Dynamic conditional density network of wind vectors

We propose the dynamic conditional density network (DCDN) to correct the bivariate normal predictive distribution commonly used to postprocess ensemble forecasts of wind vectors. The conditional distribution of the observed wind vector given the ensemble forecast may depart from the bivariate normal distribution. DCDN multiplies a bivariate normal reference density by a correction density. The correction density is a B-spline mixture on the probability integral transform scale of the reference density, and a neural network predicts its weights. DCDN equals its reference density when the correction density is uniform. We apply DCDN to ensemble forecasts of the European Centre for Medium-Range Weather Forecasts and observations at 154 sites in the Tohoku region of Japan. DCDN significantly improved the logarithmic score, energy score, and variogram score over the bivariate normal distribution predicted by a neural network. The improvement in the logarithmic score was large near zero wind speed and at higher wind speeds. This is consistent with non-normal features of the conditional distribution that the bivariate normal distribution misses.