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Multivariate probabilistic verification is concerned with the evaluation of joint probability distributions of vector quantities such as a weather variable at multiple locations or a wind vector for instance. The logarithmic score is a…

统计方法学 · 统计学 2025-08-22 Martin Leutbecher , Sándor Baran

Probabilistic forecasts must sum to unity and cannot express ``I don't know.'' Possibility theory relaxes this constraint: a subnormal distribution explicitly measures how much of the plausibility budget remains unassigned, ignorance signal…

应用统计 · 统计学 2026-04-03 John R. Lawson

Long-range ensemble forecasts are typically verified as anomalies with respect to a lead-time dependent climatological mean to remove the influence of systematic biases. However, common methods for calculating anomalies result in…

大气与海洋物理 · 物理学 2025-06-11 Christopher D. Roberts , Martin Leutbecher

The goal of ensemble forecasting is to maximise sharpness subject to reliability. Marginal reliability means that, over all cases, the ensemble is statistically consistent with reality: the ensemble mean is unbiased, the expected ensemble…

大气与海洋物理 · 物理学 2026-04-08 Jonas Spaeth , Christopher D. Roberts

Ensemble forecasts of weather and climate are subject to systematic biases in the ensemble mean and variance, leading to inaccurate estimates of the forecast mean and variance. To address these biases, ensemble forecasts are post-processed…

应用统计 · 统计学 2016-05-25 Stefan Siegert , Philip G. Sansom , Robin Williams

The classical paradigm of scoring rules is to discriminate between two different forecasts by comparing them with observations. The probability distribution of the observed record is assumed to be perfect as a verification benchmark. In…

统计方法学 · 统计学 2021-08-06 Julie Bessac , Philippe Naveau

The predictability of errors in deterministic temperature forecasts is investigated. More precisely, the aim is to issue warnings whenever the differences between forecast and verification exceed a given threshold. The warnings are…

大气与海洋物理 · 物理学 2011-12-08 S. Hallerberg , J. Bröcker , H. Kantz , L. A. Smith

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

统计方法学 · 统计学 2025-05-26 Eduardo Ochoa Rivera , Yash Patel , Ambuj Tewari

Climate predictions are only meaningful if the associated uncertainty is reliably estimated. A standard practice for providing climate projections is to use an ensemble of projections. The ensemble mean serves as the projection while the…

大气与海洋物理 · 物理学 2019-04-16 Ehud Strobach , Golan Bel

Uncertainty around multimodel ensemble forecasts of changes in future climate reduces the accuracy of those forecasts. For very uncertain forecasts this effect may mean that the forecasts should not be used. We investigate the use of the…

大气与海洋物理 · 物理学 2010-06-29 Stephen Jewson , Dan Rowlands

We characterise the unbiasedness of the score function, viewed as an inference function for a class of finite mixture models. The models studied represent the situation where there is a stratification of the observations in a finite number…

统计理论 · 数学 2023-05-16 Rodrigo Labouriau

Ensemble forecasting of nonlinear systems involves the use of a model to run forward a discrete ensemble (or set) of initial states. Data assimilation techniques tend to focus on estimating the true state of the system, even though model…

混沌动力学 · 物理学 2012-07-19 Reason L. Machete , Irene M. Moroz

This paper introduces and develops a novel variable importance score function in the context of ensemble learning and demonstrates its appeal both theoretically and empirically. Our proposed score function is simple and more straightforward…

机器学习 · 统计学 2015-01-27 Ernest Fokoué

We describe various moment-based ensemble interpretation models for the construction of probabilistic temperature forecasts from ensembles. We apply the methods to one year of medium range ensemble forecasts and perform in and out of sample…

大气与海洋物理 · 物理学 2007-05-23 Stephen Jewson

Ensemble forecasting is a technique devised to palliate sensitivity to initial conditions in nonlinear dynamical systems. The basic idea to avoid this sensitivity is to run the model many times under several slightly-different initial…

大气与海洋物理 · 物理学 2015-06-26 F J Tapiador , R Verdejo

It has been documented that Spread-Error equality and a flat rank histogram are necessary but insufficient for demonstrating ensemble forecast reliability. Nevertheless, these metrics are heavily relied upon, both in the literature and at…

大气与海洋物理 · 物理学 2026-03-30 Arlan Dirkson , Mark Buehner

Over the last three decades, ensemble forecasts have become an integral part of forecasting the weather. They provide users with more complete information than single forecasts as they permit to estimate the probability of weather events by…

A new index for high-impact weather forecasting is introduced and assessed in comparison with the well-established extreme forecast index (EFI). Two other ensemble summary statistics are also included in this comparison study: the…

应用统计 · 统计学 2023-12-05 Zied Ben-Bouallegue

Dynamical modelling lies at the heart of our understanding of physical systems. Its role in science is deeper than mere operational forecasting, in that it allows us to evaluate the adequacy of the mathematical structure of our models.…

数据分析、统计与概率 · 物理学 2015-06-05 Hailiang Du , Leonard A. Smith

In this paper we propose a novel approach to realize forecast verification. Specifically, we introduce a strategy for assessing the severity of forecast errors based on the evidence that, on the one hand, a false alarm just anticipating an…

机器学习 · 计算机科学 2021-03-05 Sabrina Guastavino , Michele Piana , Federico Benvenuto
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