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Predictability estimates of ensemble prediction systems are uncertain due to limited numbers of past forecasts and observations. To account for such uncertainty, this paper proposes a Bayesian inferential framework that provides a simple 6-parameter representation of ensemble forecasting systems and the corresponding observations. The framework is probabilistic, and thus allows for quantifying uncertainty in predictability measures such as correlation skill and signal-to-noise ratios. It also provides a natural way to produce recalibrated probabilistic predictions from uncalibrated ensembles forecasts. The framework is used to address important questions concerning the skill of winter hindcasts of the North Atlantic Oscillation for 1992-2011 issued by the Met Office GloSea5 climate prediction system. Although there is much uncertainty in the correlation between ensemble mean and observations, there is strong evidence of skill: the 95% credible interval of the correlation coefficient of [0.19,0.68] does not overlap zero. There is also strong evidence that the forecasts are not exchangeable with the observations: With over 99% certainty, the signal-to-noise ratio of the forecasts is smaller than the signal-to-noise ratio of the observations, which suggests that raw forecasts should not be taken as representative scenarios of the observations. Forecast recalibration is thus required, which can be coherently addressed within the proposed framework.
Bayesian inference methods are applied within a Bayesian hierarchical modelling framework to the problems of joint state and parameter estimation, and of state forecasting. We explore and demonstrate the ideas in the context of a simple nonlinear mar
The use of tiered warnings and multicategorical forecasts are ubiquitous in meteorological operations. Here, a flexible family of scoring functions is presented for evaluating the performance of ordered multicategorical forecasts. Each score has a ri
Probabilistic weather forecasts from ensemble systems require statistical postprocessing to yield calibrated and sharp predictive distributions. This paper presents an area-covering postprocessing method for ensemble precipitation predictions. We rel
Studying the determinants of adverse pregnancy outcomes like stillbirth and preterm birth is of considerable interest in epidemiology. Understanding the role of both individual and community risk factors for these outcomes is crucial for planning app
WOMBAT (the WOllongong Methodology for Bayesian Assimilation of Trace-gases) is a fully Bayesian hierarchical statistical framework for flux inversion of trace gases from flask, in situ, and remotely sensed data. WOMBAT extends the conventional Bayes