Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

DOI10.1007/S11749-008-0114-XzbMATH Open1196.62091OpenAlexW1984925443WikidataQ50568272 ScholiaQ50568272MaRDI QIDQ1019101FDOQ1019101

Authors: Tilmann Gneiting, Larissa Stanberry, Eric P. Grimit, Leonhard Held, Nicholas A. Johnson 

Publication date: 27 May 2009

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-008-0114-x

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zbMATH Keywords

exchangeabilityproper scoring rulecalibrationdensity forecastprobability integral transformsharpnessensemble postprocessingforecast verificationrank histogram

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics to environmental and related topics (62P12)

Cites Work

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Cited In (30)

• Joint probabilistic forecasting of wind speed and temperature using Bayesian model averaging
• Probabilistic Forecast Reconciliation under the Gaussian Framework
• Scaled Vecchia approximation for fast computer-model emulation
• Calibration tests for count data
• Rejoinder on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
• Choice of generalized linear mixed models using predictive crossvalidation
• Probabilistic quantitative precipitation field forecasting using a two-stage spatial model
• Marginally Calibrated Deep Distributional Regression
• Geostatistical modelling using non-Gaussian Matérn fields
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Optimal estimation versus MCMC for CO\(_2\) retrievals
• Nonseparable covariance models on circles cross time: a study of Mexico City ozone
• Calibration tests for multivariate Gaussian forecasts
• Stochastic simulation of predictive space-time scenarios of wind speed using observations and physical model outputs
• Boosting multivariate structured additive distributional regression models
• Scalable spatio-temporal smoothing via hierarchical sparse Cholesky decomposition
• Uncertainty quantification in complex simulation models using ensemble copula coupling
• Wind energy: forecasting challenges for its operational management
• Bayesian non-parametric modeling for integro-difference equations
• Global sensitivity analysis for statistical model parameters
• Statistical treatment of inverse problems constrained by differential equations-based models with stochastic terms
• Copula calibration
• Comparing and blending regional climate model predictions for the American Southwest
• Exceedance probability score: a novel measure for comparing probabilistic predictions
• Imputation Scores
• Calibration diagnostics for point process models via the probability integral transform
• Sparsity in nonlinear dynamic spatiotemporal models using implied advection
• Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts
• A score regression approach to assess calibration of continuous probabilistic predictions
• An Overview of Applications of Proper Scoring Rules

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