ARTICLE | doi:10.20944/preprints202002.0073.v2
Subject: Earth Sciences, Atmospheric Science Keywords: principal component analysis; PCA; directional component analysis; DCA; empirical orthogonal functions; extremes; US rainfall
Online: 11 February 2020 (16:10:09 CET)
Floods and droughts are driven, in part, by spatial patterns of extreme rainfall. Heat waves are driven by spatial patterns of extreme temperature. It is therefore of interest to design statistical methodologies that allow the identification of likely patterns of extreme rain or temperature from observed historical data. The standard work-horse for identifying patterns of climate variability in historical data is Principal Component Analysis (PCA) and its variants. But PCA optimizes for variance not spatial extremes, and so there is no particular reason why the first PCA spatial pattern should identify, or even approximate, the types of patterns that may drive these phenomena, even if the linear assumptions underlying PCA are correct. We present an alternative pattern identification algorithm that makes the same linear assumptions as PCA, but which can be used to explicitly optimize for spatial extremes. We call the method Directional Component Analysis (DCA), since it involves introducing a preferred direction, or metric, such as `sum of all points in the spatial field'. We compare the first PCA and DCA spatial patterns for US rainfall anomalies on a 6 month timescale, using the sum metric for the definition of DCA in order to focus on total rainfall anomaly over the domain, and find that they are somewhat different. The definitions of PCA and DCA result in the first PCA spatial pattern having the larger explained variance of the two patterns, while the first DCA spatial pattern, when scaled appropriately, has a higher likelihood and greater total rainfall anomaly, and indeed is the pattern with the highest total rainfall anomaly for any given likelihood. In combination these two patterns yield more insight into rainfall variability and extremes than either pattern on its own.
ARTICLE | doi:10.20944/preprints202002.0217.v2
Subject: Earth Sciences, Atmospheric Science Keywords: cost-loss; forecast change; forecast volatility; decision making; expected utility; probabilistic forecasts; ensemble forecasts
Online: 8 May 2020 (04:28:30 CEST)
Users of meteorological forecasts are often faced with the question of whether to make a decision now based on the current forecast or whether to wait for the next and hopefully more accurate forecast before making the decision. One would imagine that the answer to this question should depend on the extent to which there is a benefit in making the decision now rather than later, combined with an understanding of how the skill of the forecast improves, and information about the possible size and nature of forecast changes. We extend the well-known cost-loss model for forecast-based decision making to capture an idealized version of this situation. We find that within this extended cost-loss model, the question of whether to decide now or wait depends on two specific aspects of the forecast, both of which involve probabilities of probabilities. For the special case of weather and climate forecasts in the form of normal distributions we derive a simulation algorithm, and equivalent analytical expressions, for calculating these two probabilities. We apply the algorithm to forecasts of temperature and find that the algorithm leads to better decisions relative to three simpler alternative decision-making schemes. Similar problems have been studied in many other fields, and we explore some of the connections.