Posteriori Correction of Forecast and Observation Error Variances

摘要

Proposed method of total observation and forecast error variance correction is based on the assumption about normal distribution of "observed- minus-forecast" residuals (O-F), where O is an observed value and F is usually a short-term model forecast. This assumption can be accepted for several types of observations (except humidity) which are not grossly in error. Degree of nearness to normal distribution can be estimated by the symmetry or skewness (luck of symmetry) a(sub 3) = mu(sub 3)/sigma(sup 3) and kurtosis a(sub 4) = mu(sub 4)/sigma(sup 4) - 3 Here mu(sub i) = i-order moment, sigma is a standard deviation. It is well known that for normal distribution a(sub 3) = a(sub 4) = 0.