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  The Concept of Ensemble Prediction

The Lorenz model

The concept of ensemble prediction can be illustrated using the Lorenz attractor. This is a set of non-linear equations in 3 parameters which is very simple compared to a numerical model of the atmosphere, but which shares the important   Lorenz attractor
property of chaotic behaviour.The main characteristic of a chaotic system (such as the atmosphere) is that very small differences in the initial conditions will be amplified over time, often quite rapidly, so that similar initial states will evolve into quite different final states. This property means that it is impossible to have perfect forecasts for a chaotic system. We can never know every tiny detail of the initial state of the atmosphere, and these small uncertainties in the initial state will always lead to large errors in the forecast at some point in the future. Chaos thus means that there is always a finite limit to the predictability of a chaotic system. However, we can use the Lorenz attractor to illustrate how, with ensemble forecasts, we can maximise the predictability on any particular occasion.
The Lorenz Attractor

Ensemble prediction in the Lorenz attractor

The pictures below show three different ensemble forecasts in the Lorenz attractor. In each case the starting point for the forecast is known only approximately, represented by the first black circle - we know the starting point is somewhere within this circle, but not exactly where. This is exactly like a weather forecast where we can analyse all the main pressure systems and the temperatures and humidities of the air averaged over large areas, but we cannot know every detail of the current state. From each of these circles of possible initial states in the Lorenz attractor we calculate a whole set of forecasts - an ensemble - of where in the attractor we expect to be after a number of time-steps:
  • In the first case in the top picture it can be seen that the forecasts all stay close together throughout 10 time-steps, so even quite a long way ahead we can predict quite accurately where we will be in the attractor. 
  • In the lower-left figure we can similarly predict with good accuracy for the first 5 or 6 time-steps, but after that the forecasts diverge quite rapidly. However, by counting how many of the forecasts go into the left lobe of the attractor, and how many go into the right, we can at least estimate the probability that we end up in either lobe. So although there is uncertainty, we can still extract a lot of useful forecast information.
  • In the third case in the lower-right picture the predictability is lower still and by the 4th time-step we need to issue  a probability forecast. From about the 6th time-step onwards there is huge uncertainty, but nevertheless there is still some useful probability information which can be extracted.
Forecasting the weather is, of course, much more complex than forecasting in the Lorenz attractor, but it does provide a useful analogy. Most of the time the atmosphere behaves rather like the lower-left picture where we can predict with confidence for a few days and have to use probabilities thereafter. Sometimes we are lucky and get situations like the top where we can be confident further ahead, but on other occasions there can be great sensitivity early on like the last case. This is discussed further below.

Ensemble Prediction in rthe Lorenz Attractor
Thanks to Tim Palmer of ECMWF for permission to use this illustration.

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Predictability in the atmosphere

As noted above, chaos means there is always a finite limit to predictability. So what is this limit in the atmosphere? In practise the limit depends on what we are trying to predict. For the general patterns of daily weather, such as the low and high pressure systems often illustrated on a weather map with isobars, we can normally expect to predict these reasonably accurately up to around 3 days ahead. However there is a lot of variability around this average figure. As shown above for the Lorenz model, predictability varies according to the situation. Some days we can predict the general weather pattern quite confidently up to a week or more ahead - this can often occur when there is a large slow-moving high pressure system over the region. On other occasions significant errors can occur only one or two days ahead - fortunately the advances in NWP systems over recent years mean that such occasions are increasingly rare, but they may never be eliminated completely. Importantly, some of the most difficult and unpredictable situations can be related to the rapid development of major storms, so it is particularly important to be able to assess the uncertainty in such situations.

While we can typically predict general weather patterns up to 3 days ahead, predictability for detailed local weather such as rainfall or fog formation is much less. For example we may be able to predict the general conditions for the formation of showers a few days ahead, but we may only be able to predict whether a particular location will get a shower a few hours ahead or even less.

Where predictability is limited, probability forecasting can frequently be useful to extend the times over which useful forecasts can be provided. Use of ensemble prediction means that we can assess the relative probabilities of different outcomes. While it is unusual that we can make detailed predictions of daily weather more than 3-5 days ahead, by using ensembles we can normally issue some useful probabilities up to 7-10 days ahead.

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