66
ather and Climate Prediction ministic or Stochastic ? mble Forecasting : a new era for her and climate study Dr. Jun Du NCEP/NOAA [email protected] e talk to the U.S. National Academy of Sciences on August 4 th , 2005, Washing

Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA [email protected]

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Page 1: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era forweather and climate study

Dr. Jun Du NCEP/NOAA [email protected]

Based on the talk to the U.S. National Academy of Sciences on August 4 th, 2005, Washington, DC

Page 2: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Using weather forecasting as example but the same principle

should be applied to climate prediction since both weather and

climate study use same model (only with different forcing such as doubling CO2 or deforestation for

climate change study)

Page 3: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

NWS National Digital Forecast Database (NDFD)

Deterministic !!!!!!!!!!!!!!!!!!!!!!!!

Page 4: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Deterministic too!!!!!!!!!!!!!!!!!!!!!!!!

Page 5: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

 10/23星期二

10/24星期三

10/25星期四

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10/28星期日

10/29星期一

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中部地區(台中、彰化、南投、雲林、嘉義 )

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東北部地區(基隆、宜蘭 )

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東部地區(花蓮 )

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澎湖地區

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金門地區

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馬祖地區

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Page 6: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

X = Xm( current deterministic practice and scientists’ dream too)

Page 7: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

X = Xm + X0( actual realization, X0 is unknown)

Page 8: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Numerical Weather Prediction system

• Observation• Data assimilation (prepare initial

conditions to initiate model integration)

• Prediction (model integration: model dynamics, physics)

• Application to real world situation

Page 9: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

EarthObservations

Page 10: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Models need to represent many irresolvable processes

Page 11: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

One thing certain: Uncertainties in all steps!

They are intrinsic, unavoidable and could be random

Page 12: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Lorenz

• “… one flap of a sea-gull’s wing may forever change the future course of the weather” (Lorenz, 1963): butterfly effect

Page 13: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

(A) 00z, Oct. 3 – 00z, Oct. 19, 2006 (B) 06z, Oct. 3 – 06z, Oct. 19, 2006

Two consecutive NCEP operational Global Forecasting System (GFS) 16-day 500mb HGT/VORT forecasts (with only 6hr-hour apart in initial conditions)!

Page 14: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 15: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 16: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

X=> {Xm + X’} (X’ is a kind of distribution)

Page 17: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

How to estimate X’?• Traditionally, using statistical approach based on

model’s historical performance over a period of time in the past to estimate either X’ (PoP) or X0 (MOS, Perfect Prog)

• Problem 1: not flow-dependent but model’s systematic error in the past (not necessary to reflect “error of the day”)

• Problem 2: not work well if a model changes frequently (a common practice)

Page 18: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Our Fundamental Problem:a dynamical approach: starting from some current states to be projected to some future states within

the limits of predictability

Chaos as a motivator for probabilistic forecasting

Page 19: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Ensemble Product type in general:

1. single outcome type: mean, median, mode, extremes, consensus, …

2. uncertainty: spread, confidence factor, predictability measure …

3. distribution type: probability, spaghetti, clustering, envelope …

Page 20: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 21: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

(mode)

Page 22: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 23: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 24: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 25: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Four Major Tasks:

1. How to capture uncertainty in a forecasting system?

2. How to convey uncertainty to users and public?

3. How to use uncertainty and probabilistic information in decision-making? 4. How to possibly reduce uncertainty to better serve people and society?

Page 26: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Task 1: How to capture uncertainty in a forecasting system?

Page 27: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

*IC aspect: (1) perturb analysis (bred vector, ET/ETKF, singular vector, random), (2) multi-analysis (gdas, ndas)

*Model aspect:(1) multi-model (Eta, RSM, NMM, ARW) (2) multi-physics (GFS, Eta, MM5/ BMJ, KF, SAS, RAS, LSM, cloud, PBL, radiation …), (3) stochastic physics

*Residual Part: statistical post processing

http://www.emc.ncep.noaa.gov/mmb/SREF/SREF.html

How NCEP Short-Range Ensemble Forecasting (SREF) system to capture uncertainties?

Page 28: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 29: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 30: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 31: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 32: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 33: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

f12 f12

f24 f24

worst member best member

Page 34: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 35: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

~10”

Page 36: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

2.5-5”

Page 37: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 38: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 39: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 40: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 41: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 42: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 43: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Task 2: How to convey uncertainty to users and public?

Page 44: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Psychological Effects

• 100 balls in a jar: 10 red and 90 blue.

• Driving after Sept. 11, 2001 US terrorist attack.

• Riding bicycle after July 7, 2005 London Bombing.

• 10 balls in a jar: 1 red and 9 blue.

• Flying after Sept. 11, 2001 US terrorist attack.

• Taking bus/metro after July 7, 2005 London Bombing.

Page 45: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 46: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 47: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

0

5

10

15

20

25

30

35

40

45

50

Valid Time

Win

d S

pe

ed

(k

t) .

0

5

10

15

20

25

30

35

40

45

50

Valid Time

Win

d S

pe

ed

(k

t) .

11/18 12/00 06 12 18 13/00 06 12 18 14/00 06 Valid Time (UTC)

Misawa AB, JapanMisawa AB, Japan

Win

d

Dir

ecti

on

AFWA Forecast MultimeteogramJME Cycle: 11Nov06, 18ZRWY: 100/280

15km Resolution

Win

d

Sp

eed

(kt

)

90%CI

Extreme Min

ExtremeMax

Mean

Multimeteogram(uses Confidence Intervals, as opposed to a plume plot that shows data from all members)

Page 48: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 49: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 50: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 51: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Task 3: How to use Uncertainty and probabilistic information in decisionmaking? (a forecast’s value depends

on user’s decision and action!)

Page 52: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

About probabilistic forecast

• What does a probabilistic forecast mean?

e.g. 60% of an event. If the same forecast is predicted 100 times either in time or location, 60 times will realize and 40 time will not in a perfect ensemble system or perfectly reliable probabilistic

forecast.

• How to verify a probabilistic forecast?

Based on the above, “event occurs” not= correct fcst; “does not occur” not= wrong; but reliability measure is needed

• How to use a probabilistic forecast?

Use economic value or social significance

Page 53: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Obs freq. (%) 50

Fcst prob. (%)1

A perfect prob fcst

10050

100

Reliability diagram

Page 54: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov
Page 55: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Decision-making based on a probabilistic forecastIf event occurs without action taken bigger loss (Lp+Lu)

If event occurs with action taken smaller loss (Lu) + cost

If event doesn’t occur but with action taken cost

save = (Lp+Lu)– (Lu + cost)=Lp-cost

For a reliable P% probability forecast:Benefit = save * P%Risk = cost * (1-P%)

Benefit

Risk=

>1.0, take action

= 1.0, neutral

< 1.0, no action

Which is a function of location (cities, rural area …), time (rush hour, weekend …), social impact or event significance etc., an area needs our more attention and efforts!

Page 56: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

How to Convert Probabilistic Weather Forecast Information into Decision/Action?o convert

User 1

User 2User 3

User 4

Benefit/Risk ratio

1.0

0.0 10 20 30 40 50 60 70 80 90 100%prob

Economic value (Benefit/Risk ratio) based decision-making diagram

Page 57: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Task 4: How to possibly reduce forecast uncertainty to better serve people and society?

Page 58: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Single deterministic run Stochastic ensemble runs

Page 59: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Comparison between traditional single-forecast

based NWP and new ensemble-based NWP

• Does not consider uncertainty in both observation and prediction (single-value, deterministic view)

• One-way system: observation>forecast>application

• Consider uncertainty in both observation and prediction (PDF distribution, stochastic view)

• Two-way system: observation<>forecast<>application

Page 60: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Interactive targeting: tracing uncertainty source region by using previous SREF cycle

09z, May 11, 2005 SREF SLP spread forecast (previous cycle run)

f63 f57 f48

f36 f24 f12

Page 61: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

09z, May 11, 2005 SREF SLP control forecast (previous cycle run)

Interactive targeting: using previous ensemble run to track uncertainty source region

f63 f57 f48

f36 f24 f12

Page 62: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Without extra observation within uncertainty source area:

With Extra observation within uncertainty source area (uncertainty reduced):

f00

f00

F51 – targeted time

F51 – targeted time

21z, May 11, 2005 SREF SLP spread forecast (current cycle)

Page 63: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

rms error of SLP by ensemble mean forecast (error reduced in targeted region)

Without extra observation within uncertainty source area:

With extra observation within uncertainty source area:

Page 64: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Winter Storm Reconnaissance Program

Objective:

Improve Forecasts of Significant Winter Weather Events Through Targeted Observations in Data Sparse Northeast Pacific Ocean

Adaptive approach to collection of observational data:

1) Only Prior to Significant Winter Weather Events of Interest

2) Only in Areas that Influence high impact event Forecasts

Results:

70+% of Targeted Numerical Weather Predictions Improve

10-20% error reduction for high impact event forecasts

12-hour gain in predicting high impact events – earlier warnings possible

Operational since January 2001

Page 65: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

Summary

(1) Weather forecasting is a stochastic process but not deterministic and need to quantify its uncertainty. Without quantifying forecast uncertainty, a forecast is incomplete.

(2) It’s a fundamental transition and revolutionary change from the current single-forecast based deterministic NWP paradigm to the ensemble-based probabilistic NWP paradigm. It is a new frontier in research and development. Many need to be done at all hands including scientists/developers, forecasters/media and end-users/public:

For Researchers and Developers:(a) Best ways to incorporate initial condition and model uncertainties into NWP forecasting system.(b) How to best convey forecast uncertainty info to users.(c) Nobody like uncertainty, we need to reduce it as much as possible such as the adaptive observation technique.For Forecasters and media: Training is needed on how to better use and interpret ensemble products and to increase forecaster’s human role in possibly reducing uncertainty.For End-Users: Further understanding the nature of probabilistic forecasts and quantify their probability-based decision making process using economic value measure (such as benefit/risk ratio).

Page 66: Is Weather and Climate Prediction Deterministic or Stochastic? Ensemble Forecasting: a new era for weather and climate study Dr. Jun Du NCEP/NOAA Jun.Du@noaa.gov

References

• Completing the forecast: characterizing uncertainty for better decisions using weather and climate forecasts, 2006 by US National Research Council of the National Academies. The National Academies Press.

• Ensemble forecasting: conveying forecast uncertainty, 2008 by Jun Du. To be included as a new chapter of the book “Handbook of Weather, Climate and Water” edited by Potter and Colman, John Willey & Sons press, (in revision).