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关于三元概率预测的可视化、验证和再校准。

On the visualization, verification and recalibration of ternary probabilistic forecasts.

机构信息

Mathematics Research Institute, University of Exeter, Exeter, UK.

出版信息

Philos Trans A Math Phys Eng Sci. 2012 Mar 13;370(1962):1100-20. doi: 10.1098/rsta.2011.0350.

Abstract

We develop a graphical interpretation of ternary probabilistic forecasts in which forecasts and observations are regarded as points inside a triangle. Within the triangle, we define a continuous colour palette in which hue and colour saturation are defined with reference to the observed climatology. In contrast to current methods, forecast maps created with this colour scheme convey all of the information present in each ternary forecast. The geometrical interpretation is then extended to verification under quadratic scoring rules (of which the Brier score and the ranked probability score are well-known examples). Each scoring rule defines an associated triangle in which the square roots of the score, the reliability, the uncertainty and the resolution all have natural interpretations as root mean square distances. This leads to our proposal for a ternary reliability diagram in which data relating to verification and calibration can be summarized. We illustrate these ideas with data relating to seasonal forecasting of precipitation in South America, including an example of nonlinear forecast calibration. Codes implementing these ideas have been produced using the statistical software package R and are available from the authors.

摘要

我们开发了一种三元概率预测的图形解释方法,其中预测值和观测值被视为三角形内的点。在三角形内,我们定义了一个连续的颜色调色板,其中色调和颜色饱和度是参照观测气候来定义的。与当前的方法相比,使用这种配色方案创建的预测图传达了每个三元预测中存在的所有信息。然后将几何解释扩展到二次评分规则下的验证(其中众所周知的例子包括 Brier 评分和排名概率评分)。每个评分规则定义了一个相关的三角形,其中评分、可靠性、不确定性和分辨率的平方根都可以自然地解释为均方根距离。这导致了我们提出的三元可靠性图,其中可以总结与验证和校准有关的数据。我们使用与南美洲降水季节预测有关的数据来说明这些想法,包括非线性预测校准的示例。实现这些想法的代码已使用统计软件包 R 编写,并可从作者处获得。

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