Rilwan Adewoyin

Lorenzo Pacchiardi, Rilwan Adewoyin, Peter Dueben et al.

Probabilistic forecasting relies on past observations to provide a probability distribution for a future outcome, which is often evaluated against the realization using a scoring rule. Here, we perform probabilistic forecasting with generative neural networks, which parametrize distributions on high-dimensional spaces by transforming draws from a latent variable. Generative networks are typically trained in an adversarial framework. In contrast, we propose to train generative networks to minimize a predictive-sequential (or prequential) scoring rule on a recorded temporal sequence of the phenomenon of interest, which is appealing as it corresponds to the way forecasting systems are routinely evaluated. Adversarial-free minimization is possible for some scoring rules; hence, our framework avoids the cumbersome hyperparameter tuning and uncertainty underestimation due to unstable adversarial training, thus unlocking reliable use of generative networks in probabilistic forecasting. Further, we prove consistency of the minimizer of our objective with dependent data, while adversarial training assumes independence. We perform simulation studies on two chaotic dynamical models and a benchmark data set of global weather observations; for this last example, we define scoring rules for spatial data by drawing from the relevant literature. Our method outperforms state-of-the-art adversarial approaches, especially in probabilistic calibration, while requiring less hyperparameter tuning.

Rilwan Adewoyin, Peter Dueben, Peter Watson et al.

Climate models (CM) are used to evaluate the impact of climate change on the risk of floods and strong precipitation events. However, these numerical simulators have difficulties representing precipitation events accurately, mainly due to limited spatial resolution when simulating multi-scale dynamics in the atmosphere. To improve the prediction of high resolution precipitation we apply a Deep Learning (DL) approach using an input of CM simulations of the model fields (weather variables) that are more predictable than local precipitation. To this end, we present TRU-NET (Temporal Recurrent U-Net), an encoder-decoder model featuring a novel 2D cross attention mechanism between contiguous convolutional-recurrent layers to effectively model multi-scale spatio-temporal weather processes. We use a conditional-continuous loss function to capture the zero-skewed %extreme event patterns of rainfall. Experiments show that our model consistently attains lower RMSE and MAE scores than a DL model prevalent in short term precipitation prediction and improves upon the rainfall predictions of a state-of-the-art dynamical weather model. Moreover, by evaluating the performance of our model under various, training and testing, data formulation strategies, we show that there is enough data for our deep learning approach to output robust, high-quality results across seasons and varying regions.