Lagged average forecasting, an alternative to Monte Carlo forecasting

Abstract

A 'lagged average forecast' (LAF) model is developed for stochastic dynamic weather forecasting and used for predictions in comparison with the results of a Monte Carlo forecast (MCF). The technique involves the calculation of sample statistics from an ensemble of forecasts, with each ensemble member being an ordinary dynamical forecast (ODF). Initial conditions at a time lagging the start of the forecast period are used, with varying amounts of time for the lags. Forcing by asymmetric Newtonian heating of the lower layer is used in a two-layer, f-plane, highly truncated spectral model in a test forecasting run. Both the LAF and MCF are found to be more accurate than the ODF due to ensemble averaging with the MCF and the LAF. When a regression filter is introduced, all models become more accurate, with the LAF model giving the best results. The possibility of generating monthly or seasonal forecasts with the LAF is discussed.