No Arabic abstract
Data-driven approaches, most prominently deep learning, have become powerful tools for prediction in many domains. A natural question to ask is whether data-driven methods could also be used to predict global weather patterns days in advance. First studies show promise but the lack of a common dataset and evaluation metrics make inter-comparison between studies difficult. Here we present a benchmark dataset for data-driven medium-range weather forecasting, a topic of high scientific interest for atmospheric and computer scientists alike. We provide data derived from the ERA5 archive that has been processed to facilitate the use in machine learning models. We propose simple and clear evaluation metrics which will enable a direct comparison between different methods. Further, we provide baseline scores from simple linear regression techniques, deep learning models, as well as purely physical forecasting models. The dataset is publicly available at https://github.com/pangeo-data/WeatherBench and the companion code is reproducible with tutorials for getting started. We hope that this dataset will accelerate research in data-driven weather forecasting.
Numerical weather prediction has traditionally been based on physical models of the atmosphere. Recently, however, the rise of deep learning has created increased interest in purely data-driven medium-range weather forecasting with first studies exploring the feasibility of such an approach. To accelerate progress in this area, the WeatherBench benchmark challenge was defined. Here, we train a deep residual convolutional neural network (Resnet) to predict geopotential, temperature and precipitation at 5.625 degree resolution up to 5 days ahead. To avoid overfitting and improve forecast skill, we pretrain the model using historical climate model output before fine-tuning on reanalysis data. The resulting forecasts outperform previous submissions to WeatherBench and are comparable in skill to a physical baseline at similar resolution. We also analyze how the neural network creates its predictions and find that, with some exceptions, it is compatible with physical reasoning. Finally, we perform scaling experiments to estimate the potential skill of data-driven approaches at higher resolutions.
We assess the value of machine learning as an accelerator for the parameterisation schemes of operational weather forecasting systems, specifically the parameterisation of non-orographic gravity wave drag. Emulators of this scheme can be trained to produce stable and accurate results up to seasonal forecasting timescales. Generally, more complex networks produce more accurate emulators. By training on an increased complexity version of the existing parameterisation scheme we build emulators that produce more accurate forecasts. {For medium range forecasting we find evidence our emulators are more accurate} than the version of the parametrisation scheme that is used for operational predictions. Using the current operational CPU hardware our emulators have a similar computational cost to the existing scheme, but are heavily limited by data movement. On GPU hardware our emulators perform ten times faster than the existing scheme on a CPU.
Modeling geophysical processes as low-dimensional dynamical systems and regressing their vector field from data is a promising approach for learning emulators of such systems. We show that when the kernel of these emulators is also learned from data (using kernel flows, a variant of cross-validation), then the resulting data-driven models are not only faster than equation-based models but are easier to train than neural networks such as the long short-term memory neural network. In addition, they are also more accurate and predictive than the latter. When trained on geophysical observational data, for example, the weekly averaged global sea-surface temperature, considerable gains are also observed by the proposed technique in comparison to classical partial differential equation-based models in terms of forecast computational cost and accuracy. When trained on publicly available re-analysis data for the daily temperature of the North-American continent, we see significant improvements over classical baselines such as climatology and persistence-based forecast techniques. Although our experiments concern specific examples, the proposed approach is general, and our results support the viability of kernel methods (with learned kernels) for interpretable and computationally efficient geophysical forecasting for a large diversity of processes.
Managing the prediction of metrics in high-frequency financial markets is a challenging task. An efficient way is by monitoring the dynamics of a limit order book to identify the information edge. This paper describes the first publicly available benchmark dataset of high-frequency limit order markets for mid-price prediction. We extracted normalized data representations of time series data for five stocks from the NASDAQ Nordic stock market for a time period of ten consecutive days, leading to a dataset of ~4,000,000 time series samples in total. A day-based anchored cross-validation experimental protocol is also provided that can be used as a benchmark for comparing the performance of state-of-the-art methodologies. Performance of baseline approaches are also provided to facilitate experimental comparisons. We expect that such a large-scale dataset can serve as a testbed for devising novel solutions of expert systems for high-frequency limit order book data analysis.
We present a comparative study of different probabilistic forecasting techniques on the task of predicting the electrical load of secondary substations and cabinets located in a low voltage distribution grid, as well as their aggregated power profile. The methods are evaluated using standard KPIs for deterministic and probabilistic forecasts. We also compare the ability of different hierarchical techniques in improving the bottom level forecasters performances. Both the raw and cleaned datasets, including meteorological data, are made publicly available to provide a standard benchmark for evaluating forecasting algorithms for demand-side management applications.