DOI: 10.1007/s00382-011-1191-1
Scopus记录号: 2-s2.0-84864385574
论文题名: Estimating reliability and resolution of probability forecasts through decomposition of the empirical score
作者: Bröcker J.
刊名: Climate Dynamics
ISSN: 9307575
出版年: 2012
卷: 39, 期: 3 起始页码: 655
结束页码: 667
语种: 英语
英文关键词: Forecast evaluation
; Probability forecasts
; Reliability
; Resolution
; Scoring rules
英文摘要: Proper scoring rules provide a useful means to evaluate probabilistic forecasts. Independent from scoring rules, it has been argued that reliability and resolution are desirable forecast attributes. The mathematical expectation value of the score allows for a decomposition into reliability and resolution related terms, demonstrating a relationship between scoring rules and reliability/resolution. A similar decomposition holds for the empirical (i. e. sample average) score over an archive of forecast-observation pairs. This empirical decomposition though provides a too optimistic estimate of the potential score (i. e. the optimum score which could be obtained through recalibration), showing that a forecast assessment based solely on the empirical resolution and reliability terms will be misleading. The differences between the theoretical and empirical decomposition are investigated, and specific recommendations are given how to obtain better estimators of reliability and resolution in the case of the Brier and Ignorance scoring rule. © 2011 Springer-Verlag. Citation statistics:
资源类型: 期刊论文
标识符: http://119.78.100.158/handle/2HF3EXSE/55231
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作者单位: Max-Planck-Institut für Physik komplexer Systeme, Nöthnitzer Strasse 38, 01187 Dresden, Germany; Centre for the Analysis of Time Series (Visiting Research Fellow), London School of Economics, London WC2A 2AE, United Kingdom
Recommended Citation:
Bröcker J.. Estimating reliability and resolution of probability forecasts through decomposition of the empirical score[J]. Climate Dynamics,2012-01-01,39(3)