Ensemble forecast post-processing is a necessary step in producing accurate probabilistic forecasts. Conventional post-processing methods operate by estimating the parameters of a parametric distribution, frequently on a per-location or per-lead-time basis. We propose a novel, neural network-based method, which produces forecasts for all locations and lead times, jointly. To relax the distributional assumption of many post-processing methods, our approach incorporates normalizing flows as flexible parametric distribution estimators. This enables us to model varying forecast distributions in a mathematically exact way. We demonstrate the effectiveness of our method in the context of the EUPPBench benchmark, where we conduct temperature forecast post-processing for stations in a sub-region of western Europe. We show that our novel method exhibits state-of-the-art performance on the benchmark, outclassing our previous, well-performing entry. Additionally, by providing a detailed comparison of three variants of our novel post-processing method, we elucidate the reasons why our method outperforms per-lead-time-based approaches and approaches with distributional assumptions.
We investigate a novel non-parametric regression-based clustering algorithm for longitudinal data analysis. Combining natural cubic splines with Gaussian mixture models (GMM), the algorithm can produce smooth cluster means that describe the underlying data well. However, there are some shortcomings in the algorithm: high computational complexity in the parameter estimation procedure and a numerically unstable variance estimator. Therefore, to further increase the usability of the method, we incorporated approaches to reduce its computational complexity, we developed a new, more stable variance estimator, and we developed a new smoothing parameter estimation procedure. We show that the developed algorithm, SMIXS, performs better than GMM on a synthetic dataset in terms of clustering and regression performance. We demonstrate the impact of the computational speed-ups, which we formally prove in the new framework. Finally, we perform a case study by using SMIXS to cluster vertical atmospheric measurements to determine different weather regimes.