Calibration and combination of dynamical seasonal forecasts to enhance the value of predicted probabilities for managing risk

摘要

Seasonal probability forecasts produced with numerical dynamics on supercomputers offer great potential value in managing risk and opportunity created by seasonal variability. The skill and reliability of contemporary forecast systems can be increased by calibration methods that use the historical performance of the forecast system to improve the ongoing real-time forecasts. Two calibration methods are applied to seasonal surface temperature forecasts of the US National Weather Service, the European Centre for Medium Range Weather Forecasts, and to a World Climate Service multi-model ensemble created by combining those two forecasts with Bayesian methods. As expected, the multi-model is somewhat more skillful and more reliable than the original models taken alone. The potential value of the multimodel in decision making is illustrated with the profits achieved in simulated trading of a weather derivative. In addition to examining the seasonal models, the article demonstrates that calibrated probability forecasts of weekly average temperatures for leads of 2-4 weeks are also skillful and reliable. The conversion of ensemble forecasts into probability distributions of impact variables is illustrated with degree days derived from the temperature forecasts. Some issues related to loss of stationarity owing to long-term warming are considered. The main conclusion of the article is that properly calibrated probabilistic forecasts possess sufficient skill and reliability to contribute to effective decisions in government and business activities that are sensitive to intraseasonal and seasonal climate variability.