Resolution and discrimination-two sides of the same coin

被引:7
作者
Broecker, Jochen [1 ]
机构
[1] Univ Reading, Sch Math & Phys Sci, Reading RG6 6AX, Berks, England
基金
英国工程与自然科学研究理事会;
关键词
probability forecasts; scoring rules; reliability; resolution; forecast evaluation; discrimination; FORECAST VERIFICATION; SCORING RULES; DECOMPOSITION; RELIABILITY; PREDICTION; FRAMEWORK; SCORES;
D O I
10.1002/qj.2434
中图分类号
P4 [大气科学(气象学)];
学科分类号
0706 ; 070601 ;
摘要
The notions of resolution and discrimination of probability forecasts are revisited. It is argued that the common concept underlying both resolution and discrimination is the dependence (in the sense of probability theory) of forecasts and observations. More specifically, a forecast has no resolution if and only if it has no discrimination if and only if forecast and observation are stochastically independent. A statistical tests for independence is thus also a test for no resolution and, at the same time, for no discrimination. The resolution term in the decomposition of the logarithmic scoring rule, and the area under the Receiver Operating Characteristic will be investigated in this light.
引用
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页码:1277 / 1282
页数:6
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