Using Bayesian Model Averaging to Calibrate Forecast Ensembles

@inproceedings{Raftery2005UsingBM,
  title={Using Bayesian Model Averaging to Calibrate Forecast Ensembles},
  author={Adrian E. Raftery and Fadoua Balabdaoui and Tilmann Gneiting and Michael Polakowski},
  year={2005}
}
Ensembles used for probabilistic weather forecasting often exhibit a spread-error correlation, but they tend to be underdispersive. This paper proposes a statistical method for postprocessing ensembles based on Bayesian model averaging (BMA), which is a standard method for combining predictive distributions from different sources. The BMA predictive probability density function (PDF) of any quantity of interest is a weighted average of PDFs centered on the individual bias-corrected forecasts… CONTINUE READING
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