Hidden Error Variance Theory. Part II: An Instrument That Reveals Hidden Error Variance Distributions from Ensemble Forecasts and Observations

Abstract

Abstract In Part I of this study, a model of the distribution of true error variances given an ensemble variance is shown to be defined by six parameters that also determine the optimal weights for the static and flow-dependent parts of hybrid error variance models. Two of the six parameters (the climatological mean of forecast error variance and the climatological minimum of ensemble variance) are straightforward to estimate. The other four parameters are (i) the variance of the climatological distribution of the true conditional error variances, (ii) the climatological minimum of the true conditional error variance, (iii) the relative variance of the distribution of ensemble variances given a true conditional error variance, and (iv) the parameter that defines the mean response of the ensemble variances to changes in the true error variance. These parameters are hidden because they are defined in terms of condition-dependent forecast error variance, which is unobservable if the condition is not sufficiently repeatable. Here, a set of equations that enable these hidden parameters to be accurately estimated from a long time series of (observation minus forecast, ensemble variance) data pairs is presented. The accuracy of the equations is demonstrated in tests using data from long data assimilation cycles with differing model error variance parameters as well as synthetically generated data. This newfound ability to estimate these hidden parameters provides new tools for assessing the quality of ensemble forecasts, tuning hybrid error variance models, and postprocessing ensemble forecasts.