Using the Schaake shuffle when calibrating ensemble means can be problematic

Abstract

The Schaake shuffle is a simple and effective method for re-ordering calibrated ensemble forecasts. It is widely used in forecast calibration methods where realistic spatial and temporal sequences are important. We illustrate a previously unidentified problem with the application of the Schaake shuffle. When the autocorrelation of uncalibrated forecasts is markedly different from observations, the Schaake shuffle cannot guarantee that the calibrated ensemble is reliable when ensemble members are accumulated through time. Accumulations in time and space are particularly important for applications that integrate rainfall over these dimensions, notably hydrological modelling. We demonstrate tha..