[Objective] The research aimed to study the reason of local heavy rainstorm forecast error in the subtropical high control. [Method] Started from summarizing the reason of forecast error, by using the conventional gro...[Objective] The research aimed to study the reason of local heavy rainstorm forecast error in the subtropical high control. [Method] Started from summarizing the reason of forecast error, by using the conventional ground observation data, the upper air sounding data, T639, T213 and European Center (ECMWF) numerical prediction product data, GFS precipitation forecast product of U.S. National Center for Environmental Prediction, the weather situation, physical quantity field in a heavy rainstorm process which happened in the north of Shaoyang at night on August 5, 2010 were fully analyzed. Based on the numerical analysis forecast product data, the reason of heavy rainstorm forecast error in the subtropical high was comprehensively analyzed by using the comparison and analysis method of forecast and actual situation. [Result] The forecasters didn’t deeply and carefully analyze the weather situation. On the surface, 500 hPa was controlled by the subtropical high, but there was the weak shear line in 700 and 850 hPa. Moreover, they neglected the influences of weak cold air and easterlies wave. The subtropical high quickly weakened, and the system adjustment was too quick. The wind field variations in 850, 700 and 500 hPa which were forecasted by ECMWF had the big error with the actual situation. It was by east about 2 longitudes than the actual situation. In summer forecast, they only considered the intensity and position variations of 500 hPa subtropical high, and neglected the situation variations in the middle, low levels and on the ground. It was the most key element which caused the rainstorm forecast error in the subtropical high. The forecast error of numerical forecast products on the height field situation variation was big. The precipitation forecasts of Japan FSAS, U.S. National Center for Environmental Prediction GFS, T639 and T213 were all small. The humidity field forecast value of T639 was small. In the rainstorm forecast, the local rainstorm forecast index and method weren’t used in the forecast practice. In the precipitation forecast process, they only paid attention to the score prediction of station and didn’t value the non-site prediction. Some important physical quantity factors weren’t carefully studied. [Conclusion] The research provided the reference basis for the forecast and early warning of local heavy rainstorm.展开更多
In atmospheric data assimilation systems, the forecast error covariance model is an important component. However, the paralneters required by a forecast error covariance model are difficult to obtain due to the absenc...In atmospheric data assimilation systems, the forecast error covariance model is an important component. However, the paralneters required by a forecast error covariance model are difficult to obtain due to the absence of the truth. This study applies an error statistics estimation method to the Pfiysical-space Statistical Analysis System (PSAS) height-wind forecast error covariance model. This method consists of two components: the first component computes the error statistics by using the National Meteorological Center (NMC) method, which is a lagged-forecast difference approach, within the framework of the PSAS height-wind forecast error covariance model; the second obtains a calibration formula to rescale the error standard deviations provided by the NMC method. The calibration is against the error statistics estimated by using a maximum-likelihood estimation (MLE) with rawindsonde height observed-minus-forecast residuals. A complete set of formulas for estimating the error statistics and for the calibration is applied to a one-month-long dataset generated by a general circulation model of the Global Model and Assimilation Office (GMAO), NASA. There is a clear constant relationship between the error statistics estimates of the NMC-method and MLE. The final product provides a full set of 6-hour error statistics required by the PSAS height-wind forecast error covariance model over the globe. The features of these error statistics are examined and discussed.展开更多
Extended range (10-30 d) heavy rain forecasting is difficult but performs an important function in disaster prevention and mitigation. In this paper, a nonlinear cross prediction error (NCPE) algorithm that combin...Extended range (10-30 d) heavy rain forecasting is difficult but performs an important function in disaster prevention and mitigation. In this paper, a nonlinear cross prediction error (NCPE) algorithm that combines nonlinear dynamics and statistical methods is proposed. The method is based on phase space reconstruction of chaotic single-variable time series of precipitable water and is tested in 100 global cases of heavy rain. First, nonlinear relative dynamic error for local attractor pairs is calculated at different stages of the heavy rain process, after which the local change characteristics of the attractors are analyzed. Second, the eigen-peak is defined as a prediction indicator based on an error threshold of about 1.5, and is then used to analyze the forecasting validity period. The results reveal that the prediction indicator features regarded as eigenpeaks for heavy rain extreme weather are all reflected consistently, without failure, based on the NCPE model; the prediction validity periods for 1-2 d, 3-9 d and 10-30 d are 4, 22 and 74 cases, respectively, without false alarm or omission. The NCPE model developed allows accurate forecasting of heavy rain over an extended range of 10-30 d and has the potential to be used to explore the mechanisms involved in the development of heavy rain according to a segmentation scale. This novel method provides new insights into extended range forecasting and atmospheric predictability, and also allows the creation of multi-variable chaotic extreme weather prediction models based on high spatiotemporal resolution data.展开更多
This paper investigates the possible sources of errors associated with tropical cyclone (TC) tracks forecasted using the Global/Regional Assimilation and Prediction System (GRAPES). The GRAPES forecasts were made ...This paper investigates the possible sources of errors associated with tropical cyclone (TC) tracks forecasted using the Global/Regional Assimilation and Prediction System (GRAPES). The GRAPES forecasts were made for 16 landfaIling TCs in the western North Pacific basin during the 2008 and 2009 seasons, with a forecast length of 72 hours, and using the default initial conditions ("initials", hereafter), which are from the NCEP-FNL dataset, as well as ECMWF initials. The forecasts are compared with ECMWF forecasts. The results show that in most TCs, the GRAPES forecasts are improved when using the ECMWF initials compared with the default initials. Compared with the ECMWF initials, the default initials produce lower intensity TCs and a lower intensity subtropical high, but a higher intensity South Asia high and monsoon trough, as well as a higher temperature but lower specific humidity at the TC center. Replacement of the geopotential height and wind fields with the ECMWF initials in and around the TC center at the initial time was found to be the most efficient way to improve the forecasts. In addition, TCs that showed the greatest improvement in forecast accuracy usually had the largest initial uncertainties in TC intensity and were usually in the intensifying phase. The results demonstrate the importance of the initial intensity for TC track forecasts made using GRAPES, and indicate the model is better in describing the intensifying phase than the decaying phase of TCs. Finally, the limit of the improvement indicates that the model error associated with GRAPES forecasts may be the main cause of poor forecasts of landfalling TCs. Thus, further examinations of the model errors are required.展开更多
Weather manifests in spatiotemporally coherent structures.Weather forecasts hence are affected by both positional and structural or amplitude errors.This has been long recognized by practicing forecasters(cf.,e.g.,Tro...Weather manifests in spatiotemporally coherent structures.Weather forecasts hence are affected by both positional and structural or amplitude errors.This has been long recognized by practicing forecasters(cf.,e.g.,Tropical Cyclone track and intensity errors).Despite the emergence in recent decades of various objective methods for the diagnosis of positional forecast errors,most routine verification or statistical post-processing methods implicitly assume that forecasts have no positional error.The Forecast Error Decomposition(FED)method proposed in this study uses the Field Alignment technique which aligns a gridded forecast with its verifying analysis field.The total error is then partitioned into three orthogonal components:(a)large scale positional,(b)large scale structural,and(c)small scale error variance.The use of FED is demonstrated over a month-long MSLP data set.As expected,positional errors are often characterized by dipole patterns related to the displacement of features,while structural errors appear with single extrema,indicative of magnitude problems.The most important result of this study is that over the test period,more than 50%of the total mean sea level pressure forecast error variance is associated with large scale positional error.The importance of positional error in forecasts of other variables and over different time periods remain to be explored.展开更多
It has been demonstrated that ensemble mean forecasts, in the context of the sample mean, have higher forecasting skill than deterministic(or single) forecasts. However, few studies have focused on quantifying the rel...It has been demonstrated that ensemble mean forecasts, in the context of the sample mean, have higher forecasting skill than deterministic(or single) forecasts. However, few studies have focused on quantifying the relationship between their forecast errors, especially in individual prediction cases. Clarification of the characteristics of deterministic and ensemble mean forecasts from the perspective of attractors of dynamical systems has also rarely been involved. In this paper, two attractor statistics—namely, the global and local attractor radii(GAR and LAR, respectively)—are applied to reveal the relationship between deterministic and ensemble mean forecast errors. The practical forecast experiments are implemented in a perfect model scenario with the Lorenz96 model as the numerical results for verification. The sample mean errors of deterministic and ensemble mean forecasts can be expressed by GAR and LAR, respectively, and their ratio is found to approach2^(1/2) with lead time. Meanwhile, the LAR can provide the expected ratio of the ensemble mean and deterministic forecast errors in individual cases.展开更多
Short-term power flow analysis has a significant influence on day-ahead generation schedule. This paper proposes a time series model and prediction error distribution model of wind power output. With the consideration...Short-term power flow analysis has a significant influence on day-ahead generation schedule. This paper proposes a time series model and prediction error distribution model of wind power output. With the consideration of wind speed and wind power output forecast error’s correlation, the probabilistic distributions of transmission line flows during tomorrow’s 96 time intervals are obtained using cumulants combined Gram-Charlier expansion method. The probability density function and cumulative distribution function of transmission lines on each time interval could provide scheduling planners with more accurate and comprehensive information. Simulation in IEEE 39-bus system demonstrates effectiveness of the proposed model and algorithm.展开更多
A nested-model system is constructed by embedding the regional climate model RegCM3 into a general circulation model for monthly-scale regional climate forecast over East China. The systematic errors are formulated fo...A nested-model system is constructed by embedding the regional climate model RegCM3 into a general circulation model for monthly-scale regional climate forecast over East China. The systematic errors are formulated for the region on the basis of 10-yr (1991-2000) results of the nested-model system, and of the datasets of the Climate Prediction Center (CPC) Merged Analysis of Precipitation (CMAP) and the temperature analysis of the National Meteorological Center (NMC), U.S.A., which are then used for correcting the original forecast by the system for the period 2001-2005. After the assessment of the original and corrected forecasts for monthly precipitation and surface air temperature, it is found that the corrected forecast is apparently better than the original, suggesting that the approach can be applied for improving monthly-scale regional climate dynamical forecast.展开更多
Satellite data obtained over synoptic data-sparse regions such as an ocean contribute toward improving the quality of the initial state of limited-area models. Background error covariances are crucial to the proper di...Satellite data obtained over synoptic data-sparse regions such as an ocean contribute toward improving the quality of the initial state of limited-area models. Background error covariances are crucial to the proper distribution of satellite-observed information in variational data assimilation. In the NMC (National Meteorological Center) method, background error covariances are underestimated over data-sparse regions such as an ocean because of small differences between different forecast times. Thus, it is necessary to reconstruct and tune the background error covariances so as to maximize the usefulness of the satellite data for the initial state of limited-area models, especially over an ocean where there is a lack of conventional data. In this study, we attempted to estimate background error covariances so as to provide adequate error statistics for data-sparse regions by using ensemble forecasts of optimal perturbations using bred vectors. The background error covariances estimated by the ensemble method reduced the overestimation of error amplitude obtained by the NMC method. By employing an appropriate horizontal length scale to exclude spurious correlations, the ensemble method produced better results than the NMC method in the assimilation of retrieved satellite data. Because the ensemble method distributes observed information over a limited local area, it would be more useful in the analysis of high-resolution satellite data. Accordingly, the performance of forecast models can be improved over the area where the satellite data are assimilated.展开更多
Using real-time correction technology for typhoons, this paper discusses real-time correction for forecasting the track of four typhoons during 2009 and 2010 in Japan, Beijing, Guangzhou, and Shanghai. It was determin...Using real-time correction technology for typhoons, this paper discusses real-time correction for forecasting the track of four typhoons during 2009 and 2010 in Japan, Beijing, Guangzhou, and Shanghai. It was determined that the short-time forecast effect was better than the original objective mode. By selecting four types of integration schemes after multiple mode path integration for those four objective modes, the forecast effect of the multi-mode path integration is better, on average, than any single model. Moreover, multi-mode ensemble forecasting has obvious advantages during the initial 36 h.展开更多
Aiming at the deficiency of the robustness of thermal error compensation models of CNC machine tools, the mechanism of improving the models' robustness is studied by regarding the Leaderway-V450 machining center as t...Aiming at the deficiency of the robustness of thermal error compensation models of CNC machine tools, the mechanism of improving the models' robustness is studied by regarding the Leaderway-V450 machining center as the object. Through the analysis of actual spindle air cutting experimental data on Leaderway-V450 machine, it is found that the temperature-sensitive points used for modeling is volatility, and this volatility directly leads to large changes on the collinear degree among modeling independent variables. Thus, the forecasting accuracy of multivariate regression model is severely affected, and the forecasting robustness becomes poor too. To overcome this effect, a modeling method of establishing thermal error models by using single temperature variable under the jamming of temperature-sensitive points' volatility is put forward. According to the actual data of thermal error measured in different seasons, it is proved that the single temperature variable model can reduce the loss of fore- casting accuracy resulted from the volatility of tempera- ture-sensitive points, especially for the prediction of cross quarter data, the improvement of forecasting accuracy is about 5 μm or more. The purpose that improving the robustness of the thermal error models is realized, which can provide a reference for selecting the modelingindependent variable in the application of thermal error compensation of CNC machine tools.展开更多
This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physic...This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physical form.The trade of gold futures relates to seasons,festivity,and government policy.So,the paper will discuss seasonality and intervention in the analysis.Due to non-constant variance,we will also use the standard variance stabilization transformation method and the ARIMA/GARCH modelling method to compare the forecast performance on the gold futures prices.The results from the analysis show that while the standard variance transformation method may provide better point forecast values,the ARIMA/GARCH modelling method provides much shorter forecast intervals.The empirical results of this study which rationalise the effect of seasonality in the Indian bullion derivative market have not been reported in literature.展开更多
We examine the relation between managerial ability and management forecast accuracy. We base our analysis on S&P 500 Composite Index constituents for the period of 2006-2012. Data were collected from Thomson Reuteurs...We examine the relation between managerial ability and management forecast accuracy. We base our analysis on S&P 500 Composite Index constituents for the period of 2006-2012. Data were collected from Thomson Reuteurs, Compustat and Demerjian, Lev, and McVay (2012). We find that forecast accuracy is positively associated with managerial ability in the case of sales forecasts. Specifically, more able managers are associated with lower magnitude's forecast errors in the case of sales forecasts. Additional analysis finds that managerial ability is immaterial to EPS figures' forecast accuracy, i.e., EPS forecasts appear not to be affected by manager's superiority. Regarding sales forecasts, the results are consistent with the assertion that managers impact the quality of the delivered management forecasts. Regarding EPS forecasts, the results are in alignment with Demerjian, Lev, Lewis, and McVay (2013) who highlighted that managerial ability is an ability score related to the entire management team.展开更多
Accounting concepts dictate that separately disclosed components should contain separate useful information. This paper examines the relations between income statement components and analysts' earnings forecasts and ...Accounting concepts dictate that separately disclosed components should contain separate useful information. This paper examines the relations between income statement components and analysts' earnings forecasts and forecast errors. Regressions explaining earnings forecasts using earnings components provide a better fit than regression using just aggregate income to explain forecasts. We interpret this as consistent with the hypothesis that analysts use incremental information in components not available in aggregate income. However, additional tests based on predictability of forecast errors indicate that analysts do not incorporate all information available in components into earnings forecasts. In addition, this inefficiency appears to increase at longer forecast horizons.展开更多
This paper introduces a new approach for the initialization of ensemble numerical forecasting: Dynamic Analogue Initialization (DAI). DAI assumes that the best model state trajectories for the past provide the init...This paper introduces a new approach for the initialization of ensemble numerical forecasting: Dynamic Analogue Initialization (DAI). DAI assumes that the best model state trajectories for the past provide the initial conditions for the best forecasts in the future. As such, DAI performs the ensemble forecast using the best analogues from a full size ensemble. As a pilot study, the Lorenz63 and Lorenz96 models were used to test DAI's effectiveness independently. Results showed that DAI can improve the forecast significantly. Especially in lower-dimensional systems, DAI can reduce the forecast RMSE by ~50% compared to the Monte Carlo forecast (MC). This improvement is because DAI is able to recognize the direction of the analysis error through the embedding process and therefore selects those good trajectories with reduced initial error. Meanwhile, a potential improvement of DAI is also proposed, and that is to find the optimal range of embedding time based on the error's growing speed.展开更多
This paper examines the forecasting performance of different kinds of GARCH model (GRACH, EGARCH, TARCH and APARCH) under the Normal, Student-t and Generalized error distributional assumption. We compare the effect ...This paper examines the forecasting performance of different kinds of GARCH model (GRACH, EGARCH, TARCH and APARCH) under the Normal, Student-t and Generalized error distributional assumption. We compare the effect of different distributional assumption on the GARCH models. The data we analyze are the daily stocks indexes for Shenzhen Stock Exchange (SSE) in China from April 3^rd, 1991 to April 14^th, 2005. We find that improvements of the overall estimation are achieved when asymmetric GARCH models are used with student-t distribution and generalized error distribution. Moreover, it is found that TARCH and GARCH models give better forecasting performance than EGARCH and APARCH models. In forecasting performance, the model under normal distribution gives more accurate forecasting performance than non-normal densities and generalized error distributions clearly outperform the student-t densities in case of SSE.展开更多
文摘[Objective] The research aimed to study the reason of local heavy rainstorm forecast error in the subtropical high control. [Method] Started from summarizing the reason of forecast error, by using the conventional ground observation data, the upper air sounding data, T639, T213 and European Center (ECMWF) numerical prediction product data, GFS precipitation forecast product of U.S. National Center for Environmental Prediction, the weather situation, physical quantity field in a heavy rainstorm process which happened in the north of Shaoyang at night on August 5, 2010 were fully analyzed. Based on the numerical analysis forecast product data, the reason of heavy rainstorm forecast error in the subtropical high was comprehensively analyzed by using the comparison and analysis method of forecast and actual situation. [Result] The forecasters didn’t deeply and carefully analyze the weather situation. On the surface, 500 hPa was controlled by the subtropical high, but there was the weak shear line in 700 and 850 hPa. Moreover, they neglected the influences of weak cold air and easterlies wave. The subtropical high quickly weakened, and the system adjustment was too quick. The wind field variations in 850, 700 and 500 hPa which were forecasted by ECMWF had the big error with the actual situation. It was by east about 2 longitudes than the actual situation. In summer forecast, they only considered the intensity and position variations of 500 hPa subtropical high, and neglected the situation variations in the middle, low levels and on the ground. It was the most key element which caused the rainstorm forecast error in the subtropical high. The forecast error of numerical forecast products on the height field situation variation was big. The precipitation forecasts of Japan FSAS, U.S. National Center for Environmental Prediction GFS, T639 and T213 were all small. The humidity field forecast value of T639 was small. In the rainstorm forecast, the local rainstorm forecast index and method weren’t used in the forecast practice. In the precipitation forecast process, they only paid attention to the score prediction of station and didn’t value the non-site prediction. Some important physical quantity factors weren’t carefully studied. [Conclusion] The research provided the reference basis for the forecast and early warning of local heavy rainstorm.
文摘In atmospheric data assimilation systems, the forecast error covariance model is an important component. However, the paralneters required by a forecast error covariance model are difficult to obtain due to the absence of the truth. This study applies an error statistics estimation method to the Pfiysical-space Statistical Analysis System (PSAS) height-wind forecast error covariance model. This method consists of two components: the first component computes the error statistics by using the National Meteorological Center (NMC) method, which is a lagged-forecast difference approach, within the framework of the PSAS height-wind forecast error covariance model; the second obtains a calibration formula to rescale the error standard deviations provided by the NMC method. The calibration is against the error statistics estimated by using a maximum-likelihood estimation (MLE) with rawindsonde height observed-minus-forecast residuals. A complete set of formulas for estimating the error statistics and for the calibration is applied to a one-month-long dataset generated by a general circulation model of the Global Model and Assimilation Office (GMAO), NASA. There is a clear constant relationship between the error statistics estimates of the NMC-method and MLE. The final product provides a full set of 6-hour error statistics required by the PSAS height-wind forecast error covariance model over the globe. The features of these error statistics are examined and discussed.
基金provided by the National Natural Science Foundation of China(Grant Nos.41275039 and 41471305)the Preeminence Youth Cultivation Project of Sichuan (Grant No.2015JQ0037)
文摘Extended range (10-30 d) heavy rain forecasting is difficult but performs an important function in disaster prevention and mitigation. In this paper, a nonlinear cross prediction error (NCPE) algorithm that combines nonlinear dynamics and statistical methods is proposed. The method is based on phase space reconstruction of chaotic single-variable time series of precipitable water and is tested in 100 global cases of heavy rain. First, nonlinear relative dynamic error for local attractor pairs is calculated at different stages of the heavy rain process, after which the local change characteristics of the attractors are analyzed. Second, the eigen-peak is defined as a prediction indicator based on an error threshold of about 1.5, and is then used to analyze the forecasting validity period. The results reveal that the prediction indicator features regarded as eigenpeaks for heavy rain extreme weather are all reflected consistently, without failure, based on the NCPE model; the prediction validity periods for 1-2 d, 3-9 d and 10-30 d are 4, 22 and 74 cases, respectively, without false alarm or omission. The NCPE model developed allows accurate forecasting of heavy rain over an extended range of 10-30 d and has the potential to be used to explore the mechanisms involved in the development of heavy rain according to a segmentation scale. This novel method provides new insights into extended range forecasting and atmospheric predictability, and also allows the creation of multi-variable chaotic extreme weather prediction models based on high spatiotemporal resolution data.
基金supported by the National Science and Technology Support Program(Grant.No.2012BAC22B03)the National Natural Science Foundation of China(Grant No.41475100)+1 种基金the Youth Innovation Promotion Association of Chinese Academy of Sciencesthe Japan Society for the Promotion of Science KAKENHI(Grant.No.26282111)
文摘This paper investigates the possible sources of errors associated with tropical cyclone (TC) tracks forecasted using the Global/Regional Assimilation and Prediction System (GRAPES). The GRAPES forecasts were made for 16 landfaIling TCs in the western North Pacific basin during the 2008 and 2009 seasons, with a forecast length of 72 hours, and using the default initial conditions ("initials", hereafter), which are from the NCEP-FNL dataset, as well as ECMWF initials. The forecasts are compared with ECMWF forecasts. The results show that in most TCs, the GRAPES forecasts are improved when using the ECMWF initials compared with the default initials. Compared with the ECMWF initials, the default initials produce lower intensity TCs and a lower intensity subtropical high, but a higher intensity South Asia high and monsoon trough, as well as a higher temperature but lower specific humidity at the TC center. Replacement of the geopotential height and wind fields with the ECMWF initials in and around the TC center at the initial time was found to be the most efficient way to improve the forecasts. In addition, TCs that showed the greatest improvement in forecast accuracy usually had the largest initial uncertainties in TC intensity and were usually in the intensifying phase. The results demonstrate the importance of the initial intensity for TC track forecasts made using GRAPES, and indicate the model is better in describing the intensifying phase than the decaying phase of TCs. Finally, the limit of the improvement indicates that the model error associated with GRAPES forecasts may be the main cause of poor forecasts of landfalling TCs. Thus, further examinations of the model errors are required.
文摘Weather manifests in spatiotemporally coherent structures.Weather forecasts hence are affected by both positional and structural or amplitude errors.This has been long recognized by practicing forecasters(cf.,e.g.,Tropical Cyclone track and intensity errors).Despite the emergence in recent decades of various objective methods for the diagnosis of positional forecast errors,most routine verification or statistical post-processing methods implicitly assume that forecasts have no positional error.The Forecast Error Decomposition(FED)method proposed in this study uses the Field Alignment technique which aligns a gridded forecast with its verifying analysis field.The total error is then partitioned into three orthogonal components:(a)large scale positional,(b)large scale structural,and(c)small scale error variance.The use of FED is demonstrated over a month-long MSLP data set.As expected,positional errors are often characterized by dipole patterns related to the displacement of features,while structural errors appear with single extrema,indicative of magnitude problems.The most important result of this study is that over the test period,more than 50%of the total mean sea level pressure forecast error variance is associated with large scale positional error.The importance of positional error in forecasts of other variables and over different time periods remain to be explored.
基金funding from the National Natural Science Foundation of China (Grant Nos. 41375110 and 41522502)
文摘It has been demonstrated that ensemble mean forecasts, in the context of the sample mean, have higher forecasting skill than deterministic(or single) forecasts. However, few studies have focused on quantifying the relationship between their forecast errors, especially in individual prediction cases. Clarification of the characteristics of deterministic and ensemble mean forecasts from the perspective of attractors of dynamical systems has also rarely been involved. In this paper, two attractor statistics—namely, the global and local attractor radii(GAR and LAR, respectively)—are applied to reveal the relationship between deterministic and ensemble mean forecast errors. The practical forecast experiments are implemented in a perfect model scenario with the Lorenz96 model as the numerical results for verification. The sample mean errors of deterministic and ensemble mean forecasts can be expressed by GAR and LAR, respectively, and their ratio is found to approach2^(1/2) with lead time. Meanwhile, the LAR can provide the expected ratio of the ensemble mean and deterministic forecast errors in individual cases.
文摘Short-term power flow analysis has a significant influence on day-ahead generation schedule. This paper proposes a time series model and prediction error distribution model of wind power output. With the consideration of wind speed and wind power output forecast error’s correlation, the probabilistic distributions of transmission line flows during tomorrow’s 96 time intervals are obtained using cumulants combined Gram-Charlier expansion method. The probability density function and cumulative distribution function of transmission lines on each time interval could provide scheduling planners with more accurate and comprehensive information. Simulation in IEEE 39-bus system demonstrates effectiveness of the proposed model and algorithm.
基金National Natural Science Foundation of China (40875067, 40675040)Knowledge Innovation Program of the Chinese Academy of Sciences (IAP09306)National Basic Research Program of China. (2006CB400505)
文摘A nested-model system is constructed by embedding the regional climate model RegCM3 into a general circulation model for monthly-scale regional climate forecast over East China. The systematic errors are formulated for the region on the basis of 10-yr (1991-2000) results of the nested-model system, and of the datasets of the Climate Prediction Center (CPC) Merged Analysis of Precipitation (CMAP) and the temperature analysis of the National Meteorological Center (NMC), U.S.A., which are then used for correcting the original forecast by the system for the period 2001-2005. After the assessment of the original and corrected forecasts for monthly precipitation and surface air temperature, it is found that the corrected forecast is apparently better than the original, suggesting that the approach can be applied for improving monthly-scale regional climate dynamical forecast.
基金funded by the Korea Meteorological Administration Research and Development Program under Grant RACS 2010-2016supported by the Brain Korea 21 project of the Ministry of Education and Human Resources Development of the Korean government
文摘Satellite data obtained over synoptic data-sparse regions such as an ocean contribute toward improving the quality of the initial state of limited-area models. Background error covariances are crucial to the proper distribution of satellite-observed information in variational data assimilation. In the NMC (National Meteorological Center) method, background error covariances are underestimated over data-sparse regions such as an ocean because of small differences between different forecast times. Thus, it is necessary to reconstruct and tune the background error covariances so as to maximize the usefulness of the satellite data for the initial state of limited-area models, especially over an ocean where there is a lack of conventional data. In this study, we attempted to estimate background error covariances so as to provide adequate error statistics for data-sparse regions by using ensemble forecasts of optimal perturbations using bred vectors. The background error covariances estimated by the ensemble method reduced the overestimation of error amplitude obtained by the NMC method. By employing an appropriate horizontal length scale to exclude spurious correlations, the ensemble method produced better results than the NMC method in the assimilation of retrieved satellite data. Because the ensemble method distributes observed information over a limited local area, it would be more useful in the analysis of high-resolution satellite data. Accordingly, the performance of forecast models can be improved over the area where the satellite data are assimilated.
基金National Natural Science Foundation of China(41475060,41275067,41405060)
文摘Using real-time correction technology for typhoons, this paper discusses real-time correction for forecasting the track of four typhoons during 2009 and 2010 in Japan, Beijing, Guangzhou, and Shanghai. It was determined that the short-time forecast effect was better than the original objective mode. By selecting four types of integration schemes after multiple mode path integration for those four objective modes, the forecast effect of the multi-mode path integration is better, on average, than any single model. Moreover, multi-mode ensemble forecasting has obvious advantages during the initial 36 h.
基金Supported by Key Project of National Natural Science Fund of China(Grant No.51490660/51490661)National Natural Science Foundation of China(Grant No.51175142)
文摘Aiming at the deficiency of the robustness of thermal error compensation models of CNC machine tools, the mechanism of improving the models' robustness is studied by regarding the Leaderway-V450 machining center as the object. Through the analysis of actual spindle air cutting experimental data on Leaderway-V450 machine, it is found that the temperature-sensitive points used for modeling is volatility, and this volatility directly leads to large changes on the collinear degree among modeling independent variables. Thus, the forecasting accuracy of multivariate regression model is severely affected, and the forecasting robustness becomes poor too. To overcome this effect, a modeling method of establishing thermal error models by using single temperature variable under the jamming of temperature-sensitive points' volatility is put forward. According to the actual data of thermal error measured in different seasons, it is proved that the single temperature variable model can reduce the loss of fore- casting accuracy resulted from the volatility of tempera- ture-sensitive points, especially for the prediction of cross quarter data, the improvement of forecasting accuracy is about 5 μm or more. The purpose that improving the robustness of the thermal error models is realized, which can provide a reference for selecting the modelingindependent variable in the application of thermal error compensation of CNC machine tools.
基金supported by the Fulbright-Nehru Doctoral Research program(Award No.2447/DR/2019-2020).
文摘This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physical form.The trade of gold futures relates to seasons,festivity,and government policy.So,the paper will discuss seasonality and intervention in the analysis.Due to non-constant variance,we will also use the standard variance stabilization transformation method and the ARIMA/GARCH modelling method to compare the forecast performance on the gold futures prices.The results from the analysis show that while the standard variance transformation method may provide better point forecast values,the ARIMA/GARCH modelling method provides much shorter forecast intervals.The empirical results of this study which rationalise the effect of seasonality in the Indian bullion derivative market have not been reported in literature.
文摘We examine the relation between managerial ability and management forecast accuracy. We base our analysis on S&P 500 Composite Index constituents for the period of 2006-2012. Data were collected from Thomson Reuteurs, Compustat and Demerjian, Lev, and McVay (2012). We find that forecast accuracy is positively associated with managerial ability in the case of sales forecasts. Specifically, more able managers are associated with lower magnitude's forecast errors in the case of sales forecasts. Additional analysis finds that managerial ability is immaterial to EPS figures' forecast accuracy, i.e., EPS forecasts appear not to be affected by manager's superiority. Regarding sales forecasts, the results are consistent with the assertion that managers impact the quality of the delivered management forecasts. Regarding EPS forecasts, the results are in alignment with Demerjian, Lev, Lewis, and McVay (2013) who highlighted that managerial ability is an ability score related to the entire management team.
文摘Accounting concepts dictate that separately disclosed components should contain separate useful information. This paper examines the relations between income statement components and analysts' earnings forecasts and forecast errors. Regressions explaining earnings forecasts using earnings components provide a better fit than regression using just aggregate income to explain forecasts. We interpret this as consistent with the hypothesis that analysts use incremental information in components not available in aggregate income. However, additional tests based on predictability of forecast errors indicate that analysts do not incorporate all information available in components into earnings forecasts. In addition, this inefficiency appears to increase at longer forecast horizons.
文摘This paper introduces a new approach for the initialization of ensemble numerical forecasting: Dynamic Analogue Initialization (DAI). DAI assumes that the best model state trajectories for the past provide the initial conditions for the best forecasts in the future. As such, DAI performs the ensemble forecast using the best analogues from a full size ensemble. As a pilot study, the Lorenz63 and Lorenz96 models were used to test DAI's effectiveness independently. Results showed that DAI can improve the forecast significantly. Especially in lower-dimensional systems, DAI can reduce the forecast RMSE by ~50% compared to the Monte Carlo forecast (MC). This improvement is because DAI is able to recognize the direction of the analysis error through the embedding process and therefore selects those good trajectories with reduced initial error. Meanwhile, a potential improvement of DAI is also proposed, and that is to find the optimal range of embedding time based on the error's growing speed.
文摘This paper examines the forecasting performance of different kinds of GARCH model (GRACH, EGARCH, TARCH and APARCH) under the Normal, Student-t and Generalized error distributional assumption. We compare the effect of different distributional assumption on the GARCH models. The data we analyze are the daily stocks indexes for Shenzhen Stock Exchange (SSE) in China from April 3^rd, 1991 to April 14^th, 2005. We find that improvements of the overall estimation are achieved when asymmetric GARCH models are used with student-t distribution and generalized error distribution. Moreover, it is found that TARCH and GARCH models give better forecasting performance than EGARCH and APARCH models. In forecasting performance, the model under normal distribution gives more accurate forecasting performance than non-normal densities and generalized error distributions clearly outperform the student-t densities in case of SSE.