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The sensitivity of forecast-informed reservoir operating policies to forecast attributes (lead-time and skill) in many-objective water systems has been well-established. However, the viability of forecast-informed operations as a climate change adaptation strategy remains underexplored, especially in many-objective systems with complex trade-offs across interests. Little is known about the relationships between forecast attribute and policy robustness under deep uncertainty in future conditions and the relationships between forecast-informed performance and future hydrologic state. This study explores the sensitivity of forecast-informed policy robustness to forecast lead-time and skill in the outflow management plan of the Lake Ontario basin. We create water supply forecasts at four different subseasonal-to-annual lead-times and two levels of skill and further employ a many-objective evolutionary algorithm to discover policies tailored for each forecast case, historical supply conditions, and six objectives. We also leverage a partnership with decision-makers to identify a subset of candidate policies, which are reevaluated under a large set of plausible hydrologic conditions that reflect stationary and nonstationary climates. Scenario discovery techniques are used to map attributes of future hydrology to forecast-informed policy performance. Results show policy robustness is directly related to forecast lead-time, where policies conditioned on 12-month forecasts were more robust under future hydrology. Policies tailored for noisier long-lead forecasts were more robust under a wide range of plausible futures compared with policies trained to perfect forecasts, which highlights the potential to overfit control policies to historical information, even for a forecast-informed policy with perfect foresight. The relationship between performance and the hydrologic regime is dependent on the complexity of the interactions between control decisions and objectives. A threshold of objective performance as a function of supply conditions can support adaptive management of the system. However, more complex interactions make it difficult to identify simple hydrologic indicators that can serve as triggers for dynamic management.
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On the Forecast Combination Puzzle
It is often reported in the forecast combination literature that a simple average of candidate forecasts is more robust than sophisticated combining methods. This phenomenon is usually referred to as the “forecast combination puzzle”. Motivated by this puzzle, we explore its possible explanations, including high variance in estimating the target optimal weights (estimation error), invalid weighting formulas, and model/candidate screening before combination. We show that the existing understanding of the puzzle should be complemented by the distinction of different forecast combination scenarios known as combining for adaptation and combining for improvement. Applying combining methods without considering the underlying scenario can itself cause the puzzle. Based on our new understandings, both simulations and real data evaluations are conducted to illustrate the causes of the puzzle. We further propose a multi-level AFTER strategy that can integrate the strengths of different combining methods and adapt intelligently to the underlying scenario. In particular, by treating the simple average as a candidate forecast, the proposed strategy is shown to reduce the heavy cost of estimation error and, to a large extent, mitigate the puzzle.
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- Award ID(s):
- 1916376
- PAR ID:
- 10157608
- Date Published:
- Journal Name:
- Econometrics
- Volume:
- 7
- Issue:
- 3
- ISSN:
- 2225-1146
- Page Range / eLocation ID:
- 39
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.3390/econometrics7030039
