jobstdavid / paper_gamvinereg

Supplementary material for the paper "D-Vine GAM Copula based Quantile Regression with Application to Ensemble Postprocessing", doi: 10.48550/arXiv.2309.05603.

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D-Vine GAM Copula based Quantile Regression with Application to Ensemble Postprocessing

This repository provides supplementary material for the following paper:

Jobst, D., Möller, A., and Groß, J., 2023. D-Vine GAM Copula based Quantile Regression with Application to Ensemble Postprocessing. doi: 10.48550/arXiv.2309.05603.

Data

The data needed for reproducing the results is publicly available:

Jobst, David, Möller, Annette, & Groß, Jürgen. (2023). Data set for the ensemble postprocessing of 2m surface temperature forecasts in Germany for 24 hours lead time (0.1.0) [Data set]. Zenodo. https://doi.org/10.5281/zenodo.8127734

For the data license see here.

ECMWF forecasts

  • Source: ECMWF (European Centre for Medium-Range Weather Forecasts)
  • Gridded forecasts: 50-member ensemble forecasts
  • Time range: 2015-01-02 to 2020-12-31
  • Forecast leadtime: 24 hours
  • Forecast initialization time: 12 UTC
  • Area: Germany
  • Resolution: 0.25 degrees
  • Meteorological variables
Variable Description
t2m 2m surface temperature
d2m 2m surface dewpoint temperature
p Surface pressure
sr Surface solar radiation
u10m 10m surface u-wind speed component
v10m 10m surface v-wind speed component
r2m 2m surface relative humidity
tcc Total cloud cover
ws10m 10m surface wind speed
wg10m 10m surface wind gust

DWD observations

  • Source: DWD Climate Data Center (German Weather Service)
  • Observation data: Hourly observations of the target variable (2m surface temperature)
  • Number of stations: 462
  • ECMWF forecasts: Bilinearly interpolated to the SYNOP stations and reduced to its mean (variable_mean) and standard deviation (variable_sd)
  • Metadata
Variable Description
obs Observation of 2m surface temperature
id Station ID
name Station name
lon Longitude of station
lat Latitude of station
elev Elevation of station
date Date
doy Day of the year
sin1 Sine-transformed day of the year
cos1 Cosine-transformed day of the year

Ensemble postprocessing

All models except of the D-vine copula quantile regression (DVQR) are estimated based on the static training data 2015-2019. For the DVQR model estimation a day-by-day sliding training window is applied which uses training data of 2020 as well. Finally, all models are evaluated in the whole year 2020.

R-packages for the ensemble postprocessing models

  • crch: Local Ensemble Model Output Statistics (EMOS) and its gradient-boosted extension (EMOS-GB)
  • vinereg: Local D-vine copula based quantile regression (DVQR)
  • gamvinereg: Local D-vine GAM copula based quantile regression (GAM-DVQR)

Additional R-packages

  • eppverification: For the verification of the ensemble postprocessing models

Implementation details

Hyperparameter specifications

Marginal distributions for GAM-DVQR

Smithson, M. and Verkuilen, J. (2006). A better lemon squeezer? Maximum-likelihood regression with beta-distributed dependent variables. In: Psychological Methods 11.1, pp. 54–71. doi: 10.1037/1082-989x.11.1.54.

About

Supplementary material for the paper "D-Vine GAM Copula based Quantile Regression with Application to Ensemble Postprocessing", doi: 10.48550/arXiv.2309.05603.

License:GNU General Public License v3.0