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Article Dans Une Revue Advances in Statistical Climatology, Meteorology and Oceanography Année : 2021

Forecast score distributions with imperfect observations

Résumé

Abstract. The field of statistics has become one of the mathematical foundations in forecast evaluation studies, especially with regard to computing scoring rules. The classical paradigm of scoring rules is to discriminate between two different forecasts by comparing them with observations. The probability distribution of the observed record is assumed to be perfect as a verification benchmark. In practice, however, observations are almost always tainted by errors and uncertainties. These may be due to homogenization problems, instrumental deficiencies, the need for indirect reconstructions from other sources (e.g., radar data), model errors in gridded products like reanalysis, or any other data-recording issues. If the yardstick used to compare forecasts is imprecise, one can wonder whether such types of errors may or may not have a strong influence on decisions based on classical scoring rules. We propose a new scoring rule scheme in the context of models that incorporate errors of the verification data. We rely on existing scoring rules and incorporate uncertainty and error of the verification data through a hidden variable and the conditional expectation of scores when they are viewed as a random variable. The proposed scoring framework is applied to standard setups, mainly an additive Gaussian noise model and a multiplicative Gamma noise model. These classical examples provide known and tractable conditional distributions and, consequently, allow us to interpret explicit expressions of our score. By considering scores to be random variables, one can access the entire range of their distribution. In particular, we illustrate that the commonly used mean score can be a misleading representative of the distribution when the latter is highly skewed or has heavy tails. In a simulation study, through the power of a statistical test, we demonstrate the ability of the newly proposed score to better discriminate between forecasts when verification data are subject to uncertainty compared with the scores used in practice. We apply the benefit of accounting for the uncertainty of the verification data in the scoring procedure on a dataset of surface wind speed from measurements and numerical model outputs. Finally, we open some discussions on the use of this proposed scoring framework for non-explicit conditional distributions.
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Dates et versions

hal-04624406 , version 1 (25-06-2024)

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Julie Bessac, Philippe Naveau. Forecast score distributions with imperfect observations. Advances in Statistical Climatology, Meteorology and Oceanography, 2021, 7 (2), pp.53 - 71. ⟨10.5194/ascmo-7-53-2021⟩. ⟨hal-04624406⟩
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