NDLI: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Content Provider	Springer Nature Link
Author	Gneiting, Tilmann Stanberry, Larissa I. Grimit, Eric P. Held, Leonhard Johnson, Nicholas A.
Copyright Year	2008
Abstract	We discuss methods for the evaluation of probabilistic predictions of vector-valued quantities, that can take the form of a discrete forecast ensemble or a density forecast. In particular, we propose a multivariate version of the univariate verification rank histogram or Talagrand diagram that can be used to check the calibration of ensemble forecasts. In the case of density forecasts, Box’s density ordinate transform provides an attractive alternative. The multivariate energy score generalizes the continuous ranked probability score. It addresses both calibration and sharpness, and can be used to compare deterministic forecasts, ensemble forecasts and density forecasts, using a single loss function that is proper. An application to the University of Washington mesoscale ensemble points at strengths and deficiencies of probabilistic short-range forecasts of surface wind vectors over the North American Pacific Northwest.
Starting Page	211
Ending Page	235
Page Count	25
File Format	PDF
ISSN	11330686
Journal	Test
Volume Number	17
Issue Number	2
e-ISSN	18638260
Language	English
Publisher	Springer-Verlag
Publisher Date	2008-07-22
Publisher Institution	Spanish Society of Statistics and Operations Research
Publisher Place	Berlin, Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Calibration Density forecast Ensemble postprocessing Exchangeability Forecast verification Probability integral transform Proper scoring rule Sharpness Rank histogram Applications to environmental and related topics Statistics for Business/Economics/Mathematical Finance/Insurance Statistical Theory and Methods Statistics
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Probabilistic forecasts, calibration and sharpness

Probabilistic forecasts, calibration and sharpness (2007)

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Rejoinder on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Similar Documents

Probabilistic forecasts, calibration and sharpness

Probabilistic forecasts, calibration and sharpness (2007)

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Rejoinder on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Comments on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds