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Assessment 2

This document discusses various methods for modeling precipitation, including state space models, updating wave height forecasts using satellite data, and model emulators. It describes rain measurement techniques like rain gauges, radar reflectivity, and cloud top temperature from satellites. Basic relationships are outlined between rainfall rate, drop size distribution, and radar reflectivity. The Kalman filter and state-space models are introduced for making predictions. Model emulators are discussed as a way to approximate computationally expensive process models for use in Bayesian analysis.

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Nadir Khattak Jr.
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15 views

Assessment 2

This document discusses various methods for modeling precipitation, including state space models, updating wave height forecasts using satellite data, and model emulators. It describes rain measurement techniques like rain gauges, radar reflectivity, and cloud top temperature from satellites. Basic relationships are outlined between rainfall rate, drop size distribution, and radar reflectivity. The Kalman filter and state-space models are introduced for making predictions. Model emulators are discussed as a way to approximate computationally expensive process models for use in Bayesian analysis.

Uploaded by

Nadir Khattak Jr.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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State space model of precipitation

rate (Tamre Cardoso, PhD UW


2004)
Updating wave height forecasts
using satellite data (Anders
Malmberg, PhD U. Lund 2005)
Model emulators (O’Hagan and co-
workers )
Rainfall measurement
Rain gauge (1 hr)
High wind, low rain rate (evaporation)
Spatially localized, temporally moderate
Radar reflectivity (6 min)
Attenuation, not ground measure
Spatially integrated, temporally fine
Cloud top temp. (satellite, ca 12 hrs)
Not directly related to precipitation
Spatially integrated, temporally sparse
Distrometer (drop sizes, 1 min)
Expensive measurement
Spatially localized, temporally fine
Radar image
Drop size distribution

QuickTime™ and a
Photo - JPEG decompressor
are needed to see this picture.
Basic relations
Rainfall rate:
π∞ 3
R(t) = cR ∫D v(D)N(t)f(D)dD
60
v(D) terminal velocity for drop size D
N(t) number of drops at time t
f(D) pdf for drop size distribution
Gauge data:
⎛ t
2⎞
G(t)~ N⎜g(w(t)) ∫ R(s)ds,σG⎟
⎝ t−Δ ⎠
g(w) gauge type correction factor
w(t) meteorological variables such as
wind speed
Basic relations, cont.

Radar reflectivity:

⎛∞ 6 ⎞
ZD (t) = cZ⎜ ∫D v(D)N(t)f(D)dD⎟
⎝0 ⎠
Observed radar reflectivity:
Z(t) ~ N(ZD (t),σ2Z )
Structure of model

Data: [G|N(D),G] [Z|N(D),Z]


Processes: [N|N,N] [D|t,D]
log GARCH LN
Temporal dynamics: [N(t)|]
AR(1)
Model parameters: [G,Z,N,,D|H]
Hyperparameters: H
MCMC approach
Observed and predicted
rain rate
Observed and
calculated radar
reflectivity
Wave height prediction
Misalignment
in time and space
The Kalman filter

Gauss (1795) least squares


Kolmogorov (1941)-Wiener (1942)
dynamic prediction
Follin (1955) Swerling (1958)
Kalman (1960)
recursive formulation
prediction depends on
how far current state is
from average

Extensions
A state-space model

Write the forecast anomalies as a


weighted average Y(s,t) = ∑ai (t)φi (s)
of EOFs (computed from the
empirical covariance) plus small-
scale noise.
The average develops as a vector
autoregressive model:
Y(s,t + τ) = ∫w s (u)Y(u, t)d u +η(s, t + τ)
EOFs of wind forecasts
Kalman filter forecast
emulates forecast
model
The effect of satellite
data
Model assessment
Difference from
current forecast
of

Previous forecast

Kalman filter

Satellite data
assimilated
Statistical analysis of
computer code output
Often the process model is
expensive to run (in time, at
least), especially if different runs
needed for MCMC
Need to develop real-time
approximation to process model
Kalman filter is a dynamic linear
model approximation
SACCO is an alternative Bayesian
approach
Basic framework

An emulator is a random
(Gaussian) process (x)
approximating the process model
for input x in Rm.
Prior mean m(x)v(x = 1h(x)
,x2 ) =
T
σ 2 c(x 1 , x 2 )
Prior covariance

Run the model at n input values to


get n output values, so
(d β, σ 2 ) : N(Hβ, σ 2 C)
(η ( g) β, σ 2 ,d ) : N(m ∗, Σ ∗)
The emulator

Integrating out  and 2 we get


η(x) − m∗∗(x)
∗∗ 1 : tn−q
σ̂c (x,x) 2

where q = dim() and


m∗∗(x) = h(x)T β̂ + t(x)T C −1 (d −Hβ̂)
where t(x)T = (c(x,x1),…,c(x,xn))
m** is the emulator, and we can
also calculate its variance
An example
y=7+x+cos(2x)
q=1, hT(x)=(1 x) n=5
Conclusions

Model assessment constraints:


• amount of data
• data quality
• ease of producing model runs
• degree of misalignment
Ideally the model should have
• similar first and second order
properties to the data
• similar peaks and troughs to
data (or simulations based on the
data)

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