tailspec · tail-risk evaluation of AI weather models
Three ways to fix a tail
A forecast distribution has a location, a scale and a shape. A bias correction moves the location and a guided sampler moves the scale. The shape sets how rare the worst events are, and all six AI emulators tested draw it too thin.
Read the emulator evaluation: AIFS, GenCast, GraphCast, Pangu-Weather, FourCastNet 3 and NeuralGCM
×0.17
forecast mass beyond the observed 1-in-100 level, schematic
−0.60
move of the 1-in-100 level, observed scale units
NeuralGCM has the thinnest wind tail of the six emulators, shape −0.196 where ERA5 fits −0.107. Read more →
Shape, Scale, Location
01 · Shape
AI weather emulators: AIFS, GenCast, GraphCast, Pangu-Weather, FourCastNet 3, NeuralGCM
6 of 6
emulators draw a thinner wind tail than ERA5
Read the emulator evaluation
02 · Scale
Classifier guidance on a diffusion weather emulator
×0.59
width of the guided upper tail, exploratory (n = 81)
Read what it moved
03 · Location
A mean-bias correction, estimated on the verification stations
±14 pp
swing in >P95 wind skill under the correction
Read what it moved
in practice
Using the Results
the desk
On backtested day-ahead wind books, trading on GenCast costs more than on AIFS in Germany, and less in Britain.
Read the desk
the event set
An AI windstorm event set, scored at the return periods treaties are priced at. The forty-winter record cannot reach them.
Go to tailgust
metrics
The Metric Catalogue
get in touch
The code behind this site is in a private repository for now. If any of it is useful to you, get in touch.