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Titel |
On reliability analysis of multi-categorical forecasts |
VerfasserIn |
J. Bröcker |
Medientyp |
Artikel
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Sprache |
Englisch
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ISSN |
1023-5809
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Digitales Dokument |
URL |
Erschienen |
In: Nonlinear Processes in Geophysics ; 15, no. 4 ; Nr. 15, no. 4 (2008-08-06), S.661-673 |
Datensatznummer |
250012718
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Publikation (Nr.) |
copernicus.org/npg-15-661-2008.pdf |
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Zusammenfassung |
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. |
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