Library Header Image
LSE Research Online LSE Library Services

Scoring probabilistic forecasts: the importance of being proper

Bröcker, Jochen and Smith, Leonard A. (2007) Scoring probabilistic forecasts: the importance of being proper. Weather and Forecasting, 22 (2). pp. 382-388. ISSN 0882-8156

Full text not available from this repository.
Identification Number: 10.1175/WAF966.1


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.

Item Type: Article
Official URL:
Additional Information: © 2007 American Meteorological Society
Divisions: Centre for Analysis of Time Series
Subjects: Q Science > Q Science (General)
G Geography. Anthropology. Recreation > GE Environmental Sciences
Date Deposited: 26 Jan 2009 11:52
Last Modified: 08 Jul 2024 18:42

Actions (login required)

View Item View Item