PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Ozone ensemble forecast with machine learning algorithms
Vivien Mallet, Boris Mauricette and Gilles Stoltz
Journal of Geophysical Research 2000.

Abstract

We apply machine learning algorithms to perform sequential aggregation of ozone forecasts. The latter rely on a multimodel ensemble built for ozone forecasting with the modeling system Polyphemus. The ensemble simulations are obtained by changes in the physical parameterizations, the numerical schemes, and the input data to the models. The simulations are carried out for summer 2001 over Western Europe in order to forecast ozone daily peaks and ozone hourly concentrations. Based on past observations and past model forecasts, the learning algorithms produce a weight for each model. A convex or linear combination of the model forecasts is then formed with these weights. This process is repeated for each round of forecasting and is therefore called sequential aggregation. The aggregated forecasts demonstrate good results; for instance, they always show better performance than the best model in the ensemble and they even compete against the best constant linear combination. In addition, the machine learning algorithms come with theoretical guarantees with respect to their performance, that hold for all possible sequences of observations, even non-stochastic ones. Our study also demonstrates the robustness of the methods. We therefore conclude that these aggregation methods are very relevant for operational forecasts.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Theory & Algorithms
ID Code:4562
Deposited By:Gilles Stoltz
Deposited On:13 March 2009