The ECMWF Ensemble Prediction System
Transcription
The ECMWF Ensemble Prediction System
The ECMWF Ensemble Prediction System Design, Diagnosis and Developments Martin Leutbecher European Centre for Medium-Range Weather Forecasts MPIPKS Dresden, January 2010 Acknowledgements: Renate Hagedorn, Linus Magnusson M Leutbecher Ensemble Prediction: D3 ECODYC10 1 / 47 Ensemble forecasting of weather A probabilistic forecast for Dresden The ECMWF Ensemble Prediction System (EPS) 50 perturbed forecasts forecasts start from slightly different initial conditions. Perturbations are based on singular vectors of 2-day propagator of the model. model tendencies are stochastically perturbed 2 ensembles per day at 00 and 12 UTC M Leutbecher Ensemble Prediction: D3 ECODYC10 2 / 47 Comparison with other global ensembles in TIGGE 850 hPa Temperature, Northern Hemisphere, DJF 2008/09 0.8 TIGGE-4 CMC ECMWF MetOffice NCEP 0.6 CRPSS EC-CAL 0.4 CRPS: Continuous Ranked Probability Score ≡ Mean Squared error of the cumulative distribution Converted to skill with CRPS of climatological distribution (1 perfect, 0 as good as climate) 0.2 0.0 2 4 6 8 10 Lead Time / days 12 14 Hagedorn et al. (2010) Quasi-independent analysis (ERA-Interim) used for verification Symbols indicate that differences to TIGGE-4 are statistically significant at the 1% level. M Leutbecher Ensemble Prediction: D3 EC-CAL: Calibrated ECMWF EPS as good as multi-model TIGGE-4 (4 best ensembles in TIGGE including ECMWF) ECODYC10 3 / 47 What determines the skill of the EPS? Accurate centre of pdf of initial conditions: 4D-Var assimilation scheme using millions of observations every 12 hours Accurate forecast model: efficient and accurate dynamics, advanced parametrisations. Spatial resolution: global NWP model with 50 km (32 km from 26 Jan 2010) horizontal resolution and 62 levels up to 5 hPa Efficient representation of sources of uncertainty I I Initial uncertainties: Singular vectors (SVs) Model uncertainties: Stochastically perturbed parametrisation tendencies (SPPT) Decisions about upgrades subject to detailed diagnostics . . . M Leutbecher Ensemble Prediction: D3 ECODYC10 4 / 47 EPS Design: Representation of Initial Uncertainties not all initial condition perturbations grow vigorously perturb only those directions of the state space that are dynamically the most sensitive in a linear sense initial time t0 t1 > t0 p.d.f. with covariance probability density function (p.d.f.) with covariance C0 C1 = M C0 MT , where M is the propagator a suitable singular-value-decomposition of the propagator of the NWP model yields such perturbations (“singular vectors (SVs)”) M Leutbecher Ensemble Prediction: D3 ECODYC10 5 / 47 EPS Design: Initial Uncertainties (2) Initial pdf represented by a Gaussian in the space spanned by the leading O(100) SVs in a state space with dimension O(107 ) Norms (linear transformations of state space) are required to define a physically meaningful SVD The appropriate initial-time norm is based on the initial error covariance matrix I I I I If initial error cov. matrix Pa was used in SVD, the SVs evolve into leading eigenvectors of (a linear and perfect model estimate of) the forecast error covariance matrix If we had access to Pa we could use it directly to define the pdf. In the operational system the so-called total energy norm is used as proxy A more sophisticated estimate of the analysis error covariances based on the Hessian of the 4D-Var cost function as been tried . . . (Barkmeijer et al 1998,1999, Lawrence et al 2009). M Leutbecher Ensemble Prediction: D3 ECODYC10 6 / 47 Singular vectors of the propagator 1/2 Consider the SVD of the scaled propagator D1/2 MC0 and final time norm kxk2i = xT C−1 0 x, for the initial time norm kxk2f = xT Dx The singular value decomposition of the scaled propagator is 1/2 D1/2 MC0 e V eT = US (1) Here, S is the diagonal matrix containing the decreasing singular values e and V e contain the non-dimensional σ1 ≥ σ2 ≥ . . . ≥ σN . Orthonormal matrices U left and right singular vectors, respectively (as column vectors). In the usual physical coordinates, we refer to the singular vectors as initial SVs normalised evolved SVs 1/2 e V = C0 V e U = D−1/2 U The leading SVs evolve into the leading eigenvectors of the fc error cov. matrix C1 C1 = MC0 MT = US2 UT . M Leutbecher Ensemble Prediction: D3 (2) ECODYC10 7 / 47 Singular vectors in the operational ECMWF EPS topt ≡ t1 − t0 = 48 h resolution: T42 (300 km) Extra-tropics: 50 SVs for N.-Hem. (30◦ –90◦ N) + 50 for S.-Hem.(30◦ –90◦ S). Tangent-linear model with vertical diffusion and surface friction only. Tropical cyclones: 5 singular vectors per region targeted on active tropical depressions/cyclones. Up to 6 such regions. Tangent-linear model with representation of diabatic processes (large-scale condensation, convection, radiation, gravity-wave drag, vert. diff. and surface friction). Localisation is required to avoid that too many leading singular vectors are located in the dynamically more active winter hemisphere. Also required to obtain (more slowly growing) perturbations associated with tropical cyclones. In order to optimise perturbations for a specific region simply replace the propagator M in the equations by PM, where P denotes the projection operator which sets the state vector ( T , u, v , ln psfc in grid-point space) to zero outside the region of interest and is the identity inside it. M Leutbecher Ensemble Prediction: D3 ECODYC10 8 / 47 1 1 0 0 10 20 30 Total Wave Number 0 40 0 10 20 30 Total Wave Number 40 Upward and upscale growth of singular vectors average energy of the leading 50 singular vectors initial time (× 50), final time t =48 h (× 1) : total energy; : kinetic energy Northern hemisphere extra-tropics, 2006032100 0001 2006032100 MEAN N= 50 FAC= 5.00E+01- 1.00E+00 0001 2006032100 MEAN N= 50 FAC= 5.00E+01- 1.00E+00 vertical profile 10 20 30 40 50 60 spectrum 5 Energy Level N 4 3 2 0 1 2 3 Energy 4 1 0 5 0 10 20 30 Total Wave Number wave number 5 200 hPa ↔ level 20 300 hPa ↔ level 27 10 MAGICS500 6.10 hPa tamlane Thu 35 Apr 13700 11:44:54 1 ERROR(S) FOUND * ↔- nel level hPa2006 ↔ 0001 level* 42 20 850 hPa ↔ level 48 925 hPa ↔ level 52 40 40 wave length 8000 km 4000 km 2000 km 1000 km see also Buizza and Palmer (1995) and Lawrence et al (2009) Ensemble Prediction: D3 M Leutbecher ECODYC10 9 / 47 Regional distribution of Northern Hem. SVs square root of vertically integrated total energy of SV 1–50 (shading) 500 hPa geopotential (contours) ECMWF Analysis VT:Tuesday 21 March 2006 00UTC 500hPa geopotential height (Units: dam Exp: 0001 ) initial singular vectors, 211March 2006, 00total UTC ECMWF SV VT:Tuesday 21 March 2006 00UTC Model Level **Vertically integrated energy (Units: Exp: 0001 60°W 0° 540 540 530 520 L 540 L L L 0 L H 570 H L L L L 550 540 570 L H L H L 550 570 540 560 30°N 580 580 H L L L 0 56 580 580 60°N 0 H 560 H LH 540 530 53 L L 30°N 520L L 550 H 60°N 52 550 540 520 520 510 0 530 ) 120°E 550 550 550 L 60°E 57 120°W H H L H L L H H H L L 0.2321 2 4 6 8 10 11.34 ECMWF Analysis VT:Thursday 23 March 2006 00UTC 500hPa geopotential height (Exp: 0001 ) evolved singular vectors, 23 March 2006, 00 UTC ECMWF Evolved SV FC VT:Tuesday 21 March 2006 00UTC Model Level 1 **Vertically integrated total energy (Exp: 0001 ) 60°W 0° 550 540 530 L H L L 30°N L 0 56 570 L 520 53 0 L H 550 30°N 580 580 L H L 560 570 570 H H M Leutbecher L 550 L 570 580 580 L 60°N L 540 0 L H 520 56 L H H H 530 510 L 530 540 540 530 520 550 H 120°E 550 L 540 H 60°N 60°E 550 540 540 120°W H L Ensemble Prediction: D L L 3 H H H H 1.279 8 16 24 32 40 48 56 64 ECODYC10 72 L80 81.30 10 / 47 Initial condition perturbations • Initial condition uncertainty is represented by a (multi-variate) Gaussian distribution in the space spanned by the leading singular vectors • The perturbations based on a set of singular vectors v1 , . . . , vm are of the form m X xj = αjk vk (3) k=1 • The αjk are independent draws from a truncated Gaussian distribution. 0.50 0.45 0.40 0.35 p( α ) • The width of the distribution is set so that the spread of the ensemble matches the root-mean square error in an average over many cases (β ≈ 10). • The Gaussian is truncated at ±3 standard deviations to avoid numerical instabilities for extreme values (α = 10σ is unlikely but possible). 0.30 0.25 β 0.20 0.15 0.10 0.05 0.00 −4 −3 −2 −1 0 α Ensemble Prediction: D3 M Leutbecher 1 2 ECODYC10 3 4 11 / 47 Initial condition perturbations (2) • For the extra-tropical perturbations, the leading 50 initial singular vectors and the leading 50 evolved singular vectors are combined (in each hemisphere) evolved SVs −2 initial SVs 0 +2 t (d) EPS forecasts • For each of the (up to 6) optimisation regions targeted on a tropical cyclone, the leading 5 initial singular vectors are combined. • To make sure that the ensemble mean is centred on the unperturbed analysis a plus-minus symmetry has been introduced: coefficients for members 1, 3, 5, . . . , 49 are sampled, the perturbation for members 2, 4, 6, . . . 50 is set to minus the perturbation of the member j − 1 (xj = −xj−1 ). Note: The sign of a singular vector itself is arbitrary. M Leutbecher Ensemble Prediction: D3 ECODYC10 12 / 47 Initial condition perturbation for member 5 Temperature (every 0.2 K); 21 March 2006, 00 UTC at ≈ 700 hPa 120°W 60°W 0° 60°E 120°E -0.2 0.2 60°N 60°N -0.4 30°N 30°N 0° 0° TC Wati 30°S 30°S 0.2 60°S 60°S 0.2 -0.2 120°W -0.2 60°W 0° 60°E 120°E Cross section of temp at 20060321 50◦ N 00 step 0 Expver 0001 200 0.2 300 400 500 600 800 1000 -0 .2 0.2 0.4 -0.4 0. 2 150 W 100 W O O 50 W 0 O M Leutbecher 50 E O 50.0N Ensemble Prediction: 0.2 100 E O D -0 .2 150 E O O 3 ECODYC10 13 / 47 Initial condition perturbation for member 50 Temperature (every 0.2 K); 21 March 2006, 00 UTC at ≈ 700 hPa 120°W 60°W 0° 60°E 120°E 0.2 -0.2 60°N 60°N 30°N 30°N 0° 0° 30°S 30°S -0.2 60°S 60°S 0.2 0.4 0.2 120°W 60°W 0° 60°E 120°E Cross section of temp at 20060321 50◦ N 00 step 0 Expver 0001 200 -0.2 .2 .2 -0 0. 4 -0 .2 -0 .4 -0 -0.2 0.2 0.2 0.2 2 0. M Leutbecher 0.2 0.2 300 400 500 600 800 1000 150 W O 100 W O 50 W O 0 50 E O 50.0N D Ensemble Prediction: O 3 100 E O 150 E O ECODYC10 14 / 47 EPS Design: Representation of Model Uncertainties Model uncertainties are represented by stochastically perturbed parametrisation tendencies (SPPT) Original scheme developed by Buizza et al (1999, “stochastic physics”) Revised scheme outlined below (see Palmer et al, 2009, for details) Ensemble Prediction: D3 M Leutbecher ECODYC10 15 / 47 Perturbed parametrized tendencies Tendency perturbation: ∆Xp = (1 + r )∆X0 , where ∆X0 denotes the unperturbed tendency of u, v , T , q Random pattern r given by AR(1) processes in spectral space t=0h t=3h t=6h Decorrelation scales: 500 km (horizontal), 6 h Distribution of r is Gaussian with stdev 0.5 in grid point space No perturbations in stratosphere and close to the surface M Leutbecher Ensemble Prediction: D3 ECODYC10 16 / 47 EPS skill and SPPT CRPSS of Meridional Wind Component at 850 hPa Northern Extratropics 20◦ –90◦ N Tropics 20◦ S–20◦ N v850hPa, Northern Extra-tropics v850hPa, Tropics ContinuousRankedProbabilitySkillScore 2007112300-2008083100 (40) ContinuousRankedProbabilitySkillScore 2007112300-2008083100 (40) 0.48 0.7 0.42 0.6 0.36 CRPSS 0.54 0.8 CRPSS 0.9 0.5 0.4 0.3 0.24 0.3 0.18 0.2 0.12 0.1 0.06 0 0 2 4 6 8 10 12 0 14 0 2 4 6 fc-step (d) 8 10 12 fc-step (d) No tendency perturbations Buizza et al (1999) revision (2009) Ensemble Prediction: D3 M Leutbecher ECODYC10 17 / 47 SPPT revision and the tail of the precipitation distribution CDF of 6-hourly precipitation estimated from 2000 10-day forecasts precipitation frequency in forecasts with SPPT precip. frequency in fcs. without tendency pertns. Northern Extratropics 20◦ –90◦ N Tropics 20◦ S–20◦ N n.hem tropics N40/2007112300to2008083100 N40/2007112300to2008083100 1.6 3.2 3 1.5 freq(pert.) / freq(unpert.) freq(pert.) / freq(unpert.) 2.8 1.4 2.6 2.4 1.3 2.2 1.2 2 1.8 1.1 1.6 1 1.4 1.2 0.9 1 0.8 0.50.6 0.8 1 2 3 4 5 6 7 8 10 20 30 40 50 0.8 0.50.6 0.8 1 rate (mm/6h) 3 4 5 6 7 8 10 20 30 40 50 rate (mm/6h) Buizza et al (1999) M Leutbecher 2 Ensemble Prediction: D3 revision (2009) ECODYC10 18 / 47 14 Diagnosis Comparison of SV-based perturbations with other initial perturbations Focus on 3 recent studies Model and unperturbed initial state based on operational NWP system Comparison using the same forecast model (IFS of ECMWF) and the same unperturbed initial state (operational ECMWF analysis) Comparisons I I I Bred vectors ↔ singular vectors Ens. Transform Pertns. ↔ Random States ↔ SVs Short-range forecast errors ↔ SVs M Leutbecher Ensemble Prediction: D3 ECODYC10 19 / 47 Comparison of ensembles using bred vectors and singular vectors Magnusson, Leutbecher and Källén (2008, MWR) Bred vectors: I I I I rescaling every 6-hours 2 flavours: global rescaling, regionally varying rescaling (“masked”) 18 perturbed ICs from adding/subtracting 9 independent BVs to analysis ensemble spread tuned to get same spread at Day 3 as SV ensemble Singular vectors: operational ECMWF configuration TL 255L40 (80 km, 40 levels up to 10 hPa) 18 members, model cycle 31r1 Buizza et al (1999) tendency perturbations 46 cases; period: 1 December 2005 – 15 January 2006 M Leutbecher Ensemble Prediction: D3 ECODYC10 20 / 47 Ensemble standard deviation and Ens. Mean RMS error 500 hPa height ← RMSE ← Spread M Leutbecher Ensemble Prediction: D3 ECODYC10 21 / 47 ECODYC10 22 / 47 Discrete Ranked Probability Skill Score 500 hPa height M Leutbecher Ensemble Prediction: D3 Scaled differences of random states and Ens. Transform Magnusson, Nycander and Källén, 2009, Tellus Random Perturbation Fields I I scaled difference between randomly selected states scaling factor (∼ 0.1) tuned to get similar spread as SV ensemble at Day 3 (Z500, N-Hem) Ensemble Transform with rescaling (NCEP’s current method) I I I Ensemble Transformation every 6-hours 20 perturbed ICs from adding/subtracting 10 ET perturbations to analysis ensemble spread tuned to get same spread at Day 3 as SV ensemble Singular vectors: operational configuration as described earlier TL 255L40 (80 km, 40 levels up to 10 hPa) 20 members, model cycle 31r1 Buizza et al (1999) tendency perturbations 90 cases; period: 1 December 2005 – 28 February 2006 M Leutbecher Ensemble Prediction: D3 ECODYC10 23 / 47 Ensemble standard deviation and Ens. Mean RMS error 500 hPa height ← RMSE ← Spread Singular vectors: solid Ens. Transform: dashdotted Random Field Perturbations: dashed M Leutbecher Ensemble Prediction: D3 ECODYC10 24 / 47 Discrete Ranked Probability Skill Score 850 hPa temperature Singular vectors: solid Ens. Transform: dash-dotted Random Field Perturbations: dashed However, SVs better initially in terms of Z500 (overdispersion of ET and RPF). Ensemble Prediction: D3 M Leutbecher ECODYC10 25 / 47 Nonmodal perturbation growth in the atmosphere MARCH 2004 704 TRIBBIA AND BAUMHEFNER Tribbia & Baumhefner (2004) MONTHLY WEATHER REVIEW Lorenz (1969, 1984) FIG. 1. Growth of errors initially confined to smallest scales, according to a theoretical model Lorenz (1984). Horizontal scales are on the bottom, and the upper curve is the full atmospheric motion spectrum. gorinsky (1969), Williamson and Kasahara (1971), and later by Daley (1981), gave progressively shorter estimates of the time, beginning with 1 month and culminating at about 10 days. Throughout, the conceptual model of a gradual inverse cascade has remained, and with the extension to three-dimensional flow through the concept of quasigeostrophic (QG) turbulence developed by Charney (1971), the supposition of longtime M Leutbecher Ensemble predictability of planetary scales has remained part of the conventional wisdom of atmospheric predictability. It should be noted that cascade rates are intimately VOLUME 132 sparked by programs such as the North American Observing System (NAOS), the U.S. Weather Research Program (USWRP), and the Navy Predictability Directed Research Initiative, the quantification of propagation rates of error variance across scales and of scale interactions is extremely relevant. Such estimates will permit a rational choice of observational strategy that may be targeted to allow the accurate prediction of phenomena of a chosen scale. Since it has been two decades since such quantities were computed in the works cited above, and forecast and climate models have continued to develop over that time, this work will reexamine the questions of interscale influence in predictability error growth. In the following sections we develop an experimental design that can test the validity of this conventional wisdom regarding scale interactions and predictability error growth in large and small scales. We also test directly the effects of scale limitations of errors and unresolved scales and processes to examine anew the relevance of QG turbulence ideas in the context of a modern atmospheric GCM, useful both for numerical weather prediction and climate simulation. 2. Experimental design Prediction: D3 ECODYC10 There are two components of the experimental design that are to be specified: the models used and the types of initial errors specified. The interrelationship of these 26 / 47 Initial perturbations based on short-range forecast errors Previous work Mureau, Molteni & Palmer (1993) I I I I assimilation method: Optimum Interpolation model T63 initial perturbations based on 6-hour errors from past 30 days & Gram-Schmidt-orthonormalisation conclusion: SV perturbations are superior revisit with a state-of-the-art system methodology here slightly different M Leutbecher Ensemble Prediction: D3 ECODYC10 27 / 47 Initial perturbations based on short-range forecast errors Methodology simple: use what is in the archive, avoid interpolation remove systematic component of error define set X of short-range forecast errors or lagged forecast differences valid for the season (00 and 12 UTC control forecast fields) compute mean error(s) µ00 , µ12 from set X sample 25 realisations j from X , subtract mean, scale xj = α(j − µ) add and subtract xj from unperturbed analysis → 50 perturbed ICs Here: x includes the dry upper air model state: vorticity, divergence, T, log(psfc ) M Leutbecher Ensemble Prediction: D3 ECODYC10 28 / 47 Initial perturbations based on short-range forecast errors Experiments Experiments TL 255L62, cycle 32r3 Buizza et al (1999) stochastically perturbed parametrisation tendencies initial perturbations: I I operational singular vector configuration sampling of (unscaled) 24-hour forecast errors 50 cases in NDJF2008 (every other day) Additional experiments: I I I 12-hour, 48-hour forecast errors lagged fc differences (48 h – 24 h) spectrally filtered forecast errors M Leutbecher Ensemble Prediction: D3 ECODYC10 29 / 47 Time mean spread vs. RMSE of Ens. mean Meridional wind component (m s−1 ) at 850 hPa, t=48 h singular vector init. perts. 24-hour fc. error init. perts. Friday 23 November 2007 00UTC ECMWF EPS Perturbed Forecast t+48 VT: Sunday 25 November 2007 00UTC 850hPa V velocity (Exp: ezh1) - Ensemble member number 1 of 51 Friday 23 November 2007 00UTC ECMWF EPS Perturbed Forecast t+48 VT: Sunday 25 November 2007 00UTC 850hPa V velocity (Exp: f0u0) - Ensemble member number 1 of 51 8 8 5.6 5.6 4 4 2.8 2.8 2 2 1.4 1.4 1 1 0.7 Friday 23 November 2007 00UTC ECMWF EPS Perturbed Forecast t+48 VT: Sunday 25 November 2007 00UTC 850hPa V velocity (Exp: ezh1) - Ensemble member number 1 of 51 top: ens. stdev.; M Leutbecher 0.5 0.7 Friday 23 November 2007 00UTC ECMWF EPS Perturbed Forecast t+48 VT: Sunday 25 November 2007 00UTC 850hPa V velocity (Exp: f0u0) - Ensemble member number 1 of 51 0.5 8 8 5.6 5.6 4 4 2.8 2.8 2 2 1.4 1.4 1 1 0.7 0.7 0.5 0.5 bottom: ens. mean RMS error; 50 cases: 23 Nov ’07–29 Feb ’08 TL 255, 32r3, unscaled 24-hour FCEs Ensemble Prediction: D3 ECODYC10 30 / 47 −1 Meridional wind component (m s ) at 850 hPa, t=48 h Friday 23 November 2007 00UTC ECMWF EPS Control Forecast t+48 VT: Sunday 25 November 2007 00UTC 850hPa **V velocity (Exp: f0u0) 0.1743 0.15 0.1 0.05 0 -0.05 -0.1 -0.15 -0.2 -0.25 -0.3 -0.35 -0.3771 -0.4 CRPS (Continuous Ranked Probability Score ≡ mean squared error of the cumulative distribution) Blue means EPS based on short-range forecast errors is more skilful. 50 cases: 23 Nov 2007 – 29 Feb 2008 Ensemble Prediction: D3 M Leutbecher ECODYC10 31 / 47 Ensemble Mean RMSE & Ensemble Standard Deviation 500 hPa geopotential, Northern Mid-latitudes 35◦ –65◦ N z at 500hPa sample of 50 cases; 2007112300 - 2008022900, area n.hem.mid symbols: RMSE of Ens. Mean; no sym: Spread around Ens. Mean 900 800 700 RMS 600 500 400 300 oper. conf. 200 fce24 x 1.00 100 0 0 M Leutbecher 1 2 3 4 5 fc-step (d) 6 7 Ensemble Prediction: D3 8 9 10 ECODYC10 32 / 47 Continuous Ranked Probability Skill Score 500 hPa geopotential, Northern Mid-latitudes 35◦ –65◦ N z at 500hPa sample of 50 cases; 2007112300 - 2008022900, area n.hem.mid Cont. Ranked Prob. Skill Score 0.88 0.8 0.72 0.64 0.56 0.48 0.4 oper. conf. 0.32 fce24 x 1.00 0.24 0.16 0 1 2 3 4 5 fc-step (d) 6 7 8 9 10 Ensemble Prediction: D3 M Leutbecher ECODYC10 33 / 47 Ensemble Mean RMSE & Ensemble Standard Deviation 850 hPa temperature, Northern Mid-latitudes 35◦ –65◦ N t at 850hPa sample of 50 cases; 2007112300 - 2008022900, area n.hem.mid symbols: RMSE of Ens. Mean; no sym: Spread around Ens. Mean 4 RMS 3 2 oper. conf. 1 0 fce24 x 1.00 0 M Leutbecher 1 2 3 4 5 fc-step (d) 6 7 Ensemble Prediction: D3 8 9 10 ECODYC10 34 / 47 Continuous Ranked Probability Skill Score 850 hPa temperature, Northern Mid-latitudes 35◦ –65◦ N Lower spread of operational configuration is not the cause of lower skill at ∼ D1–3 as experiments with 20% inflated SV initial perturbations prove. t at 850hPa sample of 50 cases; 2007112300 - 2008022900, area n.hem.mid Cont. Ranked Prob. Skill Score 0.8 0.72 0.64 0.56 0.48 0.4 oper. conf. 0.32 fce24 x 1.00 0.24 0.16 0 1 2 3 4 5 fc-step (d) 6 7 8 9 10 Ensemble Prediction: D3 M Leutbecher ECODYC10 35 / 47 Spread-reliability 850 hPa temperature, Northern Mid-latitudes 35◦ –65◦ N t850hPa, t=+24h, N.hem.mid N50/2007112300TO2008022900 . t850hPa, t=+48h, N.hem.mid N50/2007112300TO2008022900 . 1.6 2 RMS error (K) RMS error (K) 1.4 1.2 1 0.8 1 0.6 0.4 0.2 0.2 0.4 0.6 0.8 1 SV (oper) SV (oper) FCE24 x 1.00 FCE24 x 1.00 1.2 1.4 1.6 RMS spread (K) 1 2 RMS spread (K) stratify pairs of RMSE and spread by predicted spread 1 pair (spread, RMSE) for each grid point and each initial time compute RMSE and spread in 20 equally populated bins M Leutbecher Ensemble Prediction: D3 ECODYC10 36 / 47 Which scales are the most important? Initial perturbation variance spectra Temperature T at 700hPa, 700 hPat=0h Rotational wind component Rot. KE athPa 700hPa, t=0h 700 20 cases: 2007112300 . . . 2007123100 20 cases: 2007112300 . . . 2007123100 70 40 20 10 6 4 2 1 0.6 0.4 0.2 0.1 0.06 0.04 0.02 0.01 0.006 0.004 0.002 0.001 0.0006 0.0004 n × variance n × variance 10 7 4 2 1 0.7 0.4 0.2 0.1 0.07 0.04 0.02 0.01 0.007 0.004 0.002 0.001 0.0007 0.0004 SV FCE24 ×1.00 1 2 3 4 5 6 7 8 10 20 30 40 50 60 80 100 total wavenumber n SV FCE24 ×1.00 1 2 3 4 5 6 7 8 10 20 total wavenumber n 30 40 50 60 80 100 20 cases: 23 Nov – 31 Dec 2007 full fields (analyses, grey) Ensemble Prediction: D3 M Leutbecher ECODYC10 37 / 47 Spectrally filtered forecast errors Ensemble dispersion t850hPa, Northern Extra-tropics spread_em, rmse_em 2007112300-2007123100 (20) RMS 3 2 FCE24 FCE24, N<=40 1 FCE24, N> 40 0 0 1 2 3 4 5 6 7 8 9 10 fc-step (d) TL 255, 20 cases: 23 Nov – 31 Dec 2007 (unscaled) 24-hour forecast errors M Leutbecher Ensemble Prediction: D3 ECODYC10 38 / 47 Spectrally filtered forecast errors Probabilistic skill t850hPa, Northern Extra-tropics ContinuousRankedProbabilitySkillScore 2007112300-2007123100 (20) 1 0.9 0.8 0.7 CRPSS 0.6 0.5 0.4 FCE24 0.3 FCE24, N<=40 0.2 FCE24, N> 40 0.1 0 0 1 2 3 4 5 6 7 8 9 10 fc-step (d) TL 255, 20 cases: 23 Nov – 31 Dec 2007 (unscaled) 24-hour forecast errors Ensemble Prediction: D3 M Leutbecher ECODYC10 39 / 47 other proxys for initial uncertainty Experiments 12-hour forecast errors (×1.28) 24-hour forecast errors (×1.00) 48-hour forecast errors (×0.61) 48−24-hour forecast differences ( ×0.61, NMC-method) I I I I Scaling factors: exponential growth model with error doubling time of 1.4 d (cf. Simmons and Hollingsworth, 2002) Results based on 20 cases Nov–Dec 2007 (TL 255, cycle 32r3) t at 850hPa sample of 20 cases; 2007112300 - 123100, area n.hem.mid t at 850hPa sample of 20 cases; 2007112300 - 123100, area n.hem.mid 0.8 Cont. Ranked Prob. Skill Score Cont. Ranked Prob. Skill Score 0.8 0.72 0.72 0.64 0.64 0.56 0.56 0.48 0.48 0.4 fce12 x 1.28 0.32 fce24 x 1.00 0.24 fce48 x 0.61 0.4 oper. conf. 0.32 fce24 x 1.00 0.24 48-24 x 0.61 0.16 0.16 0 1 2 M Leutbecher 3 4 5 fc-step (d) 6 7 8 9 10 0.08 0 1 Ensemble Prediction: D3 2 3 4 5 fc-step (d) 6 7 8 9 10 ECODYC10 40 / 47 Projection of initial perturbations on singular vectors Method The singular vectors are orthonormal with respect to the total energy metric vjT Evk = δjk Any initial perturbation x can be written as x= N X αj vj + x⊥ , where j=1 αj = xT Evj and xT ⊥ Evj = 0 For the operational EPS configuration the α-s are independent & normally distributed. What is the distribution of α-s for the short-range forecast errors? Ensemble Prediction: D3 M Leutbecher ECODYC10 41 / 47 Projection of initial perturbations on singular vectors Results svifs, stdev= 7.16.9 SVs (γ =ezh1, 0.014), σα = 50 cases, 2007112300 to 2008022900 f0u0, svifs, stdev= 24-hour FCE (×1.0), σα3.9= 3.9 50 cases, 2007112300 to 2008022900 0.1 0.1 0.0875 0.0875 0.075 0.075 PDF 0.1125 PDF 0.1125 0.0625 0.0625 0.05 0.05 0.0375 0.0375 0.025 0.025 0.0125 0.0125 0 -25 -20 -15 -10 -5 0 alpha 5 10 15 20 25 0 -25 -20 -15 -10 -5 0 alpha 5 10 15 20 25 20 cases: 23 Nov – 31 Dec 2007 leading 50 northern extra-tropical SVs 50 × 50 × 20 = 5 × 104 coefficients M Leutbecher Ensemble Prediction: D3 ECODYC10 42 / 47 A schematic of the initial uncertainty representations model’s phase space M Leutbecher Ensemble Prediction: D3 ECODYC10 43 / 47 Developments Resolution upgrade . . . 50 km → 32 km (Jan 2010) Evolved singular vectors −→ perturbations from a 10-member ensemble of perturbed 4D-Vars I I I perturbed obs. perturbed SSTs perturbed tendencies (SPPT) see Buizza et al. (2008) Stochastically Perturbed Parameterization Tendency (SPPT) scheme upgraded (Sep 2009) Stochastic backscatter scheme to represent uncertainty due to missing variability on the near-gridscale P Multi-scale version of SPPT r = Lk=1 rk where the rk differ in terms of variance, spatial and temporal correlation scales M Leutbecher Ensemble Prediction: D3 ECODYC10 44 / 47 Conclusions TIGGE and calibrated ECMWF ensemble I I Multi-model based on four best ensembles can improve on the best single-model, the ECMWF EPS Reforecast-calibrated ECMWF EPS comparable or superior these multi-model predictions Representing model uncertainty can improve the skill of ensemble predictions (in particular in the tropics) Probabilistic skill of various flow-dependent initial perturbation methodologies is very similar: I bred vectors ≈ Ens. Transform ≈ singular vectors M Leutbecher Ensemble Prediction: D3 ECODYC10 45 / 47 Conclusions (II) Flow-independent initial perturbations based on past short-range forecast errors lead to an ensemble that is as skilful as or better than SV-based system in terms of traditional probabilistic skill measures Short-range forecast errors have a significant projection on the space of the leading singular vectors; in addition, they perturb also in the 107 − 50 other directions However, I I initially somewhat overdispersive unrealistic initial perturbations can occur due to flow-independence. Technique not applicable without some prior filtering Expected that ensemble data assimilation techniques will be (eventually) superior to a simple flow-independent perturbation technique (work in progress) M Leutbecher Ensemble Prediction: D3 ECODYC10 46 / 47 References Barkmeijer, Jan, Martin Van Gijzen and François Bouttier, 1998: Singular vectors and estimates of the analysis-error covariance metric. 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Magnusson, Linus, Martin Leutbecher and Erland Källén, 2008: Comparison between Singular Vectors and Breeding Vectors as Initial Perturbations for the ECMWF Ensemble Prediction System. Mon. Wea. Rev., 136, 4092–4104 Magnusson, Linus and Jonas Nycander and Erland Källén, 2009: Flow-dependent versus flow-independent initial perturbations for ensemble prediction. Tellus, 61A, 194–209 Lawrence, A. R., M. Leutbecher and T. N. Palmer, 2009: The characteristics of Hessian singular vectors using an advanced data assimilation scheme. Quart. J. Royal Met. Soc., 135, 1117–1132 Palmer, T.N., R. Buizza, F. Doblas-Reyes, T. Jung, M. Leutbecher, G.J. Shutts, M. Steinheimer and A Weisheimer, 2009: Stochastic parametrization and model uncertainty. ECMWF Tech. Memo., 598 M Leutbecher Ensemble Prediction: D3 ECODYC10 47 / 47