Empirical Determination Of The Covariance Of Forecast Errors: An Empirical Justification And Reformulation Of Hybrid Covariance Models

During the last decade, the replacement of static climatological forecast error covariance models with hybrid error covariance models that linearly combine localised ensemble covariances with static climatological error covariances has led to significant forecast improvements at several major forecasting centres. Here, a deeper understanding of why the hybrid's superficially ad hoc mix of ensemble-based and climatological covariances yields such significant improvements is pursued. In practice, ensemble covariances are not equal to the true flow-dependent forecast error covariance matrix. Here, the relationship between actual forecast error covariance and the corresponding ensemble covariance is empirically demonstrated. Using a simplified global circulation model and the local ensemble transform Kalman filter (LETKF), the covariance of the set of actual forecast errors corresponding to ensemble covariances close to a fixed target value is computed. By doing this for differing target values, an estimate of the actual forecast error covariance as a function of ensemble covariance is obtained. A demonstration that the hybrid is a much better approximation to this estimate than either the static climatological covariance or the localised ensemble covariance is given. The empirical estimate has two features that current hybrid error covariance models fail to represent: (i) The weight given to the static covariance matrix is an increasing function of the horizontal separation distance of the covarying model variables, and (ii) for small ensemble sizes and ensemble covariances near zero but negative, the actual forecast error covariance is a decreasing function of increasing ensemble covariance. While the first finding has been anticipated by other authors, the second finding has not been anticipated, as far as the authors are aware. Here, (ii) is hypothesised to be a consequence of spurious sample correlations and variances associated with reduced ensembles. Consistent with this hypothesis, the non-monotonicity of this relationship is almost eliminated by quadrupling the ensemble size.