SwinVRNN: A Data-Driven Ensemble Forecasting Model via Learned
Distribution Perturbation
- URL: http://arxiv.org/abs/2205.13158v1
- Date: Thu, 26 May 2022 05:11:58 GMT
- Title: SwinVRNN: A Data-Driven Ensemble Forecasting Model via Learned
Distribution Perturbation
- Authors: Yuan Hu, Lei Chen, Zhibin Wang, Hao Li
- Abstract summary: We propose a Swin Transformer-based Variational Recurrent Neural Network (SwinVRNN), which is a weather forecasting model combining a SwinRNN predictor with a perturbation module.
SwinVRNN surpasses operational ECMWF Integrated Forecasting System (IFS) on surface variables of 2-m temperature and 6-hourly total precipitation at all lead times up to five days.
- Score: 16.540748935603723
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Data-driven approaches for medium-range weather forecasting are recently
shown extraordinarily promising for ensemble forecasting for their fast
inference speed compared to traditional numerical weather prediction (NWP)
models, but their forecast accuracy can hardly match the state-of-the-art
operational ECMWF Integrated Forecasting System (IFS) model. Previous
data-driven attempts achieve ensemble forecast using some simple perturbation
methods, like initial condition perturbation and Monte Carlo dropout. However,
they mostly suffer unsatisfactory ensemble performance, which is arguably
attributed to the sub-optimal ways of applying perturbation. We propose a Swin
Transformer-based Variational Recurrent Neural Network (SwinVRNN), which is a
stochastic weather forecasting model combining a SwinRNN predictor with a
perturbation module. SwinRNN is designed as a Swin Transformer-based recurrent
neural network, which predicts future states deterministically. Furthermore, to
model the stochasticity in prediction, we design a perturbation module
following the Variational Auto-Encoder paradigm to learn multivariate Gaussian
distributions of a time-variant stochastic latent variable from data. Ensemble
forecasting can be easily achieved by perturbing the model features leveraging
noise sampled from the learned distribution. We also compare four categories of
perturbation methods for ensemble forecasting, i.e. fixed distribution
perturbation, learned distribution perturbation, MC dropout, and multi model
ensemble. Comparisons on WeatherBench dataset show the learned distribution
perturbation method using our SwinVRNN model achieves superior forecast
accuracy and reasonable ensemble spread due to joint optimization of the two
targets. More notably, SwinVRNN surpasses operational IFS on surface variables
of 2-m temperature and 6-hourly total precipitation at all lead times up to
five days.
Related papers
- ExtremeCast: Boosting Extreme Value Prediction for Global Weather Forecast [57.6987191099507]
We introduce Exloss, a novel loss function that performs asymmetric optimization and highlights extreme values to obtain accurate extreme weather forecast.
We also introduce ExBooster, which captures the uncertainty in prediction outcomes by employing multiple random samples.
Our solution can achieve state-of-the-art performance in extreme weather prediction, while maintaining the overall forecast accuracy comparable to the top medium-range forecast models.
arXiv Detail & Related papers (2024-02-02T10:34:13Z) - FengWu-4DVar: Coupling the Data-driven Weather Forecasting Model with 4D Variational Assimilation [67.20588721130623]
We develop an AI-based cyclic weather forecasting system, FengWu-4DVar.
FengWu-4DVar can incorporate observational data into the data-driven weather forecasting model.
Experiments on the simulated observational dataset demonstrate that FengWu-4DVar is capable of generating reasonable analysis fields.
arXiv Detail & Related papers (2023-12-16T02:07:56Z) - From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks [0.0]
We reinvigorate maximum likelihood estimation (MLE) for macroeconomic density forecasting through a novel neural network architecture with dedicated mean and variance hemispheres.
Our Hemisphere Neural Network (HNN) provides proactive volatility forecasts based on leading indicators when it can, and reactive volatility based on the magnitude of previous prediction errors when it must.
arXiv Detail & Related papers (2023-11-27T21:37:50Z) - When Rigidity Hurts: Soft Consistency Regularization for Probabilistic
Hierarchical Time Series Forecasting [69.30930115236228]
Probabilistic hierarchical time-series forecasting is an important variant of time-series forecasting.
Most methods focus on point predictions and do not provide well-calibrated probabilistic forecasts distributions.
We propose PROFHiT, a fully probabilistic hierarchical forecasting model that jointly models forecast distribution of entire hierarchy.
arXiv Detail & Related papers (2023-10-17T20:30:16Z) - Generative ensemble deep learning severe weather prediction from a
deterministic convection-allowing model [0.0]
Method combines conditional generative adversarial networks (CGANs) with a convolutional neural network (CNN) to post-process convection-allowing model (CAM) forecasts.
The CGANs are designed to create synthetic ensemble members from deterministic CAM forecasts.
The method produced skillful predictions with up to 20% Brier Skill Score (BSS) increases compared to other neural-network-based reference methods.
arXiv Detail & Related papers (2023-10-09T18:02:11Z) - Precipitation nowcasting with generative diffusion models [0.0]
We study the efficacy of diffusion models in handling the task of precipitation nowcasting.
Our work is conducted in comparison to the performance of well-established U-Net models.
arXiv Detail & Related papers (2023-08-13T09:51:16Z) - When Rigidity Hurts: Soft Consistency Regularization for Probabilistic
Hierarchical Time Series Forecasting [69.30930115236228]
Probabilistic hierarchical time-series forecasting is an important variant of time-series forecasting.
Most methods focus on point predictions and do not provide well-calibrated probabilistic forecasts distributions.
We propose PROFHiT, a fully probabilistic hierarchical forecasting model that jointly models forecast distribution of entire hierarchy.
arXiv Detail & Related papers (2022-06-16T06:13:53Z) - Probabilistic AutoRegressive Neural Networks for Accurate Long-range
Forecasting [6.295157260756792]
We introduce the Probabilistic AutoRegressive Neural Networks (PARNN)
PARNN is capable of handling complex time series data exhibiting non-stationarity, nonlinearity, non-seasonality, long-range dependence, and chaotic patterns.
We evaluate the performance of PARNN against standard statistical, machine learning, and deep learning models, including Transformers, NBeats, and DeepAR.
arXiv Detail & Related papers (2022-04-01T17:57:36Z) - CovarianceNet: Conditional Generative Model for Correct Covariance
Prediction in Human Motion Prediction [71.31516599226606]
We present a new method to correctly predict the uncertainty associated with the predicted distribution of future trajectories.
Our approach, CovariaceNet, is based on a Conditional Generative Model with Gaussian latent variables.
arXiv Detail & Related papers (2021-09-07T09:38:24Z) - Learning Interpretable Deep State Space Model for Probabilistic Time
Series Forecasting [98.57851612518758]
Probabilistic time series forecasting involves estimating the distribution of future based on its history.
We propose a deep state space model for probabilistic time series forecasting whereby the non-linear emission model and transition model are parameterized by networks.
We show in experiments that our model produces accurate and sharp probabilistic forecasts.
arXiv Detail & Related papers (2021-01-31T06:49:33Z) - A framework for probabilistic weather forecast post-processing across
models and lead times using machine learning [3.1542695050861544]
We show how to bridge the gap between sets of separate forecasts from NWP models and the 'ideal' forecast for decision support.
We use Quantile Regression Forests to learn the error profile of each numerical model, and use these to apply empirically-derived probability distributions to forecasts.
Second, we combine these probabilistic forecasts using quantile averaging. Third, we interpolate between the aggregate quantiles in order to generate a full predictive distribution.
arXiv Detail & Related papers (2020-05-06T16:46:02Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.