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An evaluation of the skill of ENSO forecasts during 20022009 Tony Barnston and Mike Tippett IRI Lead: 1 2 3 4 5 6 7 8 9

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Page 1: An evaluation of the skill of ENSO forecasts during …met.nps.edu/climate_CDPW09/.../1.02_Barnston_34th_CDPW_Oct09.pdfAn evaluation of the skill of ENSO forecasts during 20022009

An evaluation of the skill of ENSO forecasts during 2002­2009 

Tony Barnston and Mike Tippett IRI 

Lead: 1   2    3   4    5   6    7   8    9

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2002   03    04    05    06    07    08   09    10 

2002   03    04    05    06    07    08   09    10 

2002   03    04    05    06    07    08   09    10 

All Models 

Dynamical 

Statistical 

forecasts at 4 leads 

Nino3.4 anomaly 

Nino3.4 anomaly 

Nino3.4 anomaly

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­3 

­2 

­1 

MME Mean by Model Type, 1­month lead 

2002      2003       2004       2005       2006       2007  2008       2009 

OBS 

ALL 

DYN STAT 

DYN models called for 2007/08 La Nina onset too early

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­3 

­2 

­1 

MME Mean by Model Type, 5­month lead 

2002      2003       2004       2005       2006       2007  2008       2009 

OBS 

DYN 

STAT 

ALL 

DYN models did well for the 2007/08 La Nina 

.

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­3 

­2 

­1 

Selected Dynamical Models, 1­month lead 

2002      2003       2004       2005       2006       2007  2008       2009 

OBS 

CFS 

ECMWF 

GMAO 

GMAO 

ECMWF 

CFS

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­3 

­2 

­1 

Selected Statistical Models, 1­month lead 

2002      2003       2004       2005       2006       2007  2008       2009 

OBS  MARKOV 

CCA 

LIM 

CA 

CLIPER 

MARKOV 

CLIPER 

LIM 

CCA CA

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­3 

­2 

­1 

Selected Dynamical Models, 5­month lead 

2002      2003       2004       2005       2006       2007  2008       2009 

OBS GMAO 

CFS  LDEO 

CFS 

GMAO 

LDEO 

. . 

.

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­3 

­2 

­1 

Selected Statistical Models, 5­month lead 

2002      2003       2004       2005       2006       2007  2008       2009 

OBS  MARKOV 

CCA 

LIM 

CA CLIPER 

CLIPER 

LIM CA 

CCA 

MARKOV

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All Models 

Dynamical 

Statistical 

02  03   04   05   06   07   08   09   10 

Forecasts and observations 

Lead 8 6 4 2 

OBS 

Lead 8 6 4 2 

OBS 

Lead 8 6 4 2 

OBS

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Lag Correlation: Fct vs Obs 

­5  ­4  ­3  ­2  ­1       0        1       2        3        4        5 Lag (months) 

Correl 

We forecast conditions that occur earlier than the intended target period 

Leads

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All Models 

Dynamical 

Statistical 

Mean bias (fcst – obs) 

02  03   04   05   06   07   08   09   10 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1

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All Models 

Dynamical 

Statistical 

Seasonality of mean bias (fcst – obs) 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1

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Statistical significance of skill is defined using the null hypothesis: 

“The forecast is a sample of 9 running forecasts drawn from a sequence of 9 running observations spanning the same seasons, drawn from random years from the period 1950­2002.” 

The covariance of the forecasts spanning 9 running 3­month periods is taken into account by using the observations for the same seasons. 

We generate 7 years of climatological forecasts (same length as our time series of real­time forecasts), score them and repeat many times. Then we determine percentiles of the actual score against this no­skill background distribution. We use ≥95%ile to qualify for significance.

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All Models 

Dynamical 

Statistical 

Significance threshold depends on magnitude of ENSO signal 

Squared error (fcst – obs) 2 when significant 

Lead 9 6 3 

Lead 9 6 3 

Lead 9 6 3

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All Models 

Dynamical 

Statistical 

Significance threshold depends on magnitude of ENSO signal 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Squared error skill score: 

(anomaly) when significant 

( ) 1  fct obs obs −

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All Models 

Dynamical 

Statistical 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Seasonality of squared error (fcst – obs) 2 when significant

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All Models 

Dynamical 

Statistical 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Seasonality of squared error skill score when significant anomaly 

( ) 1  fct obs obs −

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All Models 

Dynamical 

Statistical 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Seasonality of correlation (fcst,obs)  when significant

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All Models 

Dynamical 

Statistical 

Constant spread, based on skill 

Continuous ranked probability skill score when significant 

02  03   04   05   06   07   08   09   10 

02  03   04   05   06   07   08   09   10 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1

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All Models 

Dynamical 

Statistical 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Lead 9 7 5 3 1 

Seasonality of continuous ranked probability skill score  when significant

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Squared error (f – o) 2 

Ensemble variance 

Ensemble variance  Climo of ensemble variance 

Squared error 

Squared error 

02  03   04   05   06   07   08   09   10

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dynamical                                 dynamical errors 

statistical errors 

statistical 

Statistical vs. dynamical forecast and forecast error scatterplots

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Clim

atology 

model variance 

Climatology squared error 

Climatology of squared error 

Climatology of model variance 

J      F     M     A     M    J     J      A     S     O     N  D 

J      F     M     A     M    J     J      A     S     O     N  D

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0.1 

0.2 

0.3 

0.4 

0.5 

0.6 

0.7 

0.8 

0.9 

1  2  3  4  5  6  7  8  9 

Correlation Skill, all seasons, by lead time 2002 ­ 2009 

ALL  DYN 

STAT 

Lead (months) 1  2  3  4  5  6  7  8  9 

x x x x 

o o 

1985­1993 

1975­1993 

­­­­­­­­­­­­­­­­­­ ­­­­­­­­­­­­­­­­­­ 

1975                  1990                 2005

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0.2 

0.4 

0.6 

0.8 

1.2 

1.4 

1.6 

1.8 

DJF JFM FMA MAM AMJ MJJ JJA JAS ASO SON OND NDJ 

Standard Deviation Ratio (forecast/obs), 2002­2009 

lead­1: Dyn 

lead­1: Stat 

lead-5: Stat

lead-5: Dyn 

Dyn  Stat

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Correlation Skill (all multi­model mean), 2002­2009 

­0.6 

­0.4 

­0.2 

0.2 

0.4 

0.6 

0.8 

1.2 

DJF JFM FMA MAM AMJ MJJ JJA JAS ASO SON OND NDJ 1  2 3 4 

5 6 

7 8 

lead=

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­0.6 

­0.4 

­0.2 

0.2 

0.4 

0.6 

0.8 

1.2 

Correlation Skill (dynamical multi­model mean), 2002­2009 

DJF JFM FMA MAM AMJ MJJ JJA JAS ASO SON OND NDJ 1  2 3  4 

6 7 

lead=

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­0.6 

­0.4 

­0.2 

0.2 

0.4 

0.6 

0.8 

1.2 

Correlation Skill (statistical multi­model mean), 2002­2009 

DJF JFM FMA MAM AMJ MJJ JJA JAS ASO SON OND NDJ 1 2 3  4 

5 6 

7 8 

lead=

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0.2 

0.4 

0.6 

0.8 

1.2 

1  2  3  4  5  6  7  8  9 

RMSE (SDs), all seasons, by lead time 2002 ­ 2009 

STAT 

ALL 

DYN 

Lead (months) 1  2  3  4  5  6  7  8  9 

o o 

o o x x x 

x x 

1985­1993 

1975­1993 

­­­­­­­­­­­­­­­­­­ ­­­­­­­­­­­­­­­­­­ 

1975                  1990                 2005

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0.2 

0.4 

0.6 

0.8 

1.2 

1.4 

1.6 

1.8 

RMSE Skill (SDs), all multi­model mean, 2002­2009 

DJF JFM FMA MAM AMJ MJJ JJA JAS ASO SON OND NDJ 

9 8 

7 5  6 4  3 

2 1 lead=

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0.2 

0.4 

0.6 

0.8 

1.2 

1.4 

1.6 

1.8 

RMSE Skill, (SDs), dynamical multi­model mean, 2002­2009 

DJF JFM FMA MAM AMJ MJJ JJA JAS ASO SON OND NDJ 

9 8 7 6  5 4 

2  3 1 lead=

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0.2 

0.4 

0.6 

0.8 

1.2 

1.4 

1.6 

1.8 

RMSE Skill (SDs), statistical multi­model mean, 2002­2009 

DJF JFM FMA MAM AMJ MJJ JJA JAS ASO SON OND NDJ 

8 9 

7 5  6 

3  4 2 1 lead=

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0.1 

0.2 

0.3 

0.4 

0.5 

0.6 

0.7 

0.8 

0.9 

1  2  3  4  5  6  7  8  9 

L E A D   T I M E  (M O N T H S) 

Dynamical Models: Correlation, all seasons 

JMA 

NCEP CFS 

LDEO 

UKMO 

ECMWF 

1  2  3  4  5  6  7  8  9

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0.1 

0.2 

0.3 

0.4 

0.5 

0.6 

0.7 

0.8 

0.9 

1  2  3  4  5  6  7  8  9 

L E A D   T I M E  (M O N T H S) 

Statistical Models: Correlation, all seasons 

UCLA­TCD 

FSU REGR 

CLIPER 

CCA 

MARKOV 

MARKOV 

UCLA­TCD 

CCA 

FSU REGR 

1  2  3  4  5  6  7  8  9

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0.2 

0.4 

0.6 

0.8 

1.2 

1.4 

l1  l2  l3  l4  l5  l6  l7  l8  l9 

Dynamical Models: RMSE (SDs), all seasons 

L E A D   T I M E  (M O N T H S) 1  2  3  4  5  6  7  8  9 

ECMWF 

LDEO NCEP CFS 

NCEP CFS 

JMA 

JMA UKMO

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0.2 

0.4 

0.6 

0.8 

1.2 

1.4 

1  2  3  4  5  6  7  8  9 

L E A D   T I M E  (M O N T H S) 

Statistical Models: RMSE (SDs), all seasons 

UCLA­TCD 

MARKOV CCA 

CLIPER 

UCLA­TCD CLIPER 

MARKOV 

CCA 

FSU REGR 

FSU REGR 

1  2  3  4  5  6  7  8  9

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Conclusions 

Our ENSO prediction skill is not much different this decade from how it was in the previous two decades. 

Decadal variations in ENSO prediction skill appears to be a stronger function of decadal variability of ENSO amplitude than of improvements in our models and/or prediction methodologies. 

For the first time, we see dynamical models delivering slightly more skillful ENSO predictions than statistical models, in the mean. This comes largely because of better performance in predicting the onset of the La Nina of 2007­08, even though onset was predicted earlier than observed.