Evaluation of forecasts with applications to meteorology
Abstract/Contents
- Abstract
- Forecast verification is an important topic in meteorology and the methods developed have been applied to evaluating forecasts in other fields, e.g., evaluation of risk assessments in epidemiology and of risk models in banking. Instead of using scoring rules as in the traditional approach, we propose a new approach that uses a more intrinsic loss function. This new approach enables one to construct confidence intervals and tackle other problems of statistical inference, which can not be done in the scoring rule approach without overly restrictive assumptions. We apply the methodology to evaluate weather forecasts. Martingale theory provides an important tool in handling the temporal aspects of the forecasts, while the spatial aspects are handled by clustering into risk buckets.
Description
| Type of resource | text |
|---|---|
| Form | electronic; electronic resource; remote |
| Extent | 1 online resource. |
| Publication date | 2010 |
| Issuance | monographic |
| Language | English |
Creators/Contributors
| Associated with | Shen, Bo |
|---|---|
| Associated with | Stanford University, Department of Statistics |
| Primary advisor | Lai, T. L |
| Thesis advisor | Lai, T. L |
| Thesis advisor | Shih, Mei-Chiung |
| Thesis advisor | Walther, Guenther |
| Advisor | Shih, Mei-Chiung |
| Advisor | Walther, Guenther |
Subjects
| Genre | Theses |
|---|
Bibliographic information
| Statement of responsibility | Shen Bo. |
|---|---|
| Note | Submitted to the Department of Statistics. |
| Thesis | Thesis (Ph. D.)--Stanford University, 2010. |
| Location | electronic resource |
Access conditions
- Copyright
- © 2010 by Shen Bo
- License
- This work is licensed under a Creative Commons Attribution Non Commercial 3.0 Unported license (CC BY-NC).
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