Combining predictive distributions for time-to-event outcomes in meteorology

Combining forecasts from multiple numerical weather prediction (NWP) models has shown substantial benefit over the use of individual forecast products. Although combination, in a broad sense, is widely used in meteorological forecasting, systematic studies of combination methodology in meteorology are scarce. In this article, we study several combination methods, both state-of-the-art and of our own making, with a particular emphasis on situations where one seeks to predict when a particular event of interest will occur. Such time-to-event forecasts require particular methodology and care. We conduct a careful comparison of the different combination methods through an extensive simulation study, where we investigate the conditions under which the combined forecast will outperform the individual forecasting products. Further, we investigate the performance of the methods in a case study modelling the time to the first hard freeze in Norway and parts of Fennoscandia.

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Publication Details

Journal
International Journal of Forecasting
Published
2025-11-17
DOI
https://doi.org/10.1016/j.ijforecast.2025.10.004
Primary Topic
Meteorological Phenomena and Simulations
Type
article
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article

Combining predictive distributions for time-to-event outcomes in meteorology

Claudio Heinrich, Alex Lenkoski, Thea Roksvåg, Céline Cunen
International Journal of Forecasting
Meteorological Phenomena and Simulations
article

Combining predictive distributions for time-to-event outcomes in meteorology

Claudio Heinrich, Alex Lenkoski, Thea Roksvåg, Céline Cunen
article en

Abstract

Combining forecasts from multiple numerical weather prediction (NWP) models has shown substantial benefit over the use of individual forecast products. Although combination, in a broad sense, is widely used in meteorological forecasting, systematic studies of combination methodology in meteorology are scarce. In this article, we study several combination methods, both state-of-the-art and of our own making, with a particular emphasis on situations where one seeks to predict when a particular event of interest will occur. Such time-to-event forecasts require particular methodology and care. We conduct a careful comparison of the different combination methods through an extensive simulation study, where we investigate the conditions under which the combined forecast will outperform the individual forecasting products. Further, we investigate the performance of the methods in a case study modelling the time to the first hard freeze in Norway and parts of Fennoscandia.

International Journal of ForecastingVol. 42(2)
Oslo University Hospital (NO), Norwegian Computing Center (NO), University of Oslo (NO)
Openalex Percentile: Top 61%
Meteorological Phenomena and Simulations
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