Can multi-model combination really enhance the prediction skill of probabilistic ensemble forecasts?

摘要

The success of multi-model ensemble combination has been demonstrated in many studies. Given that a multi-model contains information from all participating models, including the less skilful ones, the question remains as to why, and under what conditions, a multi-model can outperform the best participating single model. It is the aim of this paper to resolve this apparent paradox. The study is based on a synthetic forecast generator, allowing the generation of perfectly-calibrated single-model ensembles of any size and skill. Additionally, the degree of ensemble under-dispersion (or overconfidence) can be prescribed. Multi-model ensembles are then constructed from both weighted and unweighted averages of these single-model ensembles. Applying this toy model, we carry out systematic model-combination experiments. We evaluate how multi-model performance depends on the skill and overconfidence of the participating single models. It turns out that multi-model ensembles can indeed locally outperform a 'best-model' approach, but only if the single-model ensembles are overconfident. The reason is that multi-model combination reduces overconfidence, i.e. ensemble spread is widened while average ensemble-mean error is reduced. This implies a net gain in prediction skill, because probabilistic skill scores penalize overconfidence. Under these conditions, even the addition of an objectively-poor model can improve multi-model skill. It seems that simple ensemble inflation methods cannot yield the same skillimprovement. Using seasonal near-surface temperature forecasts from the DEMETER dataset, we show that the conclusions drawn from the toy-model experiments hold equally in a real multi-model ensemble prediction system.