caio a. s. coelho centro de previs ã o de tempo e estudos clim á ticos (cptec)

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Caio A. S. Coelho Centro de Previsão de Tempo e Estudos Climáticos (CPTEC) Instituto Nacional de Pesquisas Espaciais (INPE) [email protected] 11 th International Meeting on Statistical Climatology Edinburgh, 12-16 July 2010 PLAN OF TALK • Motivation • Datasets and regression methods • Skill assessment • Summary An intercomparison of multivariate regression methods for the calibration and combination of seasonal climate predictions Thanks to David Stephenson

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An intercomparison of multivariate regression methods for the calibration and combination of seasonal climate predictions. Caio A. S. Coelho Centro de Previs ã o de Tempo e Estudos Clim á ticos (CPTEC) Instituto Nacional de Pesquisas Espaciais (INPE) [email protected]. - PowerPoint PPT Presentation

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Page 1: Caio A. S. Coelho Centro de Previs ã o de Tempo e Estudos Clim á ticos (CPTEC)

Caio A. S. CoelhoCentro de Previsão de Tempo e Estudos Climáticos (CPTEC)

Instituto Nacional de Pesquisas Espaciais (INPE)[email protected]

11th International Meeting on Statistical Climatology Edinburgh, 12-16 July 2010

PLAN OF TALK• Motivation• Datasets and regression methods• Skill assessment• Summary

An intercomparison of multivariate regression methods for the calibration and

combination of seasonal climate predictions

Thanks to David Stephenson

Page 2: Caio A. S. Coelho Centro de Previs ã o de Tempo e Estudos Clim á ticos (CPTEC)

Framework for calibration and combination of climate predictions

)y|x(p ii

Data Assimilation “Forecast Assimilation”)x|y(p ff

Stephenson et al. (2005)Tellus A, 57(3), 253-264

Page 3: Caio A. S. Coelho Centro de Previs ã o de Tempo e Estudos Clim á ticos (CPTEC)

Multi-model ensemble approach

ENSEMBLESENSEMBLE-based Predictions of Climate Changes

and their Impacts

Solution: Multi-model Ensemble

Errors: Model formulationInitial conditions

http://www.ecmwf.int/research/EU_projects/ENSEMBLES/

Page 4: Caio A. S. Coelho Centro de Previs ã o de Tempo e Estudos Clim á ticos (CPTEC)

Hindcast period: 1960-2005 (46 years)

ENSEMBLES multi-model seasonal predictions

Coupled model Country ECMWF International Meteo-France France INGV Italy IFM-Kiel Germany UK Met Office U.K.

1-month leadprecip. predictionsfor DJFover S. America (i.e. issued in Nov)

9 ens memb. eachtotal: 45 members

http://www.ecmwf.int/research/EU_projects/ENSEMBLES/

Page 5: Caio A. S. Coelho Centro de Previs ã o de Tempo e Estudos Clim á ticos (CPTEC)

Multivariate regression model for thecalibration and combination of climate predictions

Y|X ~ N (L (X - Xo),D)

TYZ

1XXYXYY

o

1XXYX

SSSSD

LXYXL

SSL

Y: DJF precipitation X: DJF precipitation predictions

pn:Xqn:Y

qq:D

Use PCs of X: Principal component (PC) regression

Use Maximum Covariance Analysis (MCA) modes of YT X: MCA regression

Page 6: Caio A. S. Coelho Centro de Previs ã o de Tempo e Estudos Clim á ticos (CPTEC)

Multivariate regression model for thecalibration and combination of climate predictions

Y|X ~ N (L (X - Xo),D)

YY

o

XXYX

SDLXYXL

SSL

1

Y: DJF precipitation X: DJF precipitation predictions

Use PCs of X: Ridge principal component regression

pn:Xqn:Y

qq:D 1

pXXYX )IS(SL

Page 7: Caio A. S. Coelho Centro de Previs ã o de Tempo e Estudos Clim á ticos (CPTEC)

Taking advantage of forecast skill over the Pacificto improve forecasts over land

Source: Franco Molteni (ECMWF)

Y

X

Page 8: Caio A. S. Coelho Centro de Previs ã o de Tempo e Estudos Clim á ticos (CPTEC)

Cross validated skill assessment

Page 9: Caio A. S. Coelho Centro de Previs ã o de Tempo e Estudos Clim á ticos (CPTEC)

Ridge PC regr. PC regressionMCA regression

Correlation maps: DJF precip. anomalies

Hindcast period: 1960-2005 (46 years)

6 PCs 3 MCAs All PCs

Ridge PC shows improved skill in central South AmericaPC and MCA regression show improved skill in SE South America

Page 10: Caio A. S. Coelho Centro de Previs ã o de Tempo e Estudos Clim á ticos (CPTEC)

PC regression

Hindcast period: 1960-2005 (46 years)

6 PCs 3 MCAs

Gerrity score for DJF tercile precip. categories

Ridge PC regr. MCA regression

All PCs

Page 11: Caio A. S. Coelho Centro de Previs ã o de Tempo e Estudos Clim á ticos (CPTEC)

PC regression

Hindcast period: 1960-2005 (46 years)

6 PCs 3 MCAs

ROC skill score for DJF positive anomalies

Ridge PC regr. MCA regression

All PCs

Page 12: Caio A. S. Coelho Centro de Previs ã o de Tempo e Estudos Clim á ticos (CPTEC)

Summary• Multivariate regression is a powerful tool for the calibration and

combination of multi-model ensemble predictions

• Ridge principal component regression allows incorporation of full forecast variability in the calibration and combination procedure (advantage to PC and MCA regression that require truncation)

South American austral summer predictions:

• Principal component regression requires retaining more modes to achieve similar level of skill to MCA regression

• Over Central South America ridge principal component regression shows improved skill compared to PC and MCA regression

• Over SE South America PC and MCA regression show improved skill compared to ridge principal component regression