Ozone Ensemble Forecast with Machine Learning Algorithms


Journal of Geophysical Research : Atmospheres

March 2009, vol. 114, n°D5

Departments: Economics & Decision Sciences, GREGHEC (CNRS)

We apply machine learning algorithms to perform sequential aggregation of ozone forecasts. The latter rely on a multimodel ensemble built for ozone forecasting with the modeling system Polyphemus. The ensemble simulations are obtained by changes in the physical parameterizations, the numerical schemes, and the input data to the models. The simulations are carried out for summer 2001 over western Europe in order to forecast ozone daily peaks and ozone hourly concentrations. On the basis of past observations and past model forecasts, the learning algorithms produce a weight for each model. A convex or linear combination of the model forecasts is then formed with these weights. This process is repeated for each round of forecasting and is therefore called sequential aggregation. The aggregated forecasts demonstrate good results; for instance, they always show better performance than the best model in the ensemble and they even compete against the best constant linear combination. In addition, the machine learning algorithms come with theoretical guarantees with respect to their performance, that hold for all possible sequences of observations, even nonstochastic ones. Our study also demonstrates the robustness of the methods. We therefore conclude that these aggregation methods are very relevant for operational forecasts.