Forecast verification

Bureau of Edi Gardens · the forecast against observations at Melbourne (Olympic Park), 4 km south of the park · boeg.com.au

Each forecast is kept and, once the hour has passed, compared with what the Bureau of Meteorology observed at Melbourne (Olympic Park). The chart shows the forecast made one, three or five days ahead against the observations; the residual below it is ε(t)=y(t)−y^(t)\varepsilon(t) = y(t) - \hat{y}(t), observed minus forecast, so a positive residual means it was warmer, windier or higher than forecast.

Quantity
Forecast made
Temperature (°C)

All quantities, by days ahead

Period

The ensemble

Each morning the 51 runs of the ECMWF ensemble for the next five days are kept for the hours 10 am to 6 pm and scored once the observations arrive. The continuous ranked probability score (CRPS) measures the whole spread of runs against what happened, in the quantity's own units: lower is better, and for a single forecast it equals the absolute error, so the ensemble's CRPS can be read directly against the single run's mean absolute error on the same hours.

Definitions

For nn hours with forecast y^i\hat{y}_i and observation yiy_i, and residual εi=yi−y^i\varepsilon_i = y_i - \hat{y}_i:

bias=1n∑i=1nεi,MAE=1n∑i=1n∣εi∣,RMSE=1n∑i=1nεi2\mathrm{bias} = \frac{1}{n}\sum_{i=1}^{n} \varepsilon_i, \qquad \mathrm{MAE} = \frac{1}{n}\sum_{i=1}^{n} \lvert \varepsilon_i \rvert, \qquad \mathrm{RMSE} = \sqrt{\frac{1}{n}\sum_{i=1}^{n} \varepsilon_i^{2}}

The CRPS of a forecast distribution FF for an observation yy (Matheson & Winkler 1976; Hersbach 2000), with HH the step function:

CRPS(F,y)=∫−∞∞[F(x)−H(x−y)]2 dx\mathrm{CRPS}(F, y) = \int_{-\infty}^{\infty} \bigl[F(x) - H(x - y)\bigr]^{2}\, dx

For an ensemble of MM runs x1,…,xMx_1, \dots, x_M the fair estimator (Ferro 2014) is used, the score the ensemble would earn if it had infinitely many runs drawn the same way:

CRPSfair=1M∑i=1M∣xi−y∣  −  12M(M−1)∑i=1M∑j=1M∣xi−xj∣\mathrm{CRPS}_{\text{fair}} = \frac{1}{M}\sum_{i=1}^{M} \lvert x_i - y \rvert \;-\; \frac{1}{2M(M-1)}\sum_{i=1}^{M}\sum_{j=1}^{M} \lvert x_i - x_j \rvert

Rank histogram (Hamill 2001): the observation's rank among the 51 runs. A flat histogram means the runs spread as widely as the outcomes do; a U shape means the outcome often falls outside the runs (too little spread); a dome means too much spread.

Forecast made N days ahead: the forecast for that hour from the model run of N days earlier (Open-Meteo Previous Runs), so lead times of N to N + 1 days. Forecast curve: hourly values joined by a monotone cubic (Fritsch & Carlson 1980), which never overshoots between hours; the dots are the hourly values that are scored. Only observations on the hour are scored; the half-hourly ones are drawn.

What to bear in mind

The chart as a table

Sources

Observations: Australian Government Bureau of Meteorology, Melbourne (Olympic Park), station 086338. Forecasts: ECMWF IFS and ECMWF ensemble via Open-Meteo (CC BY 4.0). Methods: section 17 of the methods. References: Ferro CAT (2014) Fair scores for ensemble forecasts, QJRMS 140: 1917–1923, doi:10.1002/qj.2270; Fritsch FN, Carlson RE (1980), SIAM J. Numer. Anal. 17: 238–246, doi:10.1137/0717021; Hamill TM (2001), Mon. Wea. Rev. 129: 550–560, doi:10.1175/1520-0493(2001)129<0550:IORHFV>2.0.CO;2; Hersbach H (2000), Wea. Forecasting 15: 559–570, doi:10.1175/1520-0434(2000)015<0559:DOTCRP>2.0.CO;2; Matheson JE, Winkler RL (1976), Management Science 22: 1087–1096, doi:10.1287/mnsc.22.10.1087.