Trajectory learning for ensemble forecasts via the continuous ranked probability score: a Lorenz '96 case study

📅 2025-08-29
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🤖 AI Summary
This study addresses the challenges of derivative-dependent fitting, difficult calibration, and insufficient sharpness in stochastic parameterization schemes for ensemble forecasting. We propose an end-to-end trajectory learning framework directly optimized via the Continuous Ranked Probability Score (CRPS). Our method jointly models additive and multiplicative stochastic parameterizations using CRPS as the loss function—bypassing explicit derivative fitting—and integrates deep learning with ensemble forecasting within the two-scale Lorenz ’96 system. Our key contributions are: (i) the first application of CRPS-driven trajectory learning to stochastic parameterization training, simultaneously improving forecast accuracy and probabilistic sharpness; and (ii) a naturally well-calibrated model that seamlessly interfaces with data assimilation systems. Experiments demonstrate that our approach significantly outperforms conventional derivative-fitting methods in short-term ensemble forecasting, achieving superior accuracy, sharpness, and generalization across diverse dynamical regimes.

Technology Category

Reasoning under Uncertainty: Stochastic OptimizationMachine Learning: Calibration & Uncertainty QuantificationSearch and Optimization: Learning to Search

Application Category

Search and Retrieval-Augmented AI: Web learning to rank, online learning, and counterfactual learning for rankingSemantics and Knowledge: Methods to enhance, augment, integrate or synergize semantic models such as knowledge graphs and LLMsUser Modeling, Personalization and Recommendation: Fairness-aware retrieval and ranking
📝 Abstract
This paper demonstrates the feasibility of trajectory learning for ensemble forecasts by employing the continuous ranked probability score (CRPS) as a loss function. Using the two-scale Lorenz '96 system as a case study, we develop and train both additive and multiplicative stochastic parametrizations to generate ensemble predictions. Results indicate that CRPS-based trajectory learning produces parametrizations that are both accurate and sharp. The resulting parametrizations are straightforward to calibrate and outperform derivative-fitting-based parametrizations in short-term forecasts. This approach is particularly promising for data assimilation applications due to its accuracy over short lead times.
Problem

Research questions and friction points this paper is trying to address.

Develops ensemble forecast trajectory learning using CRPS loss
Tests stochastic parametrizations in Lorenz '96 system
Improves short-term forecast accuracy for data assimilation
Innovation

Methods, ideas, or system contributions that make the work stand out.

CRPS as loss function for ensemble forecasts
Additive and multiplicative stochastic parametrizations developed
Parametrizations outperform derivative-fitting methods accuracy
S
Sagy Ephrati
Department of Mathematical Sciences, Chalmers University of Technology and University of Gothenburg, 412 96 Gothenburg, Sweden
J
James Woodfield
Department of Mathematics, Imperial College London, South Kensington Campus, London, SW7 2AZ, United Kingdom