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Scoring Probabilistic Forecasts: The Importance of Being Proper
Open accessAbstract
Questions remain regarding how the skill of operational probabilistic forecasts is most usefully evaluated or compared, even though probability forecasts have been a long-standing aim in meteorological forecasting. This paper explains the importance of employing proper scores when selecting between the various measures of forecast skill. It is demonstrated that only proper scores provide internally consistent evaluations of probability forecasts, justifying the focus on proper scores independent of any attempt to influence the behavior of a forecaster. Another property of scores (i.e., locality) is discussed. Several scores are examined in this light. There is, effectively, only one proper, local score for probability forecasts of a continuous variable. It is also noted that operational needs of weather forecasts suggest that the current concept of a score may be too narrow; a possible generalization is motivated and discussed in the context of propriety and locality.
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Cites
Good, I. J. (1952) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1952.tb00104.x · Cited by 976
Cited by
Wilks, D. S. (2011) · International Geophysics · doi:10.1016/b978-0-12-385022-5.00008-7 · Cited by 727
Predictive Model Assessment for Count Data
Czado, C., Gneiting, T., & Held, L. (2009) · Biometrics · doi:10.1111/j.1541-0420.2009.01191.x · Cited by 464
A Review and Comparative Study on Probabilistic Object Detection in Autonomous Driving
Feng, D., Harakeh, A., Waslander, S. L., & Dietmayer, K. (2022) · IEEE Transactions on Intelligent Transportation Systems · doi:10.1109/tits.2021.3096854 · Cited by 316
Forecast verification: Current status and future directions
Casati, B., Wilson, L. J., Stephenson, D. B., Nurmi, P., Ghelli, A., Pocernich, M., Damrath, U., Ebert, E. E., Brown, B. G., & Mason, S. (2008) · Meteorological Applications · doi:10.1002/met.52 · Cited by 306
Non‐parametric probabilistic forecasts of wind power: required properties and evaluation
Pinson, P., Nielsen, H. A., Møller, J. K., Madsen, H., & Kariniotakis, G. N. (2007) · Wind Energy · doi:10.1002/we.230 · Cited by 300
Metadata
- Authors
- Bröcker, J., & Smith, L. A.
- Venue
- Weather and Forecasting
- Publisher
- American Meteorological Society
- Published
- 2007-04-01
- Volume
- 22
- Issue
- 2
- Pages
- 382-388
- ISSN
- 0882-8156 (ISSN-L)
- 1520-0434
- OpenAlex
- W2153811526
- Cited by
- 201
- References
- 1
- FWCI
- 6.89
- Type
- journal article
- Language
- en
- Open access
- bronze
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
