noaa-sst-forecasting-eval
Data-driven geophysical forecasting: Simple, low-cost, and accurate baselines with kernel methods — Hamzi et al. (2021) (arXiv:2103.10935, 2021)
What this evaluates
Evaluates the ability of data-driven models to forecast low-dimensional geophysical dynamics (sea surface temperature and air temperature) from historical time-series observations. It probes long-horizon prediction accuracy, bias-variance trade-offs, and computational efficiency compared to physics-based and deep learning baselines.
Datasets
- NOAA-SST — total 1914; splits: train (427), test (1487)
- NOAA-NCEP NAM — total ?; splits: train (-1), test (-1)
Metrics
RMSE(primary) — range: other- Root Mean Squared Error between predicted and observed values, measured in degrees Celsius. Calculated as the square root of the mean of squared differences over the testing period.
Correlation coefficient— range: [-1, 1]- Pearson correlation coefficient measuring linear relationship between forecast and truth across the spatial domain.
Cosine similarity— range: [0, 1]- Cosine similarity between forecast and truth vectors, used to assess the ability to detect extreme fluctuations.
Input / output format
Input: Time-delayed input windows of historical geophysical observations (e.g., 7-day sequences) projected onto a low-dimensional Proper Orthogonal Decomposition (POD) basis or used directly.
Output: Forecasted values for a specified future horizon (e.g., 8 weeks or 7 days ahead), either as POD coefficients or direct temperature/field values.
Scoring recipe
def compute_rmse(pred, true):
return np.sqrt(np.mean((pred - true) ** 2))
def compute_correlation(pred, true):
return np.corrcoef(pred.flatten(), true.flatten())[0, 1]
def compute_cosine_similarity(pred, true):
dot = np.dot(pred.flatten(), true.flatten())
norm = np.linalg.norm(pred) * np.linalg.norm(true)
return dot / norm if norm > 0 else 0.0
Common pitfalls
- The evaluation relies on time-delayed input windows rather than single-step predictions, requiring careful alignment of temporal strides between input sequences and target horizons.
- Computational cost baselines (e.g., LSTM) often exclude neural architecture search overhead, making direct wall-time comparisons unfair unless search costs are explicitly accounted for.
- Error characteristics differ significantly between datasets: NOAA-SST exhibits bias-dominated errors (low noise), while NOAA-NCEP NAM shows variance-dominated errors (high noise), which can mislead model selection if not analyzed separately.
Evidence (verbatim from paper)
The reconstruction accuracy from the forecast is compared in a series of assessments beginning with root-mean-squared error (RMSE) assessments as shown in Figure 8 for the testing time period. POD-RKHS is seen to provide competitive results in comparison to persistence and climatology at the lower latitudes.
Citation
@misc{hamzi2021data,
title={Data-driven geophysical forecasting: Simple, low-cost, and accurate baselines with kernel methods},
author={Hamzi et al. (2021)},
year={2021},
note={arXiv:2103.10935}
}
- arXiv: 2103.10935