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Conditional Exceedance Probabilities

Simon J. Mason; Jacqueline S. Galpin; Lisa M. Goddard; Nicholas E. Graham; Balakanapathy Rajaratnam

Title:
Conditional Exceedance Probabilities
Author(s):
Mason, Simon J.
Galpin, Jacqueline S.
Goddard, Lisa M.
Graham, Nicholas E.
Rajaratnam, Balakanapathy
Date:
Type:
Articles
Department(s):
International Research Institute for Climate and Society
Volume:
135
Persistent URL:
Book/Journal Title:
Monthly Weather Review
Notes:
See the comment reply regarding this article in Academic Commons at http://dx.doi.org/10.7916/D8Z31ZKB.
Publisher:
American Meteorological Society
Abstract:
Probabilistic forecasts of variables measured on a categorical or ordinal scale, such as precipitation occurrence or temperatures exceeding a threshold, are typically verified by comparing the relative frequency with which the target event occurs given different levels of forecast confidence. The degree to which this conditional (on the forecast probability) relative frequency of an event corresponds with the actual forecast probabilities is known as reliability, or calibration. Forecast reliability for binary variables can be measured using the Murphy decomposition of the (half) Brier score, and can be presented graphically using reliability and attributes diagrams. For forecasts of variables on continuous scales, however, an alternative measure of reliability is required. The binned probability histogram and the reliability component of the continuous ranked probability score have been proposed as appropriate verification procedures in this context, but are subject to some limitations. A procedure is proposed that is applicable in the context of forecast ensembles and is an extension of the binned probability histogram. Individual ensemble members are treated as estimates of quantiles of the forecast distribution, and the conditional probability that the observed precipitation, for example, exceeds the amount forecast [the conditional exceedance probability (CEP)] is calculated. Generalized linear regression is used to estimate these conditional probabilities. A diagram showing the CEPs for ranked ensemble members is suggested as a useful method for indicating reliability when forecasts are on a continuous scale, and various statistical tests are suggested for quantifying the reliability.
Subject(s):
Climatic changes--Mathematical models
Statistics
Climatic changes--Forecasting
Atmosphere
Publisher DOI:
https://doi.org/10.1175/MWR3284.1
Item views
202
Metadata:
text | xml
Suggested Citation:
Simon J. Mason, Jacqueline S. Galpin, Lisa M. Goddard, Nicholas E. Graham, Balakanapathy Rajaratnam, , Conditional Exceedance Probabilities, Columbia University Academic Commons, .

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