Academic Journal
Calibrating Multi-Model Forecast Ensembles with Exchangeable and Missing Members using Bayesian Model Averaging ∗
| العنوان: | Calibrating Multi-Model Forecast Ensembles with Exchangeable and Missing Members using Bayesian Model Averaging ∗ |
|---|---|
| المؤلفون: | Chris Fraley, Adrian E. Raftery, Tilmann Gneiting, Acknowledgements We, Cliff Mass, Greg Hakim, Jeff Baars, Brian Ancell |
| المساهمون: | The Pennsylvania State University CiteSeerX Archives |
| المصدر: | http://www.stat.washington.edu/research/reports/2009/tr556.pdf. |
| سنة النشر: | 2009 |
| المجموعة: | CiteSeerX |
| الوصف: | Sloughter for sharing their insights and providing data. This research was sponsored by the National Science Foundation under Joint Ensemble Forecasting System (JEFS) subaward No. S06-47225 with the University Corporation for Atmospheric Research (UCAR), as well as grants No. ATM-0724721 and No. DMS-0706745. Bayesian model averaging (BMA) is a statistical postprocessing technique that generates calibrated and sharp predictive probability density functions (PDFs) from forecast ensembles. It represents the predictive PDF as a weighted average of PDFs centered on the bias-corrected ensemble members, where the weights reflect the relative skill of the individual members over a training period. This work adapts the BMA approach to situations that arise frequently in practice, namely, when one or more of the member forecasts are exchangeable, and when there are missing ensemble members. Exchangeable members differ in random perturbations only, such as the members of bred ensembles, singular vector ensembles, or ensemble Kalman filter systems. Accounting for exchangeability simplifies the BMA approach, in that the BMA weights and the parameters of the component PDFs can be assumed to |
| نوع الوثيقة: | text |
| وصف الملف: | application/pdf |
| اللغة: | English |
| Relation: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.151.5655; http://www.stat.washington.edu/research/reports/2009/tr556.pdf |
| الاتاحة: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.151.5655 http://www.stat.washington.edu/research/reports/2009/tr556.pdf |
| Rights: | Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
| رقم الانضمام: | edsbas.C4C49830 |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |