Premium
Probabilistic forecasts of wind speed: ensemble model output statistics by using heteroscedastic censored regression
Author(s) -
Thorarinsdottir Thordis L.,
Gneiting Tilmann
Publication year - 2010
Publication title -
journal of the royal statistical society: series a (statistics in society)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.103
H-Index - 84
eISSN - 1467-985X
pISSN - 0964-1998
DOI - 10.1111/j.1467-985x.2009.00616.x
Subject(s) - wind speed , heteroscedasticity , probabilistic logic , meteorology , ensemble forecasting , probabilistic forecasting , consensus forecast , mesoscale meteorology , econometrics , environmental science , statistics , computer science , geography , mathematics
Summary. As wind energy penetration continues to grow, there is a critical need for probabilistic forecasts of wind resources. In addition, there are many other societally relevant uses for forecasts of wind speed, ranging from aviation to ship routing and recreational boating. Over the past two decades, ensembles of dynamical weather prediction models have been developed, in which multiple estimates of the current state of the atmosphere are used to generate a collection of deterministic forecasts. However, even state of the art ensemble systems are uncalibrated and biased. Here we propose a novel way of statistically post‐processing dynamical ensembles for wind speed by using heteroscedastic censored (tobit) regression, where location and spread derive from the ensemble. The resulting ensemble model output statistics method is applied to 48‐h‐ahead forecasts of maximum wind speed over the North American Pacific Northwest by using the University of Washington mesoscale ensemble. The statistically post‐processed density forecasts turn out to be calibrated and sharp, and result in a substantial improvement over the unprocessed ensemble or climatological reference forecasts.