A bias-corrected decomposition of the Brier score
A bias-corrected decomposition of the Brier score
复制标题
DOI：
10.1002/qj.1924
复制
发表时间：
2012-10-01
影响因子：
8.9
通讯作者：
Fricker, T. E.
中科院分区：
文献类型：
--
作者：
Ferro, C. A. T.;Fricker, T. E.
Brier评分是一种广泛使用的事件发生概率预测性能指标，通常被分解为三个项，量化预测的可靠性和分辨率以及预测事件的不确定性。标准分解会产生这三个量的大样本值的有偏估计：可靠性被高估，不确定性被低估，而分辨率可能被高估或低估。一个无偏的分解是无法实现的，但提出了一个新的分解，具有较小的偏差，因此提供了一个更准确的预测性能的措施。布赖尔技能得分和属性图的影响进行了讨论，并说明了结果与季节性的海面温度预测。版权所有（c）2012皇家气象学会
The Brier score is a widely used measure of performance for probabilistic forecasts of event occurrences and is often decomposed additively into three terms that quantify the reliability and resolution of the forecasts and the uncertainty of the forecast events. The standard decomposition yields biased estimates of the large-sample values of these three quantities: reliability is overestimated and uncertainty is underestimated, while resolution may be either overestimated or underestimated. An unbiased decomposition is shown to be unattainable but a new decomposition is proposed that has smaller biases and therefore provides a more accurate measure of forecast performance. The implications for the Brier skill score and the attributes diagram are discussed and results are illustrated with seasonal forecasts of sea-surface temperatures. Copyright (c) 2012 Royal Meteorological Society