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On reliability analysis of multi-categorical forecasts

Broecker, J. (2008) On reliability analysis of multi-categorical forecasts. Nonlinear Processes in Geophysics, 15 (4). pp. 661-673. ISSN 1023-5809

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To link to this article DOI: 10.5194/npg-15-661-2008

Abstract/Summary

Reliability analysis of probabilistic forecasts, in particular through the rank histogram or Talagrand diagram, is revisited. Two shortcomings are pointed out: Firstly, a uniform rank histogram is but a necessary condition for reliability. Secondly, if the forecast is assumed to be reliable, an indication is needed how far a histogram is expected to deviate from uniformity merely due to randomness. Concerning the first shortcoming, it is suggested that forecasts be grouped or stratified along suitable criteria, and that reliability is analyzed individually for each forecast stratum. A reliable forecast should have uniform histograms for all individual forecast strata, not only for all forecasts as a whole. As to the second shortcoming, instead of the observed frequencies, the probability of the observed frequency is plotted, providing and indication of the likelihood of the result under the hypothesis that the forecast is reliable. Furthermore, a Goodness-Of-Fit statistic is discussed which is essentially the reliability term of the Ignorance score. The discussed tools are applied to medium range forecasts for 2 m-temperature anomalies at several locations and lead times. The forecasts are stratified along the expected ranked probability score. Those forecasts which feature a high expected score turn out to be particularly unreliable.

Item Type:Article
Refereed:Yes
Divisions:No Reading authors. Back catalogue items
Faculty of Science > School of Mathematical and Physical Sciences > Department of Mathematics and Statistics
Faculty of Science > School of Mathematical and Physical Sciences > Department of Meteorology
ID Code:29152
Publisher:European Geosciences Union

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