arXiv:2510.19110stat.MLcs.LG2025-10被引 1

用路径积分方法评估天气概率预报,更准确捕捉时空关联。

Signature Kernel Scoring Rule: A Spatio-Temporal Diagnostic for Probabilistic Weather Forecasting

  • 将气象变量视为连续路径,用迭代积分编码时空依赖。
  • 在WeatherBench 2上验证,15步预测优于气候基准。
  • 适合需精准量化不确定性的气象建模研究者。

现代天气预报正从数值预报转向数据驱动的机器学习方法。尽管新模型提供概率预报以量化不确定性,但其训练与评估仍受限于传统评分规则(如MSE),这些规则针对单一时点预测设计,忽略天气行为中的高度相关结构。本文将签名核评分规则引入天气预报领域,将气象变量视为连续路径,通过迭代积分编码时间与空间依赖关系。经路径扩充验证,该签名核为严格恰当评分规则,具备理论稳健性,适用于预报验证与模型训练。在WeatherBench 2模型上的天气评分卡实证表明,该评分规则具有高区分能力,能有效捕捉路径依赖交互。继往期成功实现无对抗的概率训练后,本文使用滑动窗口生成神经网络,在ERA5再分析数据上采用预测-顺序评分规则进行训练。采用轻量级模型,结果显示基于签名核的训练在长达十五步的预报路径上优于气候基准。

原文摘要 · Abstract (English)

Modern weather forecasting has increasingly transitioned from numerical weather prediction (NWP) to data-driven machine learning forecasting techniques. While these new models produce probabilistic forecasts to quantify uncertainty, their training and evaluation may remain hindered by conventional scoring rules, primarily MSE, which are designed for single time point predictions and ignore the highly correlated data structures present in weather behaviour. This work introduces the signature kernel scoring rule to the domain of weather forecasting, which reframes weather variables as continuous paths to encode temporal and spatial dependencies through iterated integrals. Validated as strictly proper through the use of path augmentations to guarantee uniqueness, the signature kernel provides a theoretically robust metric for forecast verification and model training. Empirical evaluations through weather scorecards on WeatherBench 2 models demonstrate the signature kernel scoring rule's high discriminative power and unique capacity to capture path-dependent interactions. Following previous demonstration of successful adversarial-free probabilistic training, we train sliding window generative neural networks using a predictive-sequential scoring rule on ERA5 reanalysis weather data. Using a lightweight model, we demonstrate that signature kernel based training outperforms climatology for forecast paths of up to fifteen timesteps.

天气预报概率建模路径积分评分规则

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