• Communications for Statistical Applications and Methods
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• 제24권1호
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• pp.67-80
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• 2017

Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

• 대기
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• 제28권4호
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• pp.509-520
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• 2018

The performance of the newly designed Pusan National University Coupled General Circulation Model (PNU CGCM) Ensemble Forecast System which produce 40 ensemble members for 12-month lead prediction is evaluated and analyzed in terms of boreal winter temperature over South Korea (S. Korea). The influence of ensemble size on prediction skill is examined with 40 ensemble members and the result shows that spreads of predictability are larger when the size of ensemble member is smaller. Moreover, it is suggested that more than 20 ensemble members are required for better prediction of statistically significant inter-annual variability of wintertime temperature over S. Korea. As for the ensemble average (ENS), it shows superior forecast skill compared to each ensemble member and has significant temporal correlation with Automated Surface Observing System (ASOS) temperature at 99% confidence level. In addition to forecast skill for inter-annual variability of wintertime temperature over S. Korea, winter climatology around East Asia and synoptic characteristics of warm (above normal) and cold (below normal) winters are reasonably captured by PNU CGCM. For the categorical forecast with $3{\times}3$ contingency table, the deterministic forecast generally shows better performance than probabilistic forecast except for warm winter (hit rate of probabilistic forecast: 71%). It is also found that, in case of concentrated distribution of 40 ensemble members to one category out of the three, the probabilistic forecast tends to have relatively high predictability. Meanwhile, in the case when the ensemble members distribute evenly throughout the categories, the predictability becomes lower in the probabilistic forecast.

• 한국환경과학회지
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• 제22권8호
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• pp.965-977
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• 2013

Reliable long-term streamflow forecasting is invaluable for water resource planning and management which allocates water supply according to the demand of water users. It is necessary to get probabilistic forecasts to establish risk-based reservoir operation policies. Probabilistic forecasts may be useful for the users who assess and manage risks according to decision-making responding forecasting results. Probabilistic forecasting of seasonal inflow to Andong dam is performed and assessed using selected predictors from sea surface temperature and 500 hPa geopotential height data. Categorical probability forecast by Piechota's method and logistic regression analysis, and probability forecast by conditional probability density function are used to forecast seasonal inflow. Kernel density function is used in categorical probability forecast by Piechota's method and probability forecast by conditional probability density function. The results of categorical probability forecasts are assessed by Brier skill score. The assessment reveals that the categorical probability forecasts are better than the reference forecasts. The results of forecasts using conditional probability density function are assessed by qualitative approach and transformed categorical probability forecasts. The assessment of the forecasts which are transformed to categorical probability forecasts shows that the results of the forecasts by conditional probability density function are much better than those of the forecasts by Piechota's method and logistic regression analysis except for winter season data.

• 경영과학
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• 제32권4호
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• pp.97-108
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• 2015

This study proposes a mathematical model to estimate the economic value of weather forecast service, among which the precipitation forecast service is focused. The value is calculated in terms of users' satisfaction or dissatisfaction resulted from the users' decisions made by using the precipitation probabilistic forecasts and thresholds. The satisfaction values can be quantified by the traditional value score model, which shows the scaled utility values relative to the perfect forecast information. This paper extends the value score concept to a collective value score model which is defined as a weighted sum of users' satisfaction based on threshold distribution in a group of the users. The proposed collective value score model is applied to the picnic scenario by using four hypothetical sets of probabilistic forecasts, i.e., under-confident, over-confident, under-forecast and over-forecast. The application results show that under-confident type of forecasts outperforms the others as a measure of the maximum collective value regardless of users' dissatisfaction patterns caused by two types of forecast errors, e.g., miss and false alarm.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2016년도 학술발표회
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• pp.197-197
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• 2016

Forecasting future drought events in a region plays a major role in water management and risk assessment of drought occurrences. The creeping characteristics of drought make it possible to mitigate drought's effects with accurate forecasting models. Drought forecasts are inevitably plagued by uncertainties, making it necessary to derive forecasts in a probabilistic framework. In this study, a new probabilistic scheme is proposed to forecast droughts, in which a discrete-time finite state-space hidden Markov model (HMM) is used aggregated with the Representative Concentration Pathway 8.5 (RCP) precipitation projection (HMM-RCP). The 3-month standardized precipitation index (SPI) is employed to assess the drought severity over the selected five stations in South Kore. A reversible jump Markov chain Monte Carlo algorithm is used for inference on the model parameters which includes several hidden states and the state specific parameters. We perform an RCP precipitation projection transformed SPI (RCP-SPI) weight-corrected post-processing for the HMM-based drought forecasting to derive a probabilistic forecast that considers uncertainties. Results showed that the HMM-RCP forecast mean values, as measured by forecasting skill scores, are much more accurate than those from conventional models and a climatology reference model at various lead times over the study sites. In addition, the probabilistic forecast verification technique, which includes the ranked probability skill score and the relative operating characteristic, is performed on the proposed model to check the performance. It is found that the HMM-RCP provides a probabilistic forecast with satisfactory evaluation for different drought severity categories, even with a long lead time. The overall results indicate that the proposed HMM-RCP shows a powerful skill for probabilistic drought forecasting.

• 한국수자원학회논문집
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• 제50권11호
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• pp.769-779
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• 2017

최근 우리나라에서 빈번하게 발생되는 가뭄으로 인하여 많은 피해가 발생하고 있으며, 이에 대한 사전대응의 필요성이 커지고 있다. 가뭄에 대한 효과적인 사전대응을 위해서는 신뢰성 있는 가뭄 예측 정보가 필수적이다. 본 연구에서는 수문학적 가뭄에 대한 확률론적 예측을 수행하기 위하여 가뭄의 전이현상을 베이지안 네트워크 모형에 반영하였다. 가뭄의 전이현상을 고려한 베이지안 네트워크 기반의 가뭄 예측 모형(PBNDF)은 과거, 현재, 미래에 대한 다중 모형 앙상블 예측결과와 가뭄전이 관계를 결합하여 새로운 수문학적 가뭄 예측 결과를 생산하도록 구축되었다. 본 연구에서 PBNDF 모형은 파머수문학적 가뭄지수를 활용하여 낙동강 유역의 10개 지점을 대상으로 가뭄을 확률적으로 예측하는데 적용되었다. PBNDF 모형의 ROC 분석 결과 ROC 점수가 0.5 이상의 유의한 결과를 나타내 실제 예측 모형으로 활용가능하다는 것을 확인할 수 있었다. 또한, 기존에 개발된 모형(지속성 예측, 베이지안 네트워크 예측 모형)과 평균제곱오차의 제곱근(RMSE), 기술 점수(SS)를 활용하여 비교를 수행하였으며, 그 결과 PBNDF 모형의 RMSE는 상대적으로 낮은 값을 가지며, SS는 약 0.1~0.15 정도 높은 것으로 나타나 예측성능이 향상되었다는 것을 확인할 수 있었다.

• Water Engineering Research
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• 제5권2호
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• pp.101-109
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• 2004

Aggregating information by combining forecasts from two or more forecasting methods is an alternative to using forecasts from just a single method to improve forecast accuracy. This paper describes the development and use of a monthly inflow forecast model based on an optimal linear combination (OLC) of forecasts derived from naive, persistence, and Ensemble Streamflow Prediction (ESP) forecasts. Using the cross-validation technique, the OLC model made 1-month ahead probabilistic forecasts for the Chungju multi-purpose dam inflows for 15 years. For most of the verification months, the skill associated with the OLC forecast was superior to those drawn from the individual forecast techniques. Therefore this study demonstrates that OLC can improve the accuracy of the ESP forecast, especially during the dry season. This study also examined the value of the OLC forecasts in reservoir operations. Stochastic Dynamic Programming (SDP) derived the optimal operating policy for the Chungju multi-purpose dam operation and the derived policy was simulated using the 15-year observed inflows. The simulation results showed the SDP model that updated its probability from the new OLC forecast provided more efficient operation decisions than the conventional SDP model.

• 천문학회보
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• 제41권1호
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• pp.80.1-80.1
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• 2016

There are probabilistic forecast models for solar flare occurrence, which can be evaluated by various skill scores (e.g. accuracy, critical success index, heidek skill score, and true skill score). Since these skill scores assume that two types of forecast errors (i.e. false alarm and miss) are equal or constant, which does not take into account different situations of users, they may be unrealistic. In this study, we make an evaluation of a probabilistic flare forecast model [Lee et al., 2012] which use sunspot groups and its area changes as a proxy of flux emergence. We calculate daily solar flare probabilities from 2011 to 2014 using this model. The skill scores are computed through contingency tables as a function of forecast probability, which corresponds to the maximum skill score depending on flare class and type of a skill score. We use a value score with cost/loss ratio, relative importance between the two types of forecast errors. The forecast probability (y) is linearly changed with the cost/loss ratio (x) in the form of y=ax+b: a=0.88; b=0 (C), a=1.2; b=-0.05(M), a=1.29; b=-0.02(X). We find that the forecast model has an effective range of cost/loss ratio for each class flare: 0.536-0.853(C), 0.147-0.334(M), and 0.023-0.072(X). We expect that this study would provide a guideline to determine the probability threshold and the cost/loss ratio for space weather forecast.

• 천문학회보
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• 제40권1호
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• pp.84.2-84.2
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• 2015

There are probabilistic forecast models for solar flare occurrence, which can be evaluated by various skill scores (e.g. accuracy, critical success index, heidek skill score, true skill score). Since these skill scores assume that two types of forecast errors (i.e. false alarm and miss) are equal or constant, which does not take into account different situations of users, they may be unrealistic. In this study, we make an evaluation of a probabilistic flare forecast model (Lee et al. 2012) which use sunspot groups and its area changes as a proxy of flux emergence. We calculate daily solar flare probabilities from 1996 to 2014 using this model. Overall frequencies are 61.08% (C), 22.83% (M), and 5.44% (X). The maximum probabilities computed by the model are 99.9% (C), 89.39% (M), and 25.45% (X), respectively. The skill scores are computed through contingency tables as a function of forecast probability, which corresponds to the maximum skill score depending on flare class and type of a skill score. For the critical success index widely used, the probability threshold values for contingency tables are 25% (C), 20% (M), and 4% (X). We use a value score with cost/loss ratio, relative importance between the two types of forecast errors. We find that the forecast model has an effective range of cost/loss ratio for each class flare: 0.15-0.83(C), 0.11-0.51(M), and 0.04-0.17(X), also depending on a lifetime of satellite. We expect that this study would provide a guideline to determine the probability threshold for space weather forecast.

• 대기
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• 제30권4호
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• pp.405-420
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• 2020

In this study, we investigate the predictability of intraseasonal monthly temperature and precipitation variations using hindcast datasets from eight global circulation models participating in the operational multi-model ensemble (MME) seasonal prediction system of the Asia-Pacific Economic Cooperation Climate Center for the 1983~2010 period. These intraseasonal monthly variations are defined by categorical deterministic analysis. The monthly temperature and precipitation are categorized into above normal (AN), near normal (NN), and below normal (BN) based on the σ-value ± 0.43 after standardization. The nine patterns of intraseasonal monthly variation are defined by considering the changing pattern of the monthly categories for the three consecutive months. A deterministic and a probabilistic analysis are used to define intraseasonal monthly variation for the multi-model consisting of numerous ensemble members. The results show that a pattern (pattern 7), which has the same monthly categories in three consecutive months, is the most frequently occurring pattern in observation regardless of the seasons and variables. Meanwhile, the patterns (e.g., patterns 8 and 9) that have consistently increasing or decreasing trends in three consecutive months, such as BN-NN-AN or AN-NN-BN, occur rarely in observation. The MME and eight individual models generally capture pattern 7 well but rarely capture patterns 8 and 9.