Measures of skill and value of ensemble prediction systems, their interrelationship and the effect of ensemble size
Abstract
Ensemble forecasts provide probabilistic predictions for the future state of the atmosphere. Usually the probability of a given event E is determined from the fraction of ensemble members which predict the event. Hence there is a degree of sampling error inherent in the predictions. In this paper a theoretical study is made of the effect of ensemble size on forecast performance as measured by a reliability diagram and Brier (skill) score, and on users by using a simple cost‐loss decision model. The relationship between skill and value, and a generalized skill score, dependent on the distribution of users, are discussed. The Brier skill score is reduced from its potential level for all finite‐sized ensembles. The impact is most significant for small ensembles, especially when the variance of forecast probabilities is also small. The Brier score for a set of deterministic forecasts is a measure of potential predictability, assuming the forecasts are representative selections from a reliable ensemble prediction system (EPS). There is a consistent effect of finite ensemble size on the reliability diagram. Even if the underlying distribution is perfectly reliable, sampling this using only a small number of ensemble members introduces considerable unreliability. There is a consistent over‐forecasting which appears as a clockwise tilt of the reliability diagram. It is important to be aware of the expected effect of ensemble size to avoid misinterpreting results. An ensemble of ten o…
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For a perfectly reliable forecast system, RPSS depends on ensemble size N according to the relationship given in the paper.
“Generalizing the results of Richardson (2001) and Tippett et al. (2007), the RPSS of a perfectly reliable forecast system depends on ensemble size N according to (see appendix B for details):”
From Skill of Multimodel ENSO Probability Forecasts (2008) · cites this paper as Richardson (2001)
Richardson (2001) showed that a reliable forecast system's Brier score depends on ensemble size N according to the given formula.
“Richardson (2001) showed that the Brier score (BS) of a reliable forecast system depends on ensemble size N according to ͗BS͑N͒͘ ϭ ͩ 1 ϩ 1 N ͪ͗ BS͑ϱ͒͘, ͑B1͒”
From Skill of Multimodel ENSO Probability Forecasts (2008) · cites this paper as Richardson (2001)
Machine learning models have significantly higher computational efficiency, facilitating the generation of a large number of ensemble members which are crucial for prediction skill and reliability.
“Machine learning models have the advantages of significantly higher computational efficiency, facilitating the generation of a large number of ensemble members which are crucial for prediction skill and reliability24.”
From A machine learning model that outperforms conventional global subseasonal forecast models (2024) · cites this paper as [24]
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Siegert, S., Ferro, C. A. T., Stephenson, D. B., & Leutbecher, M. (2018) · Quarterly Journal of the Royal Meteorological Society · doi:10.1002/qj.3447 · Cited by 24 · see citing works
Calibrated Probabilistic Forecasts of Arctic Sea Ice Concentration
Dirkson, A., Merryfield, W. J., & Monahan, A. H. (2018) · Journal of Climate · doi:10.1175/jcli-d-18-0224.1 · Cited by 24 · see citing works
The Development of Seasonal and Inter-Annual Climate Forecasting
Harrison, M. (2005) · Climatic Change · doi:10.1007/s10584-005-5947-7 · Cited by 24 · see citing works
- Authors
- Richardson, D. S.
- Affiliations
- European Centre for Medium-Range Weather Forecasts (GB)
- Corresponding author
- Richardson, David S.
- ORCID
- Richardson, David S.
- Venue
- Quarterly Journal of the Royal Meteorological Society
- Publisher
- Wiley
- Published
- 2001-10
- Volume
- 127
- Issue
- 577
- Pages
- 2473-2489
- ISSN
- 0035-9009 (ISSN-L)
- 1477-870X
- OpenAlex
- W2089463042
- Cited by
- 212
- References
- 9
- Citations by year
- 2026: 8 · 2025: 9 · 2024: 10 · 2023: 8 · 2022: 11 · 2021: 7 · 2020: 6 · 2019: 13 · 2018: 14 · 2017: 6 · 2016: 8 · 2015: 8 · 2014: 12 · 2013: 7 · 2012: 6
- FWCI
- 3.05
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Quarterly Journal of the Royal Meteorological Society (publishedVersion)
- Topics
- Physical Sciences › Earth and Planetary Sciences › Atmospheric Science › Meteorological Phenomena and Simulations
- Social Sciences › Decision Sciences › Management Science and Operations Research › Forecasting Techniques and Applications
- Physical Sciences › Environmental Science › Global and Planetary Change › Climate variability and models
- Keywords
- ensemble prediction systems, ensemble size, Brier skill score, reliability diagrams, forecast reliability, sampling error, forecast value, probabilistic forecasting, predictability, extreme events, user sensitivity
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