Extended Range(10–30 Days) Heavy Rain Forecasting Study Based on a Nonlinear Cross-Prediction Error Model

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.

Adaptive Error Curve Learning Ensemble Model for Improving Energy Consumption Forecasting

Despite the advancement within the last decades in the field of smart grids,energy consumption forecasting utilizing the metrological features is still challenging.This paper proposes a genetic algorithm-based adaptive error curve learning ensemble(GA-ECLE)model.The proposed technique copes with the stochastic variations of improving energy consumption forecasting using a machine learning-based ensembled approach.A modified ensemble model based on a utilizing error of model as a feature is used to improve the forecast accuracy.This approach combines three models,namely CatBoost(CB),Gradient Boost(GB),and Multilayer Perceptron(MLP).The ensembled CB-GB-MLP model’s inner mechanism consists of generating a meta-data from Gradient Boosting and CatBoost models to compute the final predictions using the Multilayer Perceptron network.A genetic algorithm is used to obtain the optimal features to be used for the model.To prove the proposed model’s effectiveness,we have used a four-phase technique using Jeju island’s real energy consumption data.In the first phase,we have obtained the results by applying the CB-GB-MLP model.In the second phase,we have utilized a GA-ensembled model with optimal features.The third phase is for the comparison of the energy forecasting result with the proposed ECL-based model.The fourth stage is the final stage,where we have applied the GA-ECLE model.We obtained a mean absolute error of 3.05,and a root mean square error of 5.05.Extensive experimental results are provided,demonstrating the superiority of the proposed GA-ECLE model over traditional ensemble models.

Short Term Forecasting Performances of Classical VAR and Sims-Zha Bayesian VAR Models for Time Series with Collinear Variables and Correlated Error Terms

Forecasts can either be short term, medium term or long term. In this work we considered short term forecast because of the problem of limited data or time series data that is often encounter in time series analysis. This simulation study considered the performances of the classical VAR and Sims-Zha Bayesian VAR for short term series at different levels of collinearity and correlated error terms. The results from 10,000 iteration revealed that the BVAR models are excellent for time series length of T=8 for all levels of collinearity while the classical VAR is effective for time series length of T=16 for all collinearity levels except when ρ = -0.9 and ρ = -0.95. We therefore recommended that for effective short term forecasting, the time series length, forecasting horizon and the collinearity level should be considered.

STUDY OF THE EFFECTS OF REDUCING SYSTEMATIC ERRORS ON MONTHLY REGIONAL CLIMATE DYNAMICAL FORECAST

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.

Effect of Distributional Assumption on GARCH Model into Shenzhen Stock Market： a Forecasting Evaluation

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.

Possible Sources of Forecast Errors Generated by the Global/Regional Assimilation and Prediction System for Landfalling Tropical Cyclones.PartⅠ:Initial Uncertainties

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.

Analysis on the Reason of Local Heavy Rainstorm Forecast Error in the Subtropical High Control

[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.

Application of an Error Statistics Estimation Method to the PSAS Forecast Error Covariance Model

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.

Forecasting Inflation Rate of Zambia Using Holt’s Exponential Smoothing

In this paper, the Holt’s exponential smoothing and Auto-Regressive Integrated Moving Average (ARIMA) models were used to forecast inflation rate of Zambia using the monthly consumer price index (CPI) data from May 2010 to May 2014. Results show that the ARIMA ((12), 1, 0) is an adequate model which best fits the CPI time series data and is therefore suitable for forecasting CPI and subsequently the inflation rate. However, the choice of the Holt’s exponential smoothing is as good as an ARIMA model considering the smaller deviations in the mean absolute percentage error and mean square error. Moreover, the Holt’s exponential smoothing model is less complicated since you do not require specialised software to implement it as is the case for ARIMA models. The forecasted inflation rate for April and May, 2015 is 7.0 and 6.6 respectively.

ANALYSES OF ERRORS IN MEDIUM-TERM NUMERICAL FORECAST PRODUCTS FOR THE SUBTROPICAL HIGH 1998

By statistic and dynamic analyses, we have come to the following conclusions: (1) The ECMWF medium-term numerical forecast can forecast medium-term activity of subtropical high, and the accuracy rate of forecast cannot have large improvement by translational corrections. (2) The important cause for the ECMWF medium-term numerical forecast to have errors in 1998 is that the astronomical tide is not included in the model. (3) Two indexes are found from which it can be judged that ECMWF medium-term numerical forecast will have errors if the astronomical tide is ignored in the model : ① When the 54.7?line under the moon of the nodical month astronomical singularities coincides with the trough-line of the subtropical jet flow from 50癊 to 150癊 on the 500 hPa level at 2000 L.T. of the same day, and is approximately vertical (α>60? with the isotherm, then the day 0 2 days after the appearance of the nodical month astronomical singularities is defined as the initial day. Then in three successive days after the initial day, ECMWF medium-term numerical forecast of the northern latitude of the 588 line at 120 癊 will have continuous errors as large as two latitudes (7/9). Otherwise, it won’t have continuous errors (13/13). ② Otherwise, if the 54.7 ?line is in the range of a low pressure between two high pressures, then there is a dispersive error on the day of the nodical month astronomical singularities (5/7). There is not any error (6/6) otherwise.

Nonlinear combined forecasting model based on fuzzy adaptive variable weight and its application

In order to enhance forecasting precision of problems about nonlinear time series in a complex industry system,a new nonlinear fuzzy adaptive variable weight combined forecasting model was established by using conceptions of the relative error,the change tendency of the forecasted object,gray basic weight and adaptive control coefficient on the basis of the method of fuzzy variable weight.Based on Visual Basic 6.0 platform,a fuzzy adaptive variable weight combined forecasting and management system was developed.The application results reveal that the forecasting precisions from the new nonlinear combined forecasting model are higher than those of other single combined forecasting models and the combined forecasting and management system is very powerful tool for the required decision in complex industry system.

Forecasting Methods to Reduce Inventory Level in Supply Chain

Based on the two-level supply chain composed of suppliers and retailers, we assume that market demand is subject to an ARIMA(1, 1, 1). The supplier uses the minimum mean square error method (MMSE), the simple moving average method (SMA) and the weighted moving average method (WMA) respectively to forecast the market demand. According to the statistical properties of stationary time series, we calculate the mean square error between supplier forecast demand and market demand. Through the simulation, we compare the forecasting effects of the three methods and analyse the influence of the lead-time L and the moving average parameter N on prediction. The results show that the forecasting effect of the MMSE method is the best, of the WMA method is the second, and of the SMA method is the last. The results also show that reducing the lead-time and increasing the moving average parameter improve the prediction accuracy and reduce the supplier inventory level.

Dynamic Analogue Initialization for Ensemble Forecasting

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.

Improvement in Background Error Covariances Using Ensemble Forecasts for Assimilation of High-Resolution Satellite Data

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.

Day-Ahead Probabilistic Load Flow Analysis Considering Wind Power Forecast Error Correlation

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.

The Relationship between Deterministic and Ensemble Mean Forecast Errors Revealed by Global and Local Attractor Radii

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.

Partition of Forecast Error into Positional and Structural Components

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.

Evaluation of forecasting methods from selected stock market returns

Forecasting stock market returns is one of the most effective tools for risk management and portfolio diversification.There are several forecasting techniques in the literature for obtaining accurate forecasts for investment decision making.Numerous empirical studies have employed such methods to investigate the returns of different individual stock indices.However,there have been very few studies of groups of stock markets or indices.The findings of previous studies indicate that there is no single method that can be applied uniformly to all markets.In this context,this study aimed to examine the predictive performance of linear,nonlinear,artificial intelligence,frequency domain,and hybrid models to find an appropriate model to forecast the stock returns of developed,emerging,and frontier markets.We considered the daily stock market returns of selected indices from developed,emerging,and frontier markets for the period 2000–2018 to evaluate the predictive performance of the above models.The results showed that no single model out of the five models could be applied uniformly to all markets.However,traditional linear and nonlinear models outperformed artificial intelligence and frequency domain models in providing accurate forecasts.

Investigating seasonality,policy intervention and forecasting in the Indian gold futures market:a comparison based on modeling non‑constant variance using two different methods

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.

河南2023年麦收期连阴雨极端特征及预报偏差分析

基于多尺度观测资料、多种数值模式和主观预报产品,分析了2023年河南麦收关键期出现的连续降水天气过程的极端性特征,并对主客观预报进行检验评估。结果表明:5月20日至6月4日累计降水量距平百分率全省平均为170.3%,累计雨量有17个站达到历史同期排名第一;5月25日至6月4日出现长达11天的全省范围的连阴雨过程,历史排名第二。2023年5月2530日500 hPa平均场副高西伸脊点较气候态偏西33个经度以上,河南上空高度场较气候态高出160~200 gpm。中层气流变化导致降水系统移动方向发生变化,是豫西强降水漏报的主要原因;模式对台风和副高位置预报的偏差,是导致雨带向南偏差的直接原因,进而导致各数值模式暴雨以上量级降水评分偏低。豫西地形对风场影响的机理较为复杂,需对更多个例诊断分析,得到客观结论。