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Ensemble sensitivity and sampling error correction evaluated using a convective-scale 1000 member ensemble Tobias Necker (LMU) M. Weissmann (LMU, DWD), S. Geiss (LMU), T. Miyoshi (RIKEN), J. Ruiz (CIMA), G.-Y. Lien (TCBW) and J. Anderson (NCAR)


  1. Ensemble sensitivity and sampling error correction evaluated using a convective-scale 1000 member ensemble Tobias Necker (LMU) M. Weissmann (LMU, DWD), S. Geiss (LMU), T. Miyoshi (RIKEN), J. Ruiz (CIMA), G.-Y. Lien (TCBW) and J. Anderson (NCAR) 1 ISDA 2019

  2. Outline 1000 Motivation Ø Ø 1000 member ensemble simulation Sampling error (correction algorithms) Ø Ø Potential impact of observed quantities Ø Conclusions 2 ISDA 2019

  3. Motivation - 1000 member ensemble 1000 1000 Realistic correlations Correlation of 3-h precipitation forecast inside the box to initial 850 hPa humidity 3 ISDA 2019

  4. Observing strategies Motivation - 1000 member ensemble Realistic correlations Goal : 1000 members Potential impact of observations 40 members Sub- sampling Correlation of 3-h precipitation forecast inside the box to initial 850 hPa humidity Goal : Quantifiaction of sampling errors 4 ISDA 2019

  5. Convective-scale 1000 member ensemble Japanese "SCALE-RM" model l LETKF (15km; conventional observations) l Spin up : 1 week l Downscaling to from 15km (CY) to 3km (FC) l Period of 5 days/10 FCs in Mai/June 2016 for convective-scale forecasts l Global GFS ensemble BC using NCEP 20 l Forecast domain: 3 km grid spacing, member analysis ensemble combined with 350x250 grid points with 30 levels 1000 random perturbations Domains: 0 3 6 9 12 15 t global GFS Ens. BC GFS Ens. BC GFS Ens. BC 3-h cycling CY 15 km forecast Down scaling FC 3 km forecast 14-h forecasts 5 ISDA 2019

  6. Sampling error correction S: sensitvity Ensemble sensitivity analysis / sample correlation: J : response function x : state variable r : sample correlation (-1,1) r sec : sampling error corrected correlation σ : sample standard deviation SEC: sampling error correction Sampling Error Correction (SEC) : Designed to replace/reduce need of localization • Offline Monte-Carlo technique -> look-up table • r sec table depends on ensemble size, • sample correlation and assumed prior (normal) correlation distribution -> Samling error corrected sensitivity: Anderson (2012): Localization and Sampling Error Correction in EnKF DA 6 ISDA 2019

  7. ECMWF analysis, 29.05.2016 – 0 UTC Example of temporal correlation ESA setup: l 3-h lead time domain l Response function J: Precipitation coarse grained over 40x40 grid points l Spatio-temporal correlations Correlation of precipitation forecast 1000 member ensemble mean precipitation to 2-m temperature field 1000 J Streamlines of 500 hPa wind 7 ISDA 2019

  8. Qualitative analysis Sampling errors: l 40 & 200 member 1000 200 ensemble are sub-samples of 1000 member ensemble l SEC systemtically reduces sampling errors l Confidence test (T95) discards correlations 40+SEC 40+T95 40 Correlation of 3-h precipitation forecast to initial 2-m temperature, 1 forecast 8 ISDA 2019

  9. Quantitative analysis Sampling error correction (SEC): l Improves frequency distribution significantly l Reduces error for small correlation values l For 2-m T: no improvements for large correlation values (Note: small sample size!) l 1000 member PDF: better prior assumption could improve SEC performance Frequency distribution Mean absolute error (MAE) Correlation of 3-h precipitation forecast to initial 2-m temperature, 10 forecasts 9 ISDA 2019

  10. Sampling error as function of ensemble size Sampling errors: l Doubling the ensemble size from 40 to 80 member decreases sampling error by 30% l SEC significantly reduces sampling errors for all investigated ensemble sizes l 40 member + SEC performs better then 80 member Correlation of 3-h precipitation forecast to initial 2-m temperature, 10 forecasts 10 ISDA 2019

  11. Sampling error correction for different variables Spatio-temporal correlation using 40 member ensemble: SEC reduces RMSE by about 20 - 30% • SEC significantly corrects magnitude BIAS caused by spurious correlations • Correlation of 3-h precipitation forecast to various model fields, 10 forecasts using 40 member 11 ISDA 2019

  12. Spatial correlations for DA Spatial correlations as function of horizontal distance: l 40 member: SEC reduces sampling error up to 30% l For e.g. highly positivly correlated variables, no improvements due to insufficient prior à Different or adaptive prior r(x,J) needed as in CER algorithm (Anderson, 2016) Correlation Cross-Correlation T 2m to T 2m T 500hPa to QV 500hPa Absolute mean Absolute error Absolute mean Absolute error 12 ISDA 2019

  13. Correlation as function of ensemble size Accumulated squared correlation (ASC) as proxy for potential impact : l Saturation below 1000 member for all variables l Overestimation of potential impact for smaller ensembles due to sampling errors 500 hPa zonal wind 2-m temperature Precipitation 1000 member 13 ISDA 2019

  14. Sampling error and potential impact Confidence test (T95) and SEC : l SEC performes better then confidence test l 200 + SEC close to 1000 member (dotted line) l 1000 + T95 prove of confidence 500 hPa zonal wind 2-m temperature Precipitation 1000 member 14 ISDA 2019

  15. Conclusions Ø Temporal and spatial correlations have been evaluated for a convective-scale 1000 member ensemble simulation over Europe Ø Sampling error correction (ESA, spatio-temporal correlations): - Significantly reduces sampling errors - Simple prior assumption is suitable Ø Sampling error correction (DA, spatial correlations) : - Promissing especially for convective-scale and vertical application - Adaptiv prior required for better performance (as done by Anderson 2016) Ø Confidence test (T95) ) -> suitable for qualitative analysis (ESA) Sampling error correction (SEC) -> qualitative & quantitative improvements Ø Accumulated squared correlation (ASC) used as proxy for potential impact ( Required ensemble size: 200 member + SEC close to 1000 member ) 15 ISDA 2019

  16. References Torn, R. D., 2010 : Ensemble-Based Sensitivity Analysis Applied to African Easterly Waves. Weather and Forecasting. Anderson, J. L. 2012: Localization and Sampling Error Correction in Ensemble Kalman Filter Data Assimilation. Mon. Wea. Rev. Anderson, J. L., 2016: Reducing Correlation Sampling Error in Ensemble Kalman Filter Data Assimilation. Mon. Wea. Rev. Necker, T. et al 2018: The importance of appropriate verification metrics for the assessment of observation impact in a convection-permitting modelling system. Q. J. R. Meteorol. Soc. 16 ISDA 2019

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