Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/146138 
Year of Publication: 
2016
Series/Report no.: 
Working Papers in Economics and Statistics No. 2016-21
Publisher: 
University of Innsbruck, Research Platform Empirical and Experimental Economics (eeecon), Innsbruck
Abstract: 
Probabilistic forecasts provided by numerical ensemble prediction systems have systematic errors and are typically underdispersive. This is especially true over complex topography with extensive terrain induced small-scale effects which cannot be resolved by the ensemble system. To alleviate these errors statistical post-processing methods are often applied to calibrate the forecasts. This article presents a new full-distributional spatial post-processing method for daily precipitation sums based on the Standardized Anomaly Model Output Statistics (SAMOS) approach. Observations and forecasts are transformed into standardized anomalies by subtracting the long-term climatological mean and dividing by the climatological standard deviation. This removes all site-specific characteristics from the data and permits to fit one single regression model for all stations at once. As the model does not depend on the station locations, it directly allows to create probabilistic forecasts for any arbitrary location. SAMOS uses a left-censored power-transformed logistic response distribution to account for the large fraction of zero observations (dry days), the limitation to non-negative values, and the positive skewness of the data. ECMWF reforecasts are used for model training and to correct the ECMWF ensemble forecasts with the big advantage that SAMOS does not require an extensive archive of past ensemble forecasts and automatically adapts to changes in the ECMWF ensemble model. The application of the new method to the central Alps shows that the new method is able to depict the small-scale properties and returns accurate fully probabilistic spatial forecasts.
Subjects: 
ensemble post-processing
distributional regression
precipitation
complex terrain
censoring
JEL: 
C53
C61
Q50
Document Type: 
Working Paper

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