# Multivariate postprocessing methods for high-dimensional seasonal weather forecasts

arXiv: https://arxiv.org/abs/1907.09716 · HTML: https://mlsanity.com/paper/1907.09716/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 23 Jul 2019.

## Built on by (most cited first, 1 of 1)

- [Calibrated Multivariate Regression with Localized PIT Mappings](https://mlsanity.com/paper/2409.10855/) (2024)

## Abstract (arXiv)

Seasonal weather forecasts are crucial for long-term planning in many practical situations and skillful forecasts may have substantial economic and humanitarian implications. Current seasonal forecasting models require statistical postprocessing of the output to correct systematic biases and unrealistic uncertainty assessments. We propose a multivariate postprocessing approach utilizing covariance tapering, combined with a dimension reduction step based on principal component analysis for efficient computation. Our proposed technique can correctly and efficiently handle non-stationary, non-isotropic and negatively correlated spatial error patterns, and is applicable on a global scale. Further, a moving average approach to marginal postprocessing is shown to flexibly handle trends in biases caused by global warming, and short training periods. In an application to global sea surface temperature forecasts issued by the Norwegian Climate Prediction Model (NorCPM), our proposed methodology is shown to outperform known reference methods.