Abstract
We discuss an efficient implementation of the analog ensemble algorithm,
the distilled analog ensemble, which is achieved by distilling the
post-processing transformation generated by the analog ensemble into a
deep neural network. While the analog ensemble has been shown to be able
to improve deterministic forecasts and create calibrated probabilistic
predictions in many contexts, a common issue with operationalizing a
large, global analog ensemble-based system is the amount of data (a
corpus of historical forecasts) and post-processing latency required to
process that data in the time-critical path of producing a forecast.
Deep neural networks are high capacity function approximators, and we
demonstrate that we are able to train a network that memorizes the
post-processing behavior of the analog ensemble on a particular corpus
of forecasts. This technique breaks the scale factor between the size of
the historical forecast corpus (larger is better for forecast skill
improvements) and the calculation required to post-process the current
forecast in real-time operations. We show that the distilled analog
ensemble is able to improve European Centre for Medium-Range Weather
Forecasts (ECMWF) high-resolution deterministic forecasts of winds in
the lower stratosphere using as ground-truth either the ECMWF analysis
or observations from Loon high altitude balloons. In this case, rather
than requiring terabytes of historical forecast data to apply the
conventional analog ensemble, we can perform the post-processing that
improves forecast quality on the fly doing computationally efficient
forward passes through a pre-trained network that has a data size of
only 100’s of kilobytes.