forecasts produced by the NMMB is comparable to that of other major medium range models. The computational efficiency of the global NMMB on parallel computers is good.

Urban Saturated Power Load Analysis Based on a Novel Combined Forecasting Model

Directory of Open Access Journals (Sweden)

Huiru Zhao

2015-03-01

Full Text Available Analysis of urban saturated power loads is helpful to coordinate urban power grid construction and economic social development. There are two different kinds of forecasting models: the logistic curve model focuses on the growth law of the data itself, while the multi-dimensional forecasting model considers several influencing factors as the input variables. To improve forecasting performance, a novel combined forecasting model for saturated power load analysis was proposed in this paper, which combined the above two models. Meanwhile, the weights of these two models in the combined forecasting model were optimized by employing a fruit fly optimization algorithm. Using Hubei Province as the example, the effectiveness of the proposed combined forecasting model was verified, demonstrating a higher forecasting accuracy. The analysis result shows that the power load of Hubei Province will reach saturation in 2039, and the annual maximum power load will reach about 78,630 MW. The results obtained from this proposed hybrid urban saturated power load analysis model can serve as a reference for sustainable development for urban power grids, regional economies, and society at large.

A Simple Hybrid Model for Short-Term Load Forecasting

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Suseelatha Annamareddi

2013-01-01

Full Text Available The paper proposes a simple hybrid model to forecast the electrical load data based on the wavelet transform technique and double exponential smoothing. The historical noisy load series data is decomposed into deterministic and fluctuation components using suitable wavelet coefficient thresholds and wavelet reconstruction method. The variation characteristics of the resulting series are analyzed to arrive at reasonable thresholds that yield good denoising results. The constitutive series are then forecasted using appropriate exponential adaptive smoothing models. A case study performed on California energy market data demonstrates that the proposed method can offer high forecasting precision for very short-term forecasts, considering a time horizon of two weeks.

A hybrid spatiotemporal drought forecasting model for operational use

Science.gov (United States)

Vasiliades, L.; Loukas, A.

2010-09-01

Drought forecasting plays an important role in the planning and management of natural resources and water resource systems in a river basin. Early and timelines forecasting of a drought event can help to take proactive measures and set out drought mitigation strategies to alleviate the impacts of drought. Spatiotemporal data mining is the extraction of unknown and implicit knowledge, structures, spatiotemporal relationships, or patterns not explicitly stored in spatiotemporal databases. As one of data mining techniques, forecasting is widely used to predict the unknown future based upon the patterns hidden in the current and past data. This study develops a hybrid spatiotemporal scheme for integrated spatial and temporal forecasting. Temporal forecasting is achieved using feed-forward neural networks and the temporal forecasts are extended to the spatial dimension using a spatial recurrent neural network model. The methodology is demonstrated for an operational meteorological drought index the Standardized Precipitation Index (SPI) calculated at multiple timescales. 48 precipitation stations and 18 independent precipitation stations, located at Pinios river basin in Thessaly region, Greece, were used for the development and spatiotemporal validation of the hybrid spatiotemporal scheme. Several quantitative temporal and spatial statistical indices were considered for the performance evaluation of the models. Furthermore, qualitative statistical criteria based on contingency tables between observed and forecasted drought episodes were calculated. The results show that the lead time of forecasting for operational use depends on the SPI timescale. The hybrid spatiotemporal drought forecasting model could be operationally used for forecasting up to three months ahead for SPI short timescales (e.g. 3-6 months) up to six months ahead for large SPI timescales (e.g. 24 months). The above findings could be useful in developing a drought preparedness plan in the region.

A global high-resolution model experiment on the predictability of the atmosphere

Science.gov (United States)

Judt, F.

2016-12-01

Forecasting high-impact weather phenomena is one of the most important aspects of numerical weather prediction (NWP). Over the last couple of years, a tremendous increase in computing power has facilitated the advent of global convection-resolving NWP models, which allow for the seamless prediction of weather from local to planetary scales. Unfortunately, the predictability of specific meteorological phenomena in these models is not very well known. This raises questions about which forecast problems are potentially tractable, and what is the value of global convection-resolving model predictions for the end user. To address this issue, we use the Yellowstone supercomputer to conduct a global high-resolution predictability experiment with the recently developed Model for Prediction Across Scales (MPAS). The computing power of Yellowstone enables the model to run at a globally uniform resolution of 4 km with 55 vertical levels (>2 billion grid cells). These simulations, which require 3 million core-hours for the entire experiment, allow for the explicit treatment of organized deep moist convection (i.e., thunderstorm systems). Resolving organized deep moist convection alleviates grave limitations of previous predictability studies, which either used high-resolution limited-area models or global simulations with coarser grids and cumulus parameterization. By computing the error growth characteristics in a set of "identical twin" model runs, the experiment will clarify the intrinsic predictability limits of atmospheric phenomena on a wide range of scales, from severe thunderstorms to global-scale wind patterns that affect the distribution of tropical rainfall. Although a major task by itself, this study is intended to be exploratory work for a future predictability experiment going beyond of what has so far been feasible. We hope to use CISL's new Cheyenne supercomputer to conduct a similar predictability experiments on a global mesh with 1-2 km resolution. This

A note on the multi model super ensemble technique for reducing forecast errors

International Nuclear Information System (INIS)

Kantha, L.; Carniel, S.; Sclavo, M.

2008-01-01

The multi model super ensemble (S E) technique has been used with considerable success to improve meteorological forecasts and is now being applied to ocean models. Although the technique has been shown to produce deterministic forecasts that can be superior to the individual models in the ensemble or a simple multi model ensemble forecast, there is a clear need to understand its strengths and limitations. This paper is an attempt to do so in simple, easily understood contexts. The results demonstrate that the S E forecast is almost always better than the simple ensemble forecast, the degree of improvement depending on the properties of the models in the ensemble. However, the skill of the S E forecast with respect to the true forecast depends on a number of factors, principal among which is the skill of the models in the ensemble. As can be expected, if the ensemble consists of models with poor skill, the S E forecast will also be poor, although better than the ensemble forecast. On the other hand, the inclusion of even a single skillful model in the ensemble increases the forecast skill significantly.

Econometric Models for Forecasting of Macroeconomic Indices

Science.gov (United States)

Sukhanova, Elena I.; Shirnaeva, Svetlana Y.; Mokronosov, Aleksandr G.

2016-01-01

The urgency of the research topic was stipulated by the necessity to carry out an effective controlled process by the economic system which can hardly be imagined without indices forecasting characteristic of this system. An econometric model is a safe tool of forecasting which makes it possible to take into consideration the trend of indices…

Short-term solar irradiation forecasting based on Dynamic Harmonic Regression

International Nuclear Information System (INIS)

Trapero, Juan R.; Kourentzes, Nikolaos; Martin, A.

2015-01-01

Solar power generation is a crucial research area for countries that have high dependency on fossil energy sources and is gaining prominence with the current shift to renewable sources of energy. In order to integrate the electricity generated by solar energy into the grid, solar irradiation must be reasonably well forecasted, where deviations of the forecasted value from the actual measured value involve significant costs. The present paper proposes a univariate Dynamic Harmonic Regression model set up in a State Space framework for short-term (1–24 h) solar irradiation forecasting. Time series hourly aggregated as the Global Horizontal Irradiation and the Direct Normal Irradiation will be used to illustrate the proposed approach. This method provides a fast automatic identification and estimation procedure based on the frequency domain. Furthermore, the recursive algorithms applied offer adaptive predictions. The good forecasting performance is illustrated with solar irradiance measurements collected from ground-based weather stations located in Spain. The results show that the Dynamic Harmonic Regression achieves the lowest relative Root Mean Squared Error; about 30% and 47% for the Global and Direct irradiation components, respectively, for a forecast horizon of 24 h ahead. - Highlights: • Solar irradiation forecasts at short-term are required to operate solar power plants. • This paper assesses the Dynamic Harmonic Regression to forecast solar irradiation. • Models are evaluated using hourly GHI and DNI data collected in Spain. • The results show that forecasting accuracy is improved by using the model proposed

A Novel Wind Speed Forecasting Model for Wind Farms of Northwest China

Science.gov (United States)

Wang, Jian-Zhou; Wang, Yun

2017-01-01

Wind resources are becoming increasingly significant due to their clean and renewable characteristics, and the integration of wind power into existing electricity systems is imminent. To maintain a stable power supply system that takes into account the stochastic nature of wind speed, accurate wind speed forecasting is pivotal. However, no single model can be applied to all cases. Recent studies show that wind speed forecasting errors are approximately 25% to 40% in Chinese wind farms. Presently, hybrid wind speed forecasting models are widely used and have been verified to perform better than conventional single forecasting models, not only in short-term wind speed forecasting but also in long-term forecasting. In this paper, a hybrid forecasting model is developed, the Similar Coefficient Sum (SCS) and Hermite Interpolation are exploited to process the original wind speed data, and the SVM model whose parameters are tuned by an artificial intelligence model is built to make forecast. The results of case studies show that the MAPE value of the hybrid model varies from 22.96% to 28.87 %, and the MAE value varies from 0.47 m/s to 1.30 m/s. Generally, Sign test, Wilcoxon's Signed-Rank test, and Morgan-Granger-Newbold test tell us that the proposed model is different from the compared models.

Forecasting Performance of Asymmetric GARCH Stock Market Volatility Models

Directory of Open Access Journals (Sweden)

Hojin Lee

2009-12-01

Full Text Available We investigate the asymmetry between positive and negative returns in their effect on conditional variance of the stock market index and incorporate the characteristics to form an out-of-sample volatility forecast. Contrary to prior evidence, however, the results in this paper suggest that no asymmetric GARCH model is superior to basic GARCH(1,1 model. It is our prior knowledge that, for equity returns, it is unlikely that positive and negative shocks have the same impact on the volatility. In order to reflect this intuition, we implement three diagnostic tests for volatility models: the Sign Bias Test, the Negative Size Bias Test, and the Positive Size Bias Test and the tests against the alternatives of QGARCH and GJR-GARCH. The asymmetry test results indicate that the sign and the size of the unexpected return shock do not influence current volatility differently which contradicts our presumption that there are asymmetric effects in the stock market volatility. This result is in line with various diagnostic tests which are designed to determine whether the GARCH(1,1 volatility estimates adequately represent the data. The diagnostic tests in section 2 indicate that the GARCH(1,1 model for weekly KOSPI returns is robust to the misspecification test. We also investigate two representative asymmetric GARCH models, QGARCH and GJR-GARCH model, for our out-of-sample forecasting performance. The out-of-sample forecasting ability test reveals that no single model is clearly outperforming. It is seen that the GJR-GARCH and QGARCH model give mixed results in forecasting ability on all four criteria across all forecast horizons considered. Also, the predictive accuracy test of Diebold and Mariano based on both absolute and squared prediction errors suggest that the forecasts from the linear and asymmetric GARCH models need not be significantly different from each other.

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

State-level electricity demand forecasting model. [For 1980, 1985, 1990

Energy Technology Data Exchange (ETDEWEB)

Nguyen, H. D.

1978-01-01

This note briefly describes the Oak Ridge National Laboratory (ORNL) state-level electricity demand (SLED) forecasting model developed for the Nuclear Regulatory Commission. Specifically, the note presents (1) the special features of the model, (2) the methodology used to forecast electricity demand, and (3) forecasts of electricity demand and average price by sector for 15 states for 1980, 1985, 1990.

Evaluating Forecasting Models for Unemployment Rates by Gender in Selected European Countries

Directory of Open Access Journals (Sweden)

Ksenija Dumičić

2017-03-01

Full Text Available The unemployment can be considered as one of the main economic problems. The aim of this article is to examine the differences in male and female unemployment rates in selected European countries and to predict their future trends by using different statistical forecasting models. Furthermore, the impact of adding a new data point on the selection of the most appropriate statistical forecasting model and on the overall forecasting errors values is also evaluated. Male and female unemployment rates are observed for twelve European countries in the period from 1991 to 2014. Four statistical forecasting models have been selected and applied and the most appropriate model is considered to be the one with the lowest overall forecasting errors values. The analysis has shown that in the period from 1991 to 2014 the decreasing trend of unemployment rates in the short-run is forecasted for more Eastern Balkan than the EU-28 countries. An additional data point for male and female unemployment rates in 2014 led to somewhat smaller forecasting errors in more than half of the observed countries. However, the additional data point does not necessarily improve forecasting performances of the used statistical forecasting models.

Real-time numerical forecast of global epidemic spreading: case study of 2009 A/H1N1pdm

Directory of Open Access Journals (Sweden)

Tizzoni Michele

2012-12-01

Full Text Available Abstract Background Mathematical and computational models for infectious diseases are increasingly used to support public-health decisions; however, their reliability is currently under debate. Real-time forecasts of epidemic spread using data-driven models have been hindered by the technical challenges posed by parameter estimation and validation. Data gathered for the 2009 H1N1 influenza crisis represent an unprecedented opportunity to validate real-time model predictions and define the main success criteria for different approaches. Methods We used the Global Epidemic and Mobility Model to generate stochastic simulations of epidemic spread worldwide, yielding (among other measures the incidence and seeding events at a daily resolution for 3,362 subpopulations in 220 countries. Using a Monte Carlo Maximum Likelihood analysis, the model provided an estimate of the seasonal transmission potential during the early phase of the H1N1 pandemic and generated ensemble forecasts for the activity peaks in the northern hemisphere in the fall/winter wave. These results were validated against the real-life surveillance data collected in 48 countries, and their robustness assessed by focusing on 1 the peak timing of the pandemic; 2 the level of spatial resolution allowed by the model; and 3 the clinical attack rate and the effectiveness of the vaccine. In addition, we studied the effect of data incompleteness on the prediction reliability. Results Real-time predictions of the peak timing are found to be in good agreement with the empirical data, showing strong robustness to data that may not be accessible in real time (such as pre-exposure immunity and adherence to vaccination campaigns, but that affect the predictions for the attack rates. The timing and spatial unfolding of the pandemic are critically sensitive to the level of mobility data integrated into the model. Conclusions Our results show that large-scale models can be used to provide valuable real

A model for Long-term Industrial Energy Forecasting (LIEF)

Energy Technology Data Exchange (ETDEWEB)

Ross, M. [Lawrence Berkeley Lab., CA (United States)]|[Michigan Univ., Ann Arbor, MI (United States). Dept. of Physics]|[Argonne National Lab., IL (United States). Environmental Assessment and Information Sciences Div.; Hwang, R. [Lawrence Berkeley Lab., CA (United States)

1992-02-01

The purpose of this report is to establish the content and structural validity of the Long-term Industrial Energy Forecasting (LIEF) model, and to provide estimates for the model`s parameters. The model is intended to provide decision makers with a relatively simple, yet credible tool to forecast the impacts of policies which affect long-term energy demand in the manufacturing sector. Particular strengths of this model are its relative simplicity which facilitates both ease of use and understanding of results, and the inclusion of relevant causal relationships which provide useful policy handles. The modeling approach of LIEF is intermediate between top-down econometric modeling and bottom-up technology models. It relies on the following simple concept, that trends in aggregate energy demand are dependent upon the factors: (1) trends in total production; (2) sectoral or structural shift, that is, changes in the mix of industrial output from energy-intensive to energy non-intensive sectors; and (3) changes in real energy intensity due to technical change and energy-price effects as measured by the amount of energy used per unit of manufacturing output (KBtu per constant $ of output). The manufacturing sector is first disaggregated according to their historic output growth rates, energy intensities and recycling opportunities. Exogenous, macroeconomic forecasts of individual subsector growth rates and energy prices can then be combined with endogenous forecasts of real energy intensity trends to yield forecasts of overall energy demand. 75 refs.

Evaluation of Real-Time Convection-Permitting Precipitation Forecasts in China During the 2013-2014 Summer Season

Science.gov (United States)

Zhu, Kefeng; Xue, Ming; Zhou, Bowen; Zhao, Kun; Sun, Zhengqi; Fu, Peiling; Zheng, Yongguang; Zhang, Xiaoling; Meng, Qingtao

2018-01-01

Forecasts at a 4 km convection-permitting resolution over China during the summer season have been produced with the Weather Research and Forecasting model at Nanjing University since 2013. Precipitation forecasts from 2013 to 2014 are evaluated with dense rain gauge observations and compared with operational global model forecasts. Overall, the 4 km forecasts show very good agreement with observations over most parts of China, outperforming global forecasts in terms of spatial distribution, intensity, and diurnal variation. Quantitative evaluations with the Gilbert skill score further confirm the better performance of the 4 km forecasts over global forecasts for heavy precipitation, especially for the thresholds of 100 and 150 mm d-1. Besides bulk characteristics, the representations of some unique features of summer precipitation in China under the influence of the East Asian summer monsoon are further evaluated. These include the northward progression and southward retreat of the main rainband through the summer season, the diurnal variations of precipitation, and the meridional and zonal propagation of precipitation episodes associated with background synoptic flow and the embedded mesoscale convective systems. The 4 km forecast is able to faithfully reproduce most of the features while overprediction of afternoon convection near the southern China coast is found to be a main deficiency that requires further investigations.

Functional dynamic factor models with application to yield curve forecasting

KAUST Repository

Hays, Spencer

2012-09-01

Accurate forecasting of zero coupon bond yields for a continuum of maturities is paramount to bond portfolio management and derivative security pricing. Yet a universal model for yield curve forecasting has been elusive, and prior attempts often resulted in a trade-off between goodness of fit and consistency with economic theory. To address this, herein we propose a novel formulation which connects the dynamic factor model (DFM) framework with concepts from functional data analysis: a DFM with functional factor loading curves. This results in a model capable of forecasting functional time series. Further, in the yield curve context we show that the model retains economic interpretation. Model estimation is achieved through an expectation- maximization algorithm, where the time series parameters and factor loading curves are simultaneously estimated in a single step. Efficient computing is implemented and a data-driven smoothing parameter is nicely incorporated. We show that our model performs very well on forecasting actual yield data compared with existing approaches, especially in regard to profit-based assessment for an innovative trading exercise. We further illustrate the viability of our model to applications outside of yield forecasting.

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.

Fishery landing forecasting using EMD-based least square support vector machine models

Science.gov (United States)

Shabri, Ani

2015-05-01

In this paper, the novel hybrid ensemble learning paradigm integrating ensemble empirical mode decomposition (EMD) and least square support machine (LSSVM) is proposed to improve the accuracy of fishery landing forecasting. This hybrid is formulated specifically to address in modeling fishery landing, which has high nonlinear, non-stationary and seasonality time series which can hardly be properly modelled and accurately forecasted by traditional statistical models. In the hybrid model, EMD is used to decompose original data into a finite and often small number of sub-series. The each sub-series is modeled and forecasted by a LSSVM model. Finally the forecast of fishery landing is obtained by aggregating all forecasting results of sub-series. To assess the effectiveness and predictability of EMD-LSSVM, monthly fishery landing record data from East Johor of Peninsular Malaysia, have been used as a case study. The result shows that proposed model yield better forecasts than Autoregressive Integrated Moving Average (ARIMA), LSSVM and EMD-ARIMA models on several criteria..

Particle swarm optimization based artificial neural network model for forecasting groundwater level in Udupi district

Science.gov (United States)

Balavalikar, Supreetha; Nayak, Prabhakar; Shenoy, Narayan; Nayak, Krishnamurthy

2018-04-01

The decline in groundwater is a global problem due to increase in population, industries, and environmental aspects such as increase in temperature, decrease in overall rainfall, loss of forests etc. In Udupi district, India, the water source fully depends on the River Swarna for drinking and agriculture purposes. Since the water storage in Bajae dam is declining day-by-day and the people of Udupi district are under immense pressure due to scarcity of drinking water, alternatively depend on ground water. As the groundwater is being heavily used for drinking and agricultural purposes, there is a decline in its water table. Therefore, the groundwater resources must be identified and preserved for human survival. This research proposes a data driven approach for forecasting the groundwater level. The monthly variations in groundwater level and rainfall data in three observation wells located in Brahmavar, Kundapur and Hebri were investigated and the scenarios were examined for 2000-2013. The focus of this research work is to develop an ANN based groundwater level forecasting model and compare with hybrid ANN-PSO forecasting model. The model parameters are tested using different combinations of the data. The results reveal that PSO-ANN based hybrid model gives a better prediction accuracy, than ANN alone.

Modeling and forecasting crude oil markets using ARCH-type models

International Nuclear Information System (INIS)

Cheong, Chin Wen

2009-01-01

This study investigates the time-varying volatility of two major crude oil markets, the West Texas Intermediate (WTI) and Europe Brent. A flexible autoregressive conditional heteroskedasticity (ARCH) model is used to take into account the stylized volatility facts such as clustering volatility, asymmetric news impact and long memory volatility among others. The empirical results indicate that the intensity of long-persistence volatility in the WTI is greater than in the Brent. It is also found that for the WTI, the appreciation and depreciation shocks of the WTI have similar impact on the resulting volatility. However, a leverage effect is found in Brent. Although both the estimation and diagnostic evaluations are in favor of an asymmetric long memory ARCH model, only the WTI models provide superior in the out-of-sample forecasts. On the other hand, from the empirical out-of-sample forecasts, it appears that the simplest parsimonious generalized ARCH provides the best forecasted evaluations for the Brent crude oil data.

Modeling and forecasting crude oil markets using ARCH-type models

Energy Technology Data Exchange (ETDEWEB)

Cheong, Chin Wen [Research Centre of Mathematical Sciences, Faculty of Information Technology, Multimedia University, 63100 Cyberjaya, Selangor (Malaysia)

2009-06-15

This study investigates the time-varying volatility of two major crude oil markets, the West Texas Intermediate (WTI) and Europe Brent. A flexible autoregressive conditional heteroskedasticity (ARCH) model is used to take into account the stylized volatility facts such as clustering volatility, asymmetric news impact and long memory volatility among others. The empirical results indicate that the intensity of long-persistence volatility in the WTI is greater than in the Brent. It is also found that for the WTI, the appreciation and depreciation shocks of the WTI have similar impact on the resulting volatility. However, a leverage effect is found in Brent. Although both the estimation and diagnostic evaluations are in favor of an asymmetric long memory ARCH model, only the WTI models provide superior in the out-of-sample forecasts. On the other hand, from the empirical out-of-sample forecasts, it appears that the simplest parsimonious generalized ARCH provides the best forecasted evaluations for the Brent crude oil data. (author)

Robust Building Energy Load Forecasting Using Physically-Based Kernel Models

Directory of Open Access Journals (Sweden)

Anand Krishnan Prakash

2018-04-01

Full Text Available Robust and accurate building energy load forecasting is important for helping building managers and utilities to plan, budget, and strategize energy resources in advance. With recent prevalent adoption of smart-meters in buildings, a significant amount of building energy consumption data became available. Many studies have developed physics-based white box models and data-driven black box models to predict building energy consumption; however, they require extensive prior knowledge about building system, need a large set of training data, or lack robustness to different forecasting scenarios. In this paper, we introduce a new building energy forecasting method based on Gaussian Process Regression (GPR that incorporates physical insights about load data characteristics to improve accuracy while reducing training requirements. The GPR is a non-parametric regression method that models the data as a joint Gaussian distribution with mean and covariance functions and forecast using the Bayesian updating. We model the covariance function of the GPR to reflect the data patterns in different forecasting horizon scenarios, as prior knowledge. Our method takes advantage of the modeling flexibility and computational efficiency of the GPR while benefiting from the physical insights to further improve the training efficiency and accuracy. We evaluate our method with three field datasets from two university campuses (Carnegie Mellon University and Stanford University for both short- and long-term load forecasting. The results show that our method performs more accurately, especially when the training dataset is small, compared to other state-of-the-art forecasting models (up to 2.95 times smaller prediction error.

Comparison of Two Hybrid Models for Forecasting the Incidence of Hemorrhagic Fever with Renal Syndrome in Jiangsu Province, China.

Directory of Open Access Journals (Sweden)

Wei Wu

Full Text Available Cases of hemorrhagic fever with renal syndrome (HFRS are widely distributed in eastern Asia, especially in China, Russia, and Korea. It is proved to be a difficult task to eliminate HFRS completely because of the diverse animal reservoirs and effects of global warming. Reliable forecasting is useful for the prevention and control of HFRS.Two hybrid models, one composed of nonlinear autoregressive neural network (NARNN and autoregressive integrated moving average (ARIMA the other composed of generalized regression neural network (GRNN and ARIMA were constructed to predict the incidence of HFRS in the future one year. Performances of the two hybrid models were compared with ARIMA model.The ARIMA, ARIMA-NARNN ARIMA-GRNN model fitted and predicted the seasonal fluctuation well. Among the three models, the mean square error (MSE, mean absolute error (MAE and mean absolute percentage error (MAPE of ARIMA-NARNN hybrid model was the lowest both in modeling stage and forecasting stage. As for the ARIMA-GRNN hybrid model, the MSE, MAE and MAPE of modeling performance and the MSE and MAE of forecasting performance were less than the ARIMA model, but the MAPE of forecasting performance did not improve.Developing and applying the ARIMA-NARNN hybrid model is an effective method to make us better understand the epidemic characteristics of HFRS and could be helpful to the prevention and control of HFRS.

Macroeconomic Forecasts in Models with Bayesian Averaging of Classical Estimates

Directory of Open Access Journals (Sweden)

Piotr Białowolski

2012-03-01

Full Text Available The aim of this paper is to construct a forecasting model oriented on predicting basic macroeconomic variables, namely: the GDP growth rate, the unemployment rate, and the consumer price inflation. In order to select the set of the best regressors, Bayesian Averaging of Classical Estimators (BACE is employed. The models are atheoretical (i.e. they do not reflect causal relationships postulated by the macroeconomic theory and the role of regressors is played by business and consumer tendency survey-based indicators. Additionally, survey-based indicators are included with a lag that enables to forecast the variables of interest (GDP, unemployment, and inflation for the four forthcoming quarters without the need to make any additional assumptions concerning the values of predictor variables in the forecast period.  Bayesian Averaging of Classical Estimators is a method allowing for full and controlled overview of all econometric models which can be obtained out of a particular set of regressors. In this paper authors describe the method of generating a family of econometric models and the procedure for selection of a final forecasting model. Verification of the procedure is performed by means of out-of-sample forecasts of main economic variables for the quarters of 2011. The accuracy of the forecasts implies that there is still a need to search for new solutions in the atheoretical modelling.

Modelling and Forecasting Multivariate Realized Volatility

DEFF Research Database (Denmark)

Chiriac, Roxana; Voev, Valeri

. We provide an empirical application of the model, in which we show by means of stochastic dominance tests that the returns from an optimal portfolio based on the model's forecasts second-order dominate returns of portfolios optimized on the basis of traditional MGARCH models. This result implies...

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

Evaluation of global climate models for Indian monsoon climatology

International Nuclear Information System (INIS)

Kodra, Evan; Ganguly, Auroop R; Ghosh, Subimal

2012-01-01

The viability of global climate models for forecasting the Indian monsoon is explored. Evaluation and intercomparison of model skills are employed to assess the reliability of individual models and to guide model selection strategies. Two dominant and unique patterns of Indian monsoon climatology are trends in maximum temperature and periodicity in total rainfall observed after 30 yr averaging over India. An examination of seven models and their ensembles reveals that no single model or model selection strategy outperforms the rest. The single-best model for the periodicity of Indian monsoon rainfall is the only model that captures a low-frequency natural climate oscillator thought to dictate the periodicity. The trend in maximum temperature, which most models are thought to handle relatively better, is best captured through a multimodel average compared to individual models. The results suggest a need to carefully evaluate individual models and model combinations, in addition to physical drivers where possible, for regional projections from global climate models. (letter)

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...

A model for Long-term Industrial Energy Forecasting (LIEF)

Energy Technology Data Exchange (ETDEWEB)

Ross, M. (Lawrence Berkeley Lab., CA (United States) Michigan Univ., Ann Arbor, MI (United States). Dept. of Physics Argonne National Lab., IL (United States). Environmental Assessment and Information Sciences Div.); Hwang, R. (Lawrence Berkeley Lab., CA (United States))

1992-02-01

The purpose of this report is to establish the content and structural validity of the Long-term Industrial Energy Forecasting (LIEF) model, and to provide estimates for the model's parameters. The model is intended to provide decision makers with a relatively simple, yet credible tool to forecast the impacts of policies which affect long-term energy demand in the manufacturing sector. Particular strengths of this model are its relative simplicity which facilitates both ease of use and understanding of results, and the inclusion of relevant causal relationships which provide useful policy handles. The modeling approach of LIEF is intermediate between top-down econometric modeling and bottom-up technology models. It relies on the following simple concept, that trends in aggregate energy demand are dependent upon the factors: (1) trends in total production; (2) sectoral or structural shift, that is, changes in the mix of industrial output from energy-intensive to energy non-intensive sectors; and (3) changes in real energy intensity due to technical change and energy-price effects as measured by the amount of energy used per unit of manufacturing output (KBtu per constant $ of output). The manufacturing sector is first disaggregated according to their historic output growth rates, energy intensities and recycling opportunities. Exogenous, macroeconomic forecasts of individual subsector growth rates and energy prices can then be combined with endogenous forecasts of real energy intensity trends to yield forecasts of overall energy demand. 75 refs.

Model for Adjustment of Aggregate Forecasts using Fuzzy Logic

Directory of Open Access Journals (Sweden)

Taracena–Sanz L. F.

2010-07-01

Full Text Available This research suggests a contribution in the implementation of forecasting models. The proposed model is developed with the aim to fit the projection of demand to surroundings of firms, and this is based on three considerations that cause that in many cases the forecasts of the demand are different from reality, such as: 1 one of the problems most difficult to model in the forecasts is the uncertainty related to the information available; 2 the methods traditionally used by firms for the projection of demand mainly are based on past behavior of the market (historical demand; and 3 these methods do not consider in their analysis the factors that are influencing so that the observed behaviour occurs. Therefore, the proposed model is based on the implementation of Fuzzy Logic, integrating the main variables that affect the behavior of market demand, and which are not considered in the classical statistical methods. The model was applied to a bottling of carbonated beverages, and with the adjustment of the projection of demand a more reliable forecast was obtained.

Day ahead price forecasting of electricity markets by a mixed data model and hybrid forecast method

International Nuclear Information System (INIS)

Amjady, Nima; Keynia, Farshid

2008-01-01

In a competitive electricity market, forecast of energy prices is a key information for the market participants. However, price signal usually has a complex behavior due to its nonlinearity, nonstationarity, and time variancy. In spite of all performed researches on this area in the recent years, there is still an essential need for more accurate and robust price forecast methods. In this paper, a combination of wavelet transform (WT) and a hybrid forecast method is proposed for this purpose. The hybrid method is composed of cascaded forecasters where each forecaster consists of a neural network (NN) and an evolutionary algorithms (EA). Both time domain and wavelet domain features are considered in a mixed data model for price forecast, in which the candidate input variables are refined by a feature selection technique. The adjustable parameters of the whole method are fine-tuned by a cross-validation technique. The proposed method is examined on PJM electricity market and compared with some of the most recent price forecast methods. (author)

Short-term wind power combined forecasting based on error forecast correction

International Nuclear Information System (INIS)

Liang, Zhengtang; Liang, Jun; Wang, Chengfu; Dong, Xiaoming; Miao, Xiaofeng

2016-01-01

Highlights: • The correlation relationships of short-term wind power forecast errors are studied. • The correlation analysis method of the multi-step forecast errors is proposed. • A strategy selecting the input variables for the error forecast models is proposed. • Several novel combined models based on error forecast correction are proposed. • The combined models have improved the short-term wind power forecasting accuracy. - Abstract: With the increasing contribution of wind power to electric power grids, accurate forecasting of short-term wind power has become particularly valuable for wind farm operators, utility operators and customers. The aim of this study is to investigate the interdependence structure of errors in short-term wind power forecasting that is crucial for building error forecast models with regression learning algorithms to correct predictions and improve final forecasting accuracy. In this paper, several novel short-term wind power combined forecasting models based on error forecast correction are proposed in the one-step ahead, continuous and discontinuous multi-step ahead forecasting modes. First, the correlation relationships of forecast errors of the autoregressive model, the persistence method and the support vector machine model in various forecasting modes have been investigated to determine whether the error forecast models can be established by regression learning algorithms. Second, according to the results of the correlation analysis, the range of input variables is defined and an efficient strategy for selecting the input variables for the error forecast models is proposed. Finally, several combined forecasting models are proposed, in which the error forecast models are based on support vector machine/extreme learning machine, and correct the short-term wind power forecast values. The data collected from a wind farm in Hebei Province, China, are selected as a case study to demonstrate the effectiveness of the proposed

Global Data Assimilation System (GDAS)

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — The Global Data Assimilation System (GDAS) is the system used by the Global Forecast System (GFS) model to place observations into a gridded model space for the...

Yakutat Tsunami Forecast Grids for MOST Model

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — The Yakutat, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

A complex autoregressive model and application to monthly temperature forecasts

Directory of Open Access Journals (Sweden)

X. Gu

2005-11-01

Full Text Available A complex autoregressive model was established based on the mathematic derivation of the least squares for the complex number domain which is referred to as the complex least squares. The model is different from the conventional way that the real number and the imaginary number are separately calculated. An application of this new model shows a better forecast than forecasts from other conventional statistical models, in predicting monthly temperature anomalies in July at 160 meteorological stations in mainland China. The conventional statistical models include an autoregressive model, where the real number and the imaginary number are separately disposed, an autoregressive model in the real number domain, and a persistence-forecast model.

Palm oil price forecasting model: An autoregressive distributed lag (ARDL) approach

Science.gov (United States)

Hamid, Mohd Fahmi Abdul; Shabri, Ani

2017-05-01

Palm oil price fluctuated without any clear trend or cyclical pattern in the last few decades. The instability of food commodities price causes it to change rapidly over time. This paper attempts to develop Autoregressive Distributed Lag (ARDL) model in modeling and forecasting the price of palm oil. In order to use ARDL as a forecasting model, this paper modifies the data structure where we only consider lagged explanatory variables to explain the variation in palm oil price. We then compare the performance of this ARDL model with a benchmark model namely ARIMA in term of their comparative forecasting accuracy. This paper also utilize ARDL bound testing approach to co-integration in examining the short run and long run relationship between palm oil price and its determinant; production, stock, and price of soybean as the substitute of palm oil and price of crude oil. The comparative forecasting accuracy suggests that ARDL model has a better forecasting accuracy compared to ARIMA.

Fuzzy logic-based analogue forecasting and hybrid modelling of horizontal visibility

Science.gov (United States)

Tuba, Zoltán; Bottyán, Zsolt

2018-04-01

Forecasting visibility is one of the greatest challenges in aviation meteorology. At the same time, high accuracy visibility forecasts can significantly reduce or make avoidable weather-related risk in aviation as well. To improve forecasting visibility, this research links fuzzy logic-based analogue forecasting and post-processed numerical weather prediction model outputs in hybrid forecast. Performance of analogue forecasting model was improved by the application of Analytic Hierarchy Process. Then, linear combination of the mentioned outputs was applied to create ultra-short term hybrid visibility prediction which gradually shifts the focus from statistical to numerical products taking their advantages during the forecast period. It gives the opportunity to bring closer the numerical visibility forecast to the observations even it is wrong initially. Complete verification of categorical forecasts was carried out; results are available for persistence and terminal aerodrome forecasts (TAF) as well in order to compare. The average value of Heidke Skill Score (HSS) of examined airports of analogue and hybrid forecasts shows very similar results even at the end of forecast period where the rate of analogue prediction in the final hybrid output is 0.1-0.2 only. However, in case of poor visibility (1000-2500 m), hybrid (0.65) and analogue forecasts (0.64) have similar average of HSS in the first 6 h of forecast period, and have better performance than persistence (0.60) or TAF (0.56). Important achievement that hybrid model takes into consideration physics and dynamics of the atmosphere due to the increasing part of the numerical weather prediction. In spite of this, its performance is similar to the most effective visibility forecasting methods and does not follow the poor verification results of clearly numerical outputs.

Bermuda Tsunami Forecast Grids for MOST Model

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — The Bermuda Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

Implementation of an atmospheric sulfur scheme in the HIRLAM regional weather forecast model

Energy Technology Data Exchange (ETDEWEB)

Ekman, Annica [Stockholm Univ. (Sweden). Dept. of Meteorology

2000-02-01

Sulfur chemistry has been implemented into the regional weather forecast model HIRLAM in order to simulate sulfur fields during specific weather situations. The model calculates concentrations of sulfur dioxide in air (SO{sub 2}(a)), sulfate in air (SO{sub 4}(a)), sulfate in cloud water (SO{sub 4}(aq)) and hydrogen peroxide (H{sub 2}O{sub 2}). Modeled concentrations of SO{sub 2}(a), SO{sub 4}(a) and SO{sub 4}(aq) in rain water are compared with observations for two weather situations, one winter case with an extensive stratiform cloud cover and one summer case with mostly convective clouds. A comparison of the weather forecast parameters precipitation, relative humidity, geopotential and temperature with observations is also performed. The results show that the model generally overpredicts the SO{sub 2}(a) concentration and underpredicts the SO{sub 4}(a) concentration. The agreement between modeled and observed SO{sub 4}(aq) in rain water is poor. Calculated turnover times are approximately 1 day for SO{sub 2}(a) and 2-2.5 days for SO{sub 4}(a). For SO{sub 2}(a) this is in accordance with earlier simulated global turnover times, but for SO{sub 4}(a) it is substantially lower. Several sensitivity simulations show that the fractional mean bias and root mean square error decreases, mainly for SO{sub 4}(a) and SO{sub 4}(aq), if an additional oxidant for converting SO{sub 2}(a) to SO{sub 4}(a) is included in the model. All weather forecast parameters, except precipitation, agree better with observations than the sulfur variables do. Wet scavenging is responsible for about half of the deposited sulfur and in addition, a major part of the sulfate production occurs through in-cloud oxidation. Hence, the distribution of clouds and precipitation must be better simulated by the weather forecast model in order to improve the agreement between observed and simulated sulfur concentrations.

Statistical parameters as a means to a priori assess the accuracy of solar forecasting models

International Nuclear Information System (INIS)

Voyant, Cyril; Soubdhan, Ted; Lauret, Philippe; David, Mathieu; Muselli, Marc

2015-01-01

In this paper we propose to determinate and to test a set of 20 statistical parameters in order to estimate the short term predictability of the global horizontal irradiation time series and thereby to propose a new prospective tool indicating the expected error regardless the forecasting methods used. The mean absolute log return, which is a tool usually used in econometrics but never in global radiation prediction, proves to be a very good estimator. Some examples of the use of this tool are exposed, showing the interest of this statistical parameter in concrete cases of predictions or optimizations. This study gives a judgment for engineers and researchers on the installation or management of solar plants and could help in minimizing the energy crisis allowing to improve the renewable energy part of the energy mix. - Highlights: • Use of statistical parameter never used for the global radiation forecasting. • A priori index allowing to optimize easily and quickly a clear sky model. • New methodology allowing to quantify the prediction error regardless the predictor used. • The prediction error depends more on the location and the time series type than the machine Learning method used.

Forecasting sea fog on the coast of southern China

Science.gov (United States)

Huang, H.; Huang, B.; Liu, C.; Tu, J.; Wen, G.; Mao, W.

2016-12-01

Forecast sea fog is still full of challenges. We have performed the numerical forecasting of sea fog on the coast of southern China by using the operational meso-scale regional model GRAPES (Global/Regional assimilation and prediction system). The GRAPES model horizontal resolution was 3km and with 66 vertical levels. A total of 72 hours forecasting of sea fog was conducted with hourly outputs over the sea fog event. The results show that the model system can predict reasonable characteristics of typical sea fog events on the coast of southern China. The scope of sea fog coincides with the observations of meteorological stations, the observations of the Marine Meteorological Science Experiment Base (MMSEB) at Bohe, Maoming and satellite products of sea fog. The goal of this study is to establish an operational numerical forecasting model system of sea fog on the coast of southern China.

ECONOMIC FORECASTS BASED ON ECONOMETRIC MODELS USING EViews 5

Directory of Open Access Journals (Sweden)

Cornelia TomescuDumitrescu,

2009-05-01

Full Text Available The forecast of evolution of economic phenomena represent on the most the final objective of econometrics. It withal represent a real attempt of validity elaborate model. Unlike the forecasts based on the study of temporal series which have an recognizable inertial character the forecasts generated by econometric model with simultaneous equations are after to contour the future of ones of important economic variables toward the direct and indirect influences bring the bear on their about exogenous variables. For the relief of the calculus who the realization of the forecasts based on the econometric models its suppose is indicate the use of the specialized informatics programs. One of this is the EViews which is applied because it reduces significant the time who is destined of the econometric analysis and it assure a high accuracy of calculus and of the interpretation of results.

Evaluation of the performance of DIAS ionospheric forecasting models

Directory of Open Access Journals (Sweden)

Tsagouri Ioanna

2011-08-01

Full Text Available Nowcasting and forecasting ionospheric products and services for the European region are regularly provided since August 2006 through the European Digital upper Atmosphere Server (DIAS, http://dias.space.noa.gr. Currently, DIAS ionospheric forecasts are based on the online implementation of two models: (i the solar wind driven autoregression model for ionospheric short-term forecast (SWIF, which combines historical and real-time ionospheric observations with solar-wind parameters obtained in real time at the L1 point from NASA ACE spacecraft, and (ii the geomagnetically correlated autoregression model (GCAM, which is a time series forecasting method driven by a synthetic geomagnetic index. In this paper we investigate the operational ability and the accuracy of both DIAS models carrying out a metrics-based evaluation of their performance under all possible conditions. The analysis was established on the systematic comparison between models’ predictions with actual observations obtained over almost one solar cycle (1998–2007 at four European ionospheric locations (Athens, Chilton, Juliusruh and Rome and on the comparison of the models’ performance against two simple prediction strategies, the median- and the persistence-based predictions during storm conditions. The results verify operational validity for both models and quantify their prediction accuracy under all possible conditions in support of operational applications but also of comparative studies in assessing or expanding the current ionospheric forecasting capabilities.

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.

Forecasting high-priority infectious disease surveillance regions: a socioeconomic model.

Science.gov (United States)

Chan, Emily H; Scales, David A; Brewer, Timothy F; Madoff, Lawrence C; Pollack, Marjorie P; Hoen, Anne G; Choden, Tenzin; Brownstein, John S

2013-02-01

Few researchers have assessed the relationships between socioeconomic inequality and infectious disease outbreaks at the population level globally. We use a socioeconomic model to forecast national annual rates of infectious disease outbreaks. We constructed a multivariate mixed-effects Poisson model of the number of times a given country was the origin of an outbreak in a given year. The dataset included 389 outbreaks of international concern reported in the World Health Organization's Disease Outbreak News from 1996 to 2008. The initial full model included 9 socioeconomic variables related to education, poverty, population health, urbanization, health infrastructure, gender equality, communication, transportation, and democracy, and 1 composite index. Population, latitude, and elevation were included as potential confounders. The initial model was pared down to a final model by a backwards elimination procedure. The dependent and independent variables were lagged by 2 years to allow for forecasting future rates. Among the socioeconomic variables tested, the final model included child measles immunization rate and telephone line density. The Democratic Republic of Congo, China, and Brazil were predicted to be at the highest risk for outbreaks in 2010, and Colombia and Indonesia were predicted to have the highest percentage of increase in their risk compared to their average over 1996-2008. Understanding socioeconomic factors could help improve the understanding of outbreak risk. The inclusion of the measles immunization variable suggests that there is a fundamental basis in ensuring adequate public health capacity. Increased vigilance and expanding public health capacity should be prioritized in the projected high-risk regions.

Solar energy prediction and verification using operational model forecasts and ground-based solar measurements

International Nuclear Information System (INIS)

Kosmopoulos, P.G.; Kazadzis, S.; Lagouvardos, K.; Kotroni, V.; Bais, A.

2015-01-01

The present study focuses on the predictions and verification of these predictions of solar energy using ground-based solar measurements from the Hellenic Network for Solar Energy and the National Observatory of Athens network, as well as solar radiation operational forecasts provided by the MM5 mesoscale model. The evaluation was carried out independently for the different networks, for two forecast horizons (1 and 2 days ahead), for the seasons of the year, for varying solar elevation, for the indicative energy potential of the area, and for four classes of cloud cover based on the calculated clearness index (k_t): CS (clear sky), SC (scattered clouds), BC (broken clouds) and OC (overcast). The seasonal dependence presented relative rRMSE (Root Mean Square Error) values ranging from 15% (summer) to 60% (winter), while the solar elevation dependence revealed a high effectiveness and reliability near local noon (rRMSE ∼30%). An increment of the errors with cloudiness was also observed. For CS with mean GHI (global horizontal irradiance) ∼ 650 W/m"2 the errors are 8%, for SC 20% and for BC and OC the errors were greater (>40%) but correspond to much lower radiation levels (<120 W/m"2) of consequently lower energy potential impact. The total energy potential for each ground station ranges from 1.5 to 1.9 MWh/m"2, while the mean monthly forecast error was found to be consistently below 10%. - Highlights: • Long term measurements at different atmospheric cases are needed for energy forecasting model evaluations. • The total energy potential at the Greek sites presented ranges from 1.5 to 1.9 MWh/m"2. • Mean monthly energy forecast errors are within 10% for all cases analyzed. • Cloud presence results of an additional forecast error that varies with the cloud cover.

Implementation of bayesian model averaging on the weather data forecasting applications utilizing open weather map

Science.gov (United States)

Rahmat, R. F.; Nasution, F. R.; Seniman; Syahputra, M. F.; Sitompul, O. S.

2018-02-01

Weather is condition of air in a certain region at a relatively short period of time, measured with various parameters such as; temperature, air preasure, wind velocity, humidity and another phenomenons in the atmosphere. In fact, extreme weather due to global warming would lead to drought, flood, hurricane and other forms of weather occasion, which directly affects social andeconomic activities. Hence, a forecasting technique is to predict weather with distinctive output, particullary mapping process based on GIS with information about current weather status in certain cordinates of each region with capability to forecast for seven days afterward. Data used in this research are retrieved in real time from the server openweathermap and BMKG. In order to obtain a low error rate and high accuracy of forecasting, the authors use Bayesian Model Averaging (BMA) method. The result shows that the BMA method has good accuracy. Forecasting error value is calculated by mean square error shows (MSE). The error value emerges at minumum temperature rated at 0.28 and maximum temperature rated at 0.15. Meanwhile, the error value of minimum humidity rates at 0.38 and the error value of maximum humidity rates at 0.04. Afterall, the forecasting error rate of wind speed is at 0.076. The lower the forecasting error rate, the more optimized the accuracy is.

Adaptation of Mesoscale Weather Models to Local Forecasting

Science.gov (United States)

Manobianco, John T.; Taylor, Gregory E.; Case, Jonathan L.; Dianic, Allan V.; Wheeler, Mark W.; Zack, John W.; Nutter, Paul A.

2003-01-01

Methodologies have been developed for (1) configuring mesoscale numerical weather-prediction models for execution on high-performance computer workstations to make short-range weather forecasts for the vicinity of the Kennedy Space Center (KSC) and the Cape Canaveral Air Force Station (CCAFS) and (2) evaluating the performances of the models as configured. These methodologies have been implemented as part of a continuing effort to improve weather forecasting in support of operations of the U.S. space program. The models, methodologies, and results of the evaluations also have potential value for commercial users who could benefit from tailoring their operations and/or marketing strategies based on accurate predictions of local weather. More specifically, the purpose of developing the methodologies for configuring the models to run on computers at KSC and CCAFS is to provide accurate forecasts of winds, temperature, and such specific thunderstorm-related phenomena as lightning and precipitation. The purpose of developing the evaluation methodologies is to maximize the utility of the models by providing users with assessments of the capabilities and limitations of the models. The models used in this effort thus far include the Mesoscale Atmospheric Simulation System (MASS), the Regional Atmospheric Modeling System (RAMS), and the National Centers for Environmental Prediction Eta Model ( Eta for short). The configuration of the MASS and RAMS is designed to run the models at very high spatial resolution and incorporate local data to resolve fine-scale weather features. Model preprocessors were modified to incorporate surface, ship, buoy, and rawinsonde data as well as data from local wind towers, wind profilers, and conventional or Doppler radars. The overall evaluation of the MASS, Eta, and RAMS was designed to assess the utility of these mesoscale models for satisfying the weather-forecasting needs of the U.S. space program. The evaluation methodology includes

The forecaster's added value

Science.gov (United States)

Turco, M.; Milelli, M.

2009-09-01

To the authors' knowledge there are relatively few studies that try to answer this topic: "Are humans able to add value to computer-generated forecasts and warnings ?". Moreover, the answers are not always positive. In particular some postprocessing method is competitive or superior to human forecast (see for instance Baars et al., 2005, Charba et al., 2002, Doswell C., 2003, Roebber et al., 1996, Sanders F., 1986). Within the alert system of ARPA Piemonte it is possible to study in an objective manner if the human forecaster is able to add value with respect to computer-generated forecasts. Every day the meteorology group of the Centro Funzionale of Regione Piemonte produces the HQPF (Human QPF) in terms of an areal average for each of the 13 regional warning areas, which have been created according to meteo-hydrological criteria. This allows the decision makers to produce an evaluation of the expected effects by comparing these HQPFs with predefined rainfall thresholds. Another important ingredient in this study is the very dense non-GTS network of rain gauges available that makes possible a high resolution verification. In this context the most useful verification approach is the measure of the QPF and HQPF skills by first converting precipitation expressed as continuous amounts into ‘‘exceedance'' categories (yes-no statements indicating whether precipitation equals or exceeds selected thresholds) and then computing the performances for each threshold. In particular in this work we compare the performances of the latest three years of QPF derived from two meteorological models COSMO-I7 (the Italian version of the COSMO Model, a mesoscale model developed in the framework of the COSMO Consortium) and IFS (the ECMWF global model) with the HQPF. In this analysis it is possible to introduce the hypothesis test developed by Hamill (1999), in which a confidence interval is calculated with the bootstrap method in order to establish the real difference between the

Midway Tsunami Forecast Grids for MOST Model

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — The Midway Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a suite...

Accelerating the Global Nested Air Quality Prediction Modeling System (GNAQPMS) model on Intel Xeon Phi processors

OpenAIRE

Wang, Hui; Chen, Huansheng; Wu, Qizhong; Lin, Junming; Chen, Xueshun; Xie, Xinwei; Wang, Rongrong; Tang, Xiao; Wang, Zifa

2017-01-01

The GNAQPMS model is the global version of the Nested Air Quality Prediction Modelling System (NAQPMS), which is a multi-scale chemical transport model used for air quality forecast and atmospheric environmental research. In this study, we present our work of porting and optimizing the GNAQPMS model on the second generation Intel Xeon Phi processor codename “Knights Landing” (KNL). Compared with the first generation Xeon Phi coprocessor, KNL introduced many new hardware features such as a boo...

A Comparative Study Of Stock Price Forecasting Using Nonlinear Models

Directory of Open Access Journals (Sweden)

Diteboho Xaba

2017-03-01

Full Text Available This study compared the in-sample forecasting accuracy of three forecasting nonlinear models namely: the Smooth Transition Regression (STR model, the Threshold Autoregressive (TAR model and the Markov-switching Autoregressive (MS-AR model. Nonlinearity tests were used to confirm the validity of the assumptions of the study. The study used model selection criteria, SBC to select the optimal lag order and for the selection of appropriate models. The Mean Square Error (MSE, Mean Absolute Error (MAE and Root Mean Square Error (RMSE served as the error measures in evaluating the forecasting ability of the models. The MS-AR models proved to perform well with lower error measures as compared to LSTR and TAR models in most cases.

Weather Research and Forecasting (WRF) Regional Atmospheric Model: CNMI

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 7-day hourly forecast for the region surrounding the Commonwealth of the Northern...

Weather Research and Forecasting (WRF) Regional Atmospheric Model: Samoa

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 7-day hourly forecast for the region surrounding the islands of Samoa at...

Weather Research and Forecasting (WRF) Regional Atmospheric Model: Guam

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 7-day hourly forecast for the region surrounding the island of Guam at...

Modelling the Errors of EIA’s Oil Prices and Production Forecasts by the Grey Markov Model

Directory of Open Access Journals (Sweden)

Gholam Hossein Hasantash

2012-01-01

Full Text Available Grey theory is about systematic analysis of limited information. The Grey-Markov model can improve the accuracy of forecast range in the random fluctuating data sequence. In this paper, we employed this model in energy system. The average errors of Energy Information Administrations predictions for world oil price and domestic crude oil production from 1982 to 2007 and from 1985 to 2008 respectively were used as two forecasted examples. We showed that the proposed Grey-Markov model can improve the forecast accuracy of original Grey forecast model.

Crude Oil Price Forecasting Based on Hybridizing Wavelet Multiple Linear Regression Model, Particle Swarm Optimization Techniques, and Principal Component Analysis

Directory of Open Access Journals (Sweden)

Ani Shabri

2014-01-01

Full Text Available Crude oil prices do play significant role in the global economy and are a key input into option pricing formulas, portfolio allocation, and risk measurement. In this paper, a hybrid model integrating wavelet and multiple linear regressions (MLR is proposed for crude oil price forecasting. In this model, Mallat wavelet transform is first selected to decompose an original time series into several subseries with different scale. Then, the principal component analysis (PCA is used in processing subseries data in MLR for crude oil price forecasting. The particle swarm optimization (PSO is used to adopt the optimal parameters of the MLR model. To assess the effectiveness of this model, daily crude oil market, West Texas Intermediate (WTI, has been used as the case study. Time series prediction capability performance of the WMLR model is compared with the MLR, ARIMA, and GARCH models using various statistics measures. The experimental results show that the proposed model outperforms the individual models in forecasting of the crude oil prices series.

Global Turbulence Decision Support for Aviation

Science.gov (United States)

Williams, J.; Sharman, R.; Kessinger, C.; Feltz, W.; Wimmers, A.

2009-09-01

Turbulence is widely recognized as the leading cause of injuries to flight attendants and passengers on commercial air carriers, yet legacy decision support products such as SIGMETs and SIGWX charts provide relatively low spatial- and temporal-resolution assessments and forecasts of turbulence, with limited usefulness for strategic planning and tactical turbulence avoidance. A new effort is underway to develop an automated, rapid-update, gridded global turbulence diagnosis and forecast system that addresses upper-level clear-air turbulence, mountain-wave turbulence, and convectively-induced turbulence. This NASA-funded effort, modeled on the U.S. Federal Aviation Administration's Graphical Turbulence Guidance (GTG) and GTG Nowcast systems, employs NCEP Global Forecast System (GFS) model output and data from NASA and operational satellites to produce quantitative turbulence nowcasts and forecasts. A convective nowcast element based on GFS forecasts and satellite data provides a basis for diagnosing convective turbulence. An operational prototype "Global GTG” system has been running in real-time at the U.S. National Center for Atmospheric Research since the spring of 2009. Initial verification based on data from TRMM, Cloudsat and MODIS (for the convection nowcasting) and AIREPs and AMDAR data (for turbulence) are presented. This product aims to provide the "single authoritative source” for global turbulence information for the U.S. Next Generation Air Transportation System.

The long-run forecasting of energy prices using the model of shifting trend

International Nuclear Information System (INIS)

Radchenko, Stanislav

2005-01-01

Developing models for accurate long-term energy price forecasting is an important problem because these forecasts should be useful in determining both supply and demand of energy. On the supply side, long-term forecasts determine investment decisions of energy-related companies. On the demand side, investments in physical capital and durable goods depend on price forecasts of a particular energy type. Forecasting long-run rend movements in energy prices is very important on the macroeconomic level for several developing countries because energy prices have large impacts on their real output, the balance of payments, fiscal policy, etc. Pindyck (1999) argues that the dynamics of real energy prices is mean-reverting to trend lines with slopes and levels that are shifting unpredictably over time. The hypothesis of shifting long-term trend lines was statistically tested by Benard et al. (2004). The authors find statistically significant instabilities for coal and natural gas prices. I continue the research of energy prices in the framework of continuously shifting levels and slopes of trend lines started by Pindyck (1999). The examined model offers both parsimonious approach and perspective on the developments in energy markets. Using the model of depletable resource production, Pindyck (1999) argued that the forecast of energy prices in the model is based on the long-run total marginal cost. Because the model of a shifting trend is based on the competitive behavior, one may examine deviations of oil producers from the competitive behavior by studying the difference between actual prices and long-term forecasts. To construct the long-run forecasts (10-year-ahead and 15-year-ahead) of energy prices, I modify the univariate shifting trends model of Pindyck (1999). I relax some assumptions on model parameters, the assumption of white noise error term, and propose a new Bayesian approach utilizing a Gibbs sampling algorithm to estimate the model with autocorrelation. To

Rainfall downscaling of weekly ensemble forecasts using self-organising maps

Directory of Open Access Journals (Sweden)

Masamichi Ohba

2016-03-01

Full Text Available This study presents an application of self-organising maps (SOMs to downscaling medium-range ensemble forecasts and probabilistic prediction of local precipitation in Japan. SOM was applied to analyse and connect the relationship between atmospheric patterns over Japan and local high-resolution precipitation data. Multiple SOM was simultaneously employed on four variables derived from the JRA-55 reanalysis over the area of study (south-western Japan, and a two-dimensional lattice of weather patterns (WPs was obtained. Weekly ensemble forecasts can be downscaled to local precipitation using the obtained multiple SOM. The downscaled precipitation is derived by the five SOM lattices based on the WPs of the global model ensemble forecasts for a particular day in 2009–2011. Because this method effectively handles the stochastic uncertainties from the large number of ensemble members, a probabilistic local precipitation is easily and quickly obtained from the ensemble forecasts. This downscaling of ensemble forecasts provides results better than those from a 20-km global spectral model (i.e. capturing the relatively detailed precipitation distribution over the region. To capture the effect of the detailed pattern differences in each SOM node, a statistical model is additionally concreted for each SOM node. The predictability skill of the ensemble forecasts is significantly improved under the neural network-statistics hybrid-downscaling technique, which then brings a much better skill score than the traditional method. It is expected that the results of this study will provide better guidance to the user community and contribute to the future development of dam-management models.

Forecasting Space Weather-Induced GPS Performance Degradation Using Random Forest

Science.gov (United States)

Filjar, R.; Filic, M.; Milinkovic, F.

2017-12-01

Space weather and ionospheric dynamics have a profound effect on positioning performance of the Global Satellite Navigation System (GNSS). However, the quantification of that effect is still the subject of scientific activities around the world. In the latest contribution to the understanding of the space weather and ionospheric effects on satellite-based positioning performance, we conducted a study of several candidates for forecasting method for space weather-induced GPS positioning performance deterioration. First, a 5-days set of experimentally collected data was established, encompassing the space weather and ionospheric activity indices (including: the readings of the Sudden Ionospheric Disturbance (SID) monitors, components of geomagnetic field strength, global Kp index, Dst index, GPS-derived Total Electron Content (TEC) samples, standard deviation of TEC samples, and sunspot number) and observations of GPS positioning error components (northing, easting, and height positioning error) derived from the Adriatic Sea IGS reference stations' RINEX raw pseudorange files in quiet space weather periods. This data set was split into the training and test sub-sets. Then, a selected set of supervised machine learning methods based on Random Forest was applied to the experimentally collected data set in order to establish the appropriate regional (the Adriatic Sea) forecasting models for space weather-induced GPS positioning performance deterioration. The forecasting models were developed in the R/rattle statistical programming environment. The forecasting quality of the regional forecasting models developed was assessed, and the conclusions drawn on the advantages and shortcomings of the regional forecasting models for space weather-caused GNSS positioning performance deterioration.

A four-stage hybrid model for hydrological time series forecasting.

Science.gov (United States)

Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

2014-01-01

Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of 'denoising, decomposition and ensemble'. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models.

A Four-Stage Hybrid Model for Hydrological Time Series Forecasting

Science.gov (United States)

Di, Chongli; Yang, Xiaohua; Wang, Xiaochao

2014-01-01

Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of ‘denoising, decomposition and ensemble’. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models. PMID:25111782

Electricity Price Forecast Using Combined Models with Adaptive Weights Selected and Errors Calibrated by Hidden Markov Model

Directory of Open Access Journals (Sweden)

Da Liu

2013-01-01

Full Text Available A combined forecast with weights adaptively selected and errors calibrated by Hidden Markov model (HMM is proposed to model the day-ahead electricity price. Firstly several single models were built to forecast the electricity price separately. Then the validation errors from every individual model were transformed into two discrete sequences: an emission sequence and a state sequence to build the HMM, obtaining a transmission matrix and an emission matrix, representing the forecasting ability state of the individual models. The combining weights of the individual models were decided by the state transmission matrixes in HMM and the best predict sample ratio of each individual among all the models in the validation set. The individual forecasts were averaged to get the combining forecast with the weights obtained above. The residuals of combining forecast were calibrated by the possible error calculated by the emission matrix of HMM. A case study of day-ahead electricity market of Pennsylvania-New Jersey-Maryland (PJM, USA, suggests that the proposed method outperforms individual techniques of price forecasting, such as support vector machine (SVM, generalized regression neural networks (GRNN, day-ahead modeling, and self-organized map (SOM similar days modeling.

Rebuttal of "Polar bear population forecasts: a public-policy forecasting audit"

Science.gov (United States)

Amstrup, Steven C.; Caswell, Hal; DeWeaver, Eric; Stirling, Ian; Douglas, David C.; Marcot, Bruce G.; Hunter, Christine M.

2009-01-01

Observed declines in the Arctic sea ice have resulted in a variety of negative effects on polar bears (Ursus maritimus). Projections for additional future declines in sea ice resulted in a proposal to list polar bears as a threatened species under the United States Endangered Species Act. To provide information for the Department of the Interior's listing-decision process, the US Geological Survey (USGS) produced a series of nine research reports evaluating the present and future status of polar bears throughout their range. In response, Armstrong et al. [Armstrong, J. S., K. C. Green, W. Soon. 2008. Polar bear population forecasts: A public-policy forecasting audit. Interfaces 38(5) 382–405], which we will refer to as AGS, performed an audit of two of these nine reports. AGS claimed that the general circulation models upon which the USGS reports relied were not valid forecasting tools, that USGS researchers were not objective or lacked independence from policy decisions, that they did not utilize all available information in constructing their forecasts, and that they violated numerous principles of forecasting espoused by AGS. AGS (p. 382) concluded that the two USGS reports were "unscientific and inconsequential to decision makers." We evaluate the AGS audit and show how AGS are mistaken or misleading on every claim. We provide evidence that general circulation models are useful in forecasting future climate conditions and that corporate and government leaders are relying on these models to do so. We clarify the strict independence of the USGS from the listing decision. We show that the allegations of failure to follow the principles of forecasting espoused by AGS are either incorrect or are based on misconceptions about the Arctic environment, polar bear biology, or statistical and mathematical methods. We conclude by showing that the AGS principles of forecasting are too ambiguous and subjective to be used as a reliable basis for auditing scientific

A review of operational, regional-scale, chemical weather forecasting models in Europe

Directory of Open Access Journals (Sweden)

J. Kukkonen

2012-01-01

Full Text Available Numerical models that combine weather forecasting and atmospheric chemistry are here referred to as chemical weather forecasting models. Eighteen operational chemical weather forecasting models on regional and continental scales in Europe are described and compared in this article. Topics discussed in this article include how weather forecasting and atmospheric chemistry models are integrated into chemical weather forecasting systems, how physical processes are incorporated into the models through parameterization schemes, how the model architecture affects the predicted variables, and how air chemistry and aerosol processes are formulated. In addition, we discuss sensitivity analysis and evaluation of the models, user operational requirements, such as model availability and documentation, and output availability and dissemination. In this manner, this article allows for the evaluation of the relative strengths and weaknesses of the various modelling systems and modelling approaches. Finally, this article highlights the most prominent gaps of knowledge for chemical weather forecasting models and suggests potential priorities for future research directions, for the following selected focus areas: emission inventories, the integration of numerical weather prediction and atmospheric chemical transport models, boundary conditions and nesting of models, data assimilation of the various chemical species, improved understanding and parameterization of physical processes, better evaluation of models against data and the construction of model ensembles.

Multi-model forecast skill for mid-summer rainfall over southern Africa

CSIR Research Space (South Africa)

Landman, WA

2012-02-01

Full Text Available -model forecasts outperform the single 17 model forecasts, that the two multi-model schemes produce about equally skilful 18 forecasts, and that the forecasts perform better during El Ni?o and La Ni?a 19 seasons than during neutral years. 20 21 22 3 1... to be 19 anomalously dry during El Ni?o years and anomalously wet during La Ni?a years, 20 although wet El Ni?o seasons and dry La Ni?a seasons are not uncommon. 21 Indian and Atlantic Ocean SST also have a statistically detectable influence on 22 South...

Regime-dependent forecast uncertainty of convective precipitation

Energy Technology Data Exchange (ETDEWEB)

Keil, Christian; Craig, George C. [Muenchen Univ. (Germany). Meteorologisches Inst.

2011-04-15

Forecast uncertainty of convective precipitation is influenced by all scales, but in different ways in different meteorological situations. Forecasts of the high resolution ensemble prediction system COSMO-DE-EPS of Deutscher Wetterdienst (DWD) are used to examine the dominant sources of uncertainty of convective precipitation. A validation with radar data using traditional as well as spatial verification measures highlights differences in precipitation forecast performance in differing weather regimes. When the forecast uncertainty can primarily be associated with local, small-scale processes individual members run with the same variation of the physical parameterisation driven by different global models outperform all other ensemble members. In contrast when the precipitation is governed by the large-scale flow all ensemble members perform similarly. Application of the convective adjustment time scale confirms this separation and shows a regime-dependent forecast uncertainty of convective precipitation. (orig.)

Evaluating dynamic covariance matrix forecasting and portfolio optimization

OpenAIRE

Sendstad, Lars Hegnes; Holten, Dag Martin

2012-01-01

In this thesis we have evaluated the covariance forecasting ability of the simple moving average, the exponential moving average and the dynamic conditional correlation models. Overall we found that a dynamic portfolio can gain significant improvements by implementing a multivariate GARCH forecast. We further divided the global investment universe into sectors and regions in order to investigate the relative portfolio performance of several asset allocation strategies with both variance and c...

Malicious Botnet Survivability Mechanism Evolution Forecasting by Means of a Genetic Algorithm

Directory of Open Access Journals (Sweden)

Nikolaj Goranin

2012-04-01

Full Text Available Botnets are considered to be among the most dangerous modern malware types and the biggest current threats to global IT infrastructure. Botnets are rapidly evolving, and therefore forecasting their survivability strategies is important for the development of countermeasure techniques. The article propose the botnet-oriented genetic algorithm based model framework, which aimed at forecasting botnet survivability mechanisms. The model may be used as a framework for forecasting the evolution of other characteristics. The efficiency of different survivability mechanisms is evaluated by applying the proposed fitness function. The model application area also covers scientific botnet research and modelling tasks.

New Models for Forecasting Enrollments: Fuzzy Time Series and Neural Network Approaches.

Science.gov (United States)

Song, Qiang; Chissom, Brad S.

Since university enrollment forecasting is very important, many different methods and models have been proposed by researchers. Two new methods for enrollment forecasting are introduced: (1) the fuzzy time series model; and (2) the artificial neural networks model. Fuzzy time series has been proposed to deal with forecasting problems within a…

Forecasting Lightning Threat using Cloud-resolving Model Simulations

Science.gov (United States)

McCaul, E. W., Jr.; Goodman, S. J.; LaCasse, K. M.; Cecil, D. J.

2009-01-01

As numerical forecasts capable of resolving individual convective clouds become more common, it is of interest to see if quantitative forecasts of lightning flash rate density are possible, based on fields computed by the numerical model. Previous observational research has shown robust relationships between observed lightning flash rates and inferred updraft and large precipitation ice fields in the mixed phase regions of storms, and that these relationships might allow simulated fields to serve as proxies for lightning flash rate density. It is shown in this paper that two simple proxy fields do indeed provide reasonable and cost-effective bases for creating time-evolving maps of predicted lightning flash rate density, judging from a series of diverse simulation case study events in North Alabama for which Lightning Mapping Array data provide ground truth. One method is based on the product of upward velocity and the mixing ratio of precipitating ice hydrometeors, modeled as graupel only, in the mixed phase region of storms at the -15\\dgc\\ level, while the second method is based on the vertically integrated amounts of ice hydrometeors in each model grid column. Each method can be calibrated by comparing domainwide statistics of the peak values of simulated flash rate proxy fields against domainwide peak total lightning flash rate density data from observations. Tests show that the first method is able to capture much of the temporal variability of the lightning threat, while the second method does a better job of depicting the areal coverage of the threat. A blended solution is designed to retain most of the temporal sensitivity of the first method, while adding the improved spatial coverage of the second. Weather Research and Forecast Model simulations of selected North Alabama cases show that this model can distinguish the general character and intensity of most convective events, and that the proposed methods show promise as a means of generating

Weather Research and Forecasting (WRF) Regional Atmospheric Model: Oahu

Data.gov (United States)

National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 3.5-day hourly forecast for the region surrounding the Hawaiian island of Oahu at...

Evaluation of cloud properties in the NOAA/NCEP global forecast system using multiple satellite products

Energy Technology Data Exchange (ETDEWEB)

Yoo, Hyelim [University of Maryland, Department of Atmospheric and Oceanic Science, College Park, MD (United States); Li, Zhanqing [University of Maryland, Department of Atmospheric and Oceanic Science, College Park, MD (United States); Beijing Normal University, State Key Laboratory of Earth Surface Processes and Resource Ecology, GCESS, Beijing (China)

2012-12-15

Knowledge of cloud properties and their vertical structure is important for meteorological studies due to their impact on both the Earth's radiation budget and adiabatic heating within the atmosphere. The objective of this study is to evaluate bulk cloud properties and vertical distribution simulated by the US National Oceanic and Atmospheric Administration National Centers for Environmental Prediction Global Forecast System (GFS) using three global satellite products. Cloud variables evaluated include the occurrence and fraction of clouds in up to three layers, cloud optical depth, liquid water path, and ice water path. Cloud vertical structure data are retrieved from both active (CloudSat/CALIPSO) and passive sensors and are subsequently compared with GFS model results. In general, the GFS model captures the spatial patterns of hydrometeors reasonably well and follows the general features seen in satellite measurements, but large discrepancies exist in low-level cloud properties. More boundary layer clouds over the interior continents were generated by the GFS model whereas satellite retrievals showed more low-level clouds over oceans. Although the frequencies of global multi-layer clouds from observations are similar to those from the model, latitudinal variations show discrepancies in terms of structure and pattern. The modeled cloud optical depth over storm track region and subtropical region is less than that from the passive sensor and is overestimated for deep convective clouds. The distributions of ice water path (IWP) agree better with satellite observations than do liquid water path (LWP) distributions. Discrepancies in LWP/IWP distributions between observations and the model are attributed to differences in cloud water mixing ratio and mean relative humidity fields, which are major control variables determining the formation of clouds. (orig.)

Operational aerosol and dust storm forecasting

International Nuclear Information System (INIS)

Westphal, D L; Curtis, C A; Liu, M; Walker, A L

2009-01-01

The U. S. Navy now conducts operational forecasting of aerosols and dust storms on global and regional scales. The Navy Aerosol Analysis and Prediction System (NAAPS) is run four times per day and produces 6-day forecasts of sulfate, smoke, dust and sea salt aerosol concentrations and visibility for the entire globe. The Coupled Ocean Atmosphere Mesoscale Prediction System (COAMPS (registered) ) is run twice daily for Southwest Asia and produces 3-day forecasts of dust, smoke, and visibility. The graphical output from these models is available on the Internet (www.nrlmry.navy.mil/aerosol/). The aerosol optical properties are calculated for each specie for each forecast output time and used for sea surface temperature (SST) retrieval corrections, regional electro-optical (EO) propagation assessments, and the development of satellite algorithms. NAAPS daily aerosol optical depth (AOD) values are compared with the Advanced Very High Resolution Radiometer (AVHRR) and Moderate Resolution Imaging Spectroradiometer (MODIS) AOD values. Visibility forecasts are compared quantitatively with surface synoptic reports.

Crop Yield Predictions - High Resolution Statistical Model for Intra-season Forecasts Applied to Corn in the US