Two extra components in the Brier score decomposition

Autor(es)

Stephenson, D. B. ^[1] ; Coelho, C. A. S. ^[2] ; Jolliffe, I. T. ^[1]

Afiliação do(s) autor(es)

^[1] Univ Exeter, Sch Engn Comp & Math, Exeter EX4 4QF, Devon - England

^[2] Inst Nacl Pesquisas Espaciais, Ctr Previsao Tempo & Estudos Climaticos, Sao Paulo - Brazil

• Tipo de documento: Artigo Científico
• Fonte: WEATHER AND FORECASTING; v. 23, n. 4, p. 752-757, AUG 2008.
• Citações Web of Science: 40

Resumo

The Brier score is widely used for the verification of probability forecasts. It also forms the basis of other frequently used probability scores such as the rank probability score. By conditioning (stratifying) on the issued forecast probabilities, the Brier score can be decomposed into the sum of three components: uncertainty, reliability, and resolution. This Brier score decomposition can provide useful information to the forecast provider about how the forecasts can be improved. Rather than stratify on all values of issued probability, it is common practice to calculate the Brier score components by first partitioning the issued probabilities into a small set of bins. This note shows that for such a procedure. an additional two within-bin components are needed in addition to the three traditional components of the Brier score. The two new components can be combined with the resolution component to make a generalized resolution component that is less sensitive to choice of bin width than is the traditional resolution component. The difference between the generalized resolution term and the conventional resolution term also quantifies how forecast skill is degraded when issuing categorized probabilities to users. The ideas are illustrated using an example of multimodel ensemble seasonal forecasts of equatorial sea surface temperatures. (AU)

• Processo FAPESP: 06/02497-6 - Um sistema integrado de previsoes climaticas para a america do sul.
• Beneficiário: Caio Augusto dos Santos Coelho
• Modalidade de apoio: Bolsas no Brasil - Jovens Pesquisadores
• Processo FAPESP: 05/05210-7 - Um sistema integrado de previsões climáticas para América do Sul
• Beneficiário: Caio Augusto dos Santos Coelho
• Modalidade de apoio: Auxílio à Pesquisa - Jovens Pesquisadores