Abstract

We present a novel quasi-Bayesian method to weight multiple dynamical models by their skill at capturing both potentially non-linear trends and first-order autocorrelated variability of the underlying process, and to make weighted probabilistic projections. We validate the method using a suite of one-at-a-time cross-validation experiments involving Atlantic meridional overturning circulation (AMOC), its temperature-based index, as well as Korean summer mean maximum temperature. In these experiments the method tends to exhibit superior skill over a trend-only Bayesian model averaging weighting method in terms of weight assignment and probabilistic forecasts. Specifically, mean credible interval width, and mean absolute error of the projections tend to improve. We apply the method to a problem of projecting summer mean maximum temperature change over Korea by the end of the 21st century using a multi-model ensemble. Compared to the trend-only method, the new method appreciably sharpens the probability distribution function (pdf) and increases future most likely, median, and mean warming in Korea. The method is flexible, with a potential to improve forecasts in geosciences and other fields.

Highlights

  • A common forecasting problem is one of probabilistic multi-model forecasts of a stochastic dynamical system [1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18]

  • Using several simulated and observed datasets we show that the new method results in better weighting and tends to improve forecasts of system mean change under new conditions compared to when trend-only Bayesian Model Averaging (BMA) weighting is used

  • The new method tends to improve in terms of the mean 90% credible interval width as well as mean absolute bias of the mean (Table 1, Figs 6 and 7, Figs N-Q in S1 File)

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Summary

Introduction

A common forecasting problem is one of probabilistic multi-model forecasts of a stochastic dynamical system [1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18]. The Bayesian approach to this problem assumes that associated with k dynamical models are k competing statistical models Mi for vector of observations y. These statistical models result in a conditional probability density function (pdf) for y given that Mi is reasonable, p(y|Mi).

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