Stochastic parametrisation and model uncertainty

Representing model uncertainty in atmospheric simulators is essential for the production of reliable probabilistic forecasts, and stochastic parametrisation schemes have been proposed for this purpose. Such schemes have been shown to improve the skill of ensemble forecasts, resulting in a growing use of stochastic parametrisation schemes in numerical weather prediction. However, little research has explicitly tested the ability of stochastic parametrisations to represent model uncertainty, since the presence of other sources of forecast uncertainty has complicated the results. This study seeks to provide firm foundations for the use of stochastic parametrisation schemes as a representation of model uncertainty in numerical weather prediction models. Idealised experiments are carried out in the Lorenz ‘96 (L96) simplified model of the atmosphere, in which all sources of uncertainty apart from model uncertainty can be removed. Stochastic parametrisations are found to be a skilful way of representing model uncertainty in weather forecasts in this system. Stochastic schemes which have a realistic representation of model error produce reliable forecasts, improving on the deterministic and the more “traditional” perturbed parameter schemes tested. The potential of using stochastic parametrisations for simulating the climate is considered, an area in which there has been little research. A significant improvement is observed when stochastic parametrisation schemes are used to represent model uncertainty in climate simulations in the L96 system. This improvement is particularly pronounced when considering the regime behaviour of the L96 system — the stochastic forecast models are significantly more skilful than using a deterministic perturbed parameter ensemble to represent model uncertainty. The reliability of a model at forecasting the weather is found to be linked to that model’s ability to simulate the climate, providing some support for the seamless prediction paradigm. The lessons learned in the L96 system are then used to test and develop stochastic and perturbed parameter representations of model uncertainty for use in an operational numerical weather prediction model, the Integrated Forecasting System (IFS). A particular focus is on improving the representation of model uncertainty in the convection parametrisation scheme. Perturbed parameter schemes are tested, which improve on the operational stochastic scheme in some regards, but are not as skilful as a new generalised version of the stochastic scheme. The proposed stochastic scheme has a potentially more realistic representation of model error than the operational scheme, and improves the reliability of the forecasts. While studying the L96 system, it was found that there is a need for a proper score which is particularly sensitive to forecast reliability. A suitable score is proposed and tested, before being used for verification of the forecasts made in the IFS. This study demonstrates the power of using stochastic over perturbed parameter representations of model uncertainty in weather and climate simulations. It is hoped that these results motivate further research into physically-based stochastic parametrisation schemes, as well as triggering the development of stochastic Earth-system models for probabilistic climate prediction.

[1]  A. H. Murphy,et al.  The Value of Climatological, Categorical and Probabilistic Forecasts in the Cost-Loss Ratio Situation , 1977 .

[2]  M. Ehrendorfer Vorhersage der Unsicherheit numerischer Wetterprognosen: eine Übersicht , 1997 .

[3]  Reid A. Bryson,et al.  The Paradigm of Climatology: An Essay , 1997 .

[4]  B. Pohl,et al.  The Southern Annular Mode Seen through Weather Regimes , 2012 .

[5]  M. Tiedtke,et al.  Representation of Clouds in Large-Scale Models , 1993 .

[6]  G. Shutts A kinetic energy backscatter algorithm for use in ensemble prediction systems , 2005 .

[7]  Andrew Dawson,et al.  Simulating regime structures in weather and climate prediction models , 2012 .

[8]  P. Houtekamer,et al.  Status of the Global EPS at Environment Canada , 2008 .

[9]  Tim N. Palmer,et al.  The economic value of ensemble forecasts as a tool for risk assessment: From days to decades , 2002 .

[10]  Tim N. Palmer,et al.  Ensemble forecasting , 2008, J. Comput. Phys..

[11]  A. Raftery,et al.  Strictly Proper Scoring Rules, Prediction, and Estimation , 2007 .

[12]  A. Arakawa,et al.  The Macroscopic Behavior of Cumulus Ensembles Simulated by a Cumulus Ensemble Model , 1992 .

[13]  Lars Isaksen,et al.  Potential use of an ensemble of analyses in the ECMWF Ensemble Prediction System , 2008 .

[14]  Bodo Ahrens,et al.  Generalization of the Ignorance Score: Continuous Ranked Version and Its Decomposition , 2012 .

[15]  T. Palmer,et al.  Stochastic parametrization and model uncertainty , 2009 .

[16]  Chris G. Knight,et al.  Association of parameter, software, and hardware variation with large-scale behavior across 57,000 climate models , 2007, Proceedings of the National Academy of Sciences.

[17]  Timothy DelSole,et al.  Predictability and Information Theory. Part I: Measures of Predictability , 2004 .

[18]  M. Rodwell,et al.  Toward Seamless Prediction: Calibration of Climate Change Projections Using Seasonal Forecasts , 2008 .

[19]  H. L. Miller,et al.  Climate Change 2007: The Physical Science Basis , 2007 .

[20]  Andrew J Majda,et al.  Coarse-grained stochastic models for tropical convection and climate , 2003, Proceedings of the National Academy of Sciences of the United States of America.

[21]  W. Briggs Statistical Methods in the Atmospheric Sciences , 2007 .

[22]  James A. Hansen,et al.  Efficient Approximate Techniques for Integrating Stochastic Differential Equations , 2006 .

[23]  Heikki Haario,et al.  Ensemble prediction and parameter estimation system: the concept , 2012 .

[24]  Leonard A. Smith,et al.  The Boy Who Cried Wolf Revisited: The Impact of False Alarm Intolerance on Cost-Loss Scenarios , 2004 .

[25]  Tim Palmer,et al.  Uncertainty in weather and climate prediction , 2011, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[26]  K. Hasselmann Climate change: Linear and nonlinear signatures , 1999, Nature.

[27]  T. A. Brown,et al.  PROBABILISTIC FORECASTS AND REPRODUCING SCORING SYSTEMS , 1970 .

[28]  G. Shutts,et al.  A numerical modelling study of the geostrophic adjustment process following deep convection , 1994 .

[29]  Tim N. Palmer,et al.  Signature of recent climate change in frequencies of natural atmospheric circulation regimes , 1999, Nature.

[30]  Mark A. Liniger,et al.  Can multi‐model combination really enhance the prediction skill of probabilistic ensemble forecasts? , 2007 .

[31]  I. Moroz,et al.  Stochastic parametrizations and model uncertainty in the Lorenz ’96 system , 2013, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[32]  T. Palmer,et al.  Addressing model uncertainty in seasonal and annual dynamical ensemble forecasts , 2009 .

[33]  D. Wilks Effects of stochastic parametrizations in the Lorenz '96 system , 2005 .

[34]  Benjamin M. Sanderson,et al.  A Multimodel Study of Parametric Uncertainty in Predictions of Climate Response to Rising Greenhouse Gas Concentrations , 2011 .

[35]  David S. Richardson,et al.  ON THE ECONOMIC VALUE OF ENSEMBLE BASED WEATHER FORECASTS , 2001 .

[36]  Edward N. Lorenz,et al.  Regimes in Simple Systems , 2006 .

[37]  N. Gershenfeld,et al.  Cluster-weighted modelling for time-series analysis , 1999, Nature.

[38]  Andrew J Majda,et al.  Stochastic and mesoscopic models for tropical convection , 2002, Proceedings of the National Academy of Sciences of the United States of America.

[39]  Neill E. Bowler,et al.  The MOGREPS short‐range ensemble prediction system , 2008 .

[40]  A. Majda,et al.  Using the Stochastic Multicloud Model to Improve Tropical Convective Parameterization: A Paradigm Example , 2012 .

[41]  F. Nebeker Calculating the weather : meteorology in the 20th century , 1997 .

[42]  D. Stone,et al.  Towards constraining climate sensitivity by linear analysis of feedback patterns in thousands of perturbed-physics GCM simulations , 2008 .

[43]  Jonathan Rougier,et al.  Analyzing the Climate Sensitivity of the HadSM3 Climate Model Using Ensembles from Different but Related Experiments , 2009 .

[44]  R. Plant,et al.  A Stochastic Parameterization for Deep Convection Based on Equilibrium Statistics , 2008 .

[45]  Leonard A. Smith,et al.  Uncertainty in predictions of the climate response to rising levels of greenhouse gases , 2005, Nature.

[46]  Andrew J. Majda,et al.  A Simple Multicloud Parameterization for Convectively Coupled Tropical Waves. Part II: Nonlinear Simulations , 2007 .

[47]  Tim Palmer Towards the probabilistic Earth‐system simulator: a vision for the future of climate and weather prediction , 2012 .

[48]  Andrew J. Majda,et al.  A stochastic multicloud model for tropical convection , 2010 .

[49]  C. Jakob Accelerating progress in global atmospheric model development through improved parameterizations: challenges, opportunities, and strategies , 2010 .

[50]  T. Palmer,et al.  Stochastic representation of model uncertainties in the ECMWF ensemble prediction system , 2007 .

[51]  Roberto Buizza,et al.  The Singular-Vector Structure of the Atmospheric Global Circulation , 1995 .

[52]  G. Pozzi,et al.  An Experiment on Electron Interference , 1973 .

[53]  Thomas Jung,et al.  Systematic Model Error: The Impact of Increased Horizontal Resolution versus Improved Stochastic and Deterministic Parameterizations , 2012 .

[54]  David S. Richardson,et al.  Measures of skill and value of ensemble prediction systems, their interrelationship and the effect of ensemble size , 2001 .

[55]  Tim N. Palmer,et al.  A nonlinear dynamical perspective on climate change , 1993 .

[56]  Lewis F. Richardson,et al.  Weather Prediction by Numerical Process , 1922 .

[57]  Leonard A. Smith,et al.  Evaluating Probabilistic Forecasts Using Information Theory , 2002 .

[58]  Ecmwf Newsletter,et al.  EUROPEAN CENTRE FOR MEDIUM-RANGE WEATHER FORECASTS , 2004 .

[59]  Martin Leutbecher,et al.  A Spectral Stochastic Kinetic Energy Backscatter Scheme and Its Impact on Flow-Dependent Predictability in the ECMWF Ensemble Prediction System , 2009 .

[60]  P. L. Houtekamer,et al.  A System Simulation Approach to Ensemble Prediction , 1996 .

[61]  G. D. Nastrom,et al.  A Climatology of Atmospheric Wavenumber Spectra of Wind and Temperature Observed by Commercial Aircraft , 1985 .

[62]  James A. Hansen,et al.  On stochastic parameter estimation using data assimilation , 2007 .

[63]  H. Hersbach Decomposition of the Continuous Ranked Probability Score for Ensemble Prediction Systems , 2000 .

[64]  R. A. Leibler,et al.  On Information and Sufficiency , 1951 .

[65]  Kenneth S. Carslaw,et al.  Mapping the uncertainty in global CCN using emulation , 2012 .

[66]  Rolando R. Garcia,et al.  The excitation of equatorial waves by deep convection in the NCAR Community Climate Model (CCM3) , 2000 .

[67]  A. H. Murphy,et al.  On the Relationship between the Accuracy and Value of Forecasts in the Cost–Loss Ratio Situation , 1987 .

[68]  M. Webb,et al.  Structural similarities and differences in climate responses to CO2 increase between two perturbed physics ensembles. , 2010 .

[69]  G. J. Shutts,et al.  Convective Forcing Fluctuations in a Cloud-Resolving Model: Relevance to the Stochastic Parameterization Problem , 2007 .

[70]  D. Stensrud Upscale Effects of Deep Convection during the North American Monsoon , 2013 .

[71]  R. Knutti,et al.  Climate model genealogy , 2011 .

[72]  R. Plant,et al.  Large‐scale length and time‐scales for use with stochastic convective parametrization , 2012 .

[73]  T. Palmer A nonlinear dynamical perspective on model error: A proposal for non‐local stochastic‐dynamic parametrization in weather and climate prediction models , 2001 .

[74]  E. Lorenz Deterministic nonperiodic flow , 1963 .

[75]  Elisabeth Stephens,et al.  Communicating probabilistic information from climate model ensembles—lessons from numerical weather prediction , 2012 .

[76]  W. M. Gray,et al.  Diurnal Variation of Deep Cumulus Convection , 1977 .

[77]  M. Tiedtke A Comprehensive Mass Flux Scheme for Cumulus Parameterization in Large-Scale Models , 1989 .

[78]  G. Craig,et al.  Fluctuations in an equilibrium convective ensemble. Part I: Theoretical formulation , 2006 .

[79]  Richardson's Barotropic Forecast: A Reappraisal , 1992 .

[80]  Roberto Buizza,et al.  The ECMWF Ensemble Prediction System , 1997 .

[81]  Tim Palmer,et al.  A Nonlinear Dynamical Perspective on Climate Prediction , 1999 .

[82]  James V. Beck,et al.  Parameter Estimation in Engineering and Science , 1977 .

[83]  P. Bechtold,et al.  A stochastic parametrization for deep convection using cellular automata , 2013 .

[84]  Lukas H. Meyer,et al.  Summary for policymakers , 2007 .

[85]  A. Pier Siebesma,et al.  Stochastic parameterization of shallow cumulus convection estimated from high-resolution model data , 2013 .

[86]  J. Morcrette Radiation and cloud radiative properties in the European Centre for Medium Range Weather Forecasts forecasting system , 1991 .

[87]  F. Sanders On Subjective Probability Forecasting , 1963 .

[88]  A. H. Murphy,et al.  A new decomposition of the Brier score: formulation and interpretation , 1986 .

[89]  D. Crommelin,et al.  A data-driven multi-cloud model for stochastic parametrization of deep convection , 2013, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[90]  Antje Weisheimer,et al.  Assessment of representations of model uncertainty in monthly and seasonal forecast ensembles , 2011 .

[91]  David B. Stephenson,et al.  On the existence of multiple climate regimes , 2004 .

[92]  A. Arakawa,et al.  Interaction of a Cumulus Cloud Ensemble with the Large-Scale Environment, Part I , 1974 .

[93]  David Montgomery,et al.  Two-Dimensional Turbulence , 2012 .

[94]  A. H. Murphy A New Vector Partition of the Probability Score , 1973 .

[95]  Karl E. Taylor,et al.  An overview of CMIP5 and the experiment design , 2012 .

[96]  A. Persson User Guide to ECMWF forecast products , 2001 .

[97]  A. Oort,et al.  Observed Interannual Variability in the Hadley Circulation and Its Connection to ENSO , 1996 .

[98]  Franco Molteni,et al.  Circulation Regimes: Chaotic Variability versus SST-Forced Predictability , 2007 .

[99]  Thomas Reichler,et al.  Analysis and Reduction of Systematic Errors through a Seamless Approach to Modeling Weather and Climate , 2010 .

[100]  M. Webb,et al.  Quantification of modelling uncertainties in a large ensemble of climate change simulations , 2004, Nature.

[101]  A. H. Murphy,et al.  A Note on the Utility of Probabilistic Predictions and the Probability Score in the Cost-Loss Ratio Decision Situation , 1966 .

[102]  Tim N. Palmer,et al.  Using numerical weather prediction to assess climate models , 2007 .

[103]  Andrew J. Majda,et al.  A Simple Multicloud Parameterization for Convectively Coupled Tropical Waves. Part I: Linear Analysis , 2006 .

[104]  Heikki Haario,et al.  Ensemble prediction and parameter estimation system: the method , 2012 .

[105]  Thomas Reichler,et al.  On the Effective Number of Climate Models , 2011 .

[106]  J. Susskind,et al.  Global Precipitation at One-Degree Daily Resolution from Multisatellite Observations , 2001 .

[107]  Jeffrey L. Anderson,et al.  The Impact of Dynamical Constraints on the Selection of Initial Conditions for Ensemble Predictions: Low-Order Perfect Model Results , 1997 .

[108]  John Methven,et al.  Flow‐dependent predictability of the North Atlantic jet , 2013 .

[109]  Frank Kwasniok,et al.  Data-based stochastic subgrid-scale parametrization: an approach using cluster-weighted modelling , 2012, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[110]  David J. Stensrud,et al.  Using Initial Condition and Model Physics Perturbations in Short-Range Ensemble Simulations of Mesoscale Convective Systems , 2000 .

[111]  British Columbia,et al.  Stochastic Behavior of Tropical Convection in Observations and a Multicloud Model , 2013 .

[112]  R. Taylor A User's Guide to Measure-Theoretic Probability , 2003 .

[113]  B. M. Golam Kibria Bayes Linear Statistics: Theory and Methods , 2008 .

[114]  Ulrich Parlitz,et al.  Probabilistic evaluation of time series models: a comparison of several approaches. , 2009, Chaos.