Weather and climate predictions are uncertain, because both forecast initial conditions and the computational representation of the known equations of motion are uncertain. Ensemble prediction systems provide the means to estimate the flow-dependent growth of uncertainty during a forecast. Sources of uncertainty must therefore be represented in such systems. In this paper, methods used to represent model uncertainty are discussed. It is argued that multimodel and related ensembles are vastly superior to corresponding single-model ensembles, but do not provide a comprehensive representation of model uncertainty. A relatively new paradigm is discussed, whereby unresolved processes are represented by computationally efficient stochastic-dynamic schemes.