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  2. Calibration (statistics) - Wikipedia

    en.wikipedia.org/wiki/Calibration_(statistics)

    There are two main uses of the term calibration in statistics that denote special types of statistical inference problems. Calibration can mean a reverse process to regression, where instead of a future dependent variable being predicted from known explanatory variables, a known observation of the dependent variables is used to predict a corresponding explanatory variable; [1]

  3. Forecast skill - Wikipedia

    en.wikipedia.org/wiki/Forecast_skill

    In this case, a perfect forecast results in a forecast skill metric of zero, and skill score value of 1.0. A forecast with equal skill to the reference forecast would have a skill score of 0.0, and a forecast which is less skillful than the reference forecast would have unbounded negative skill score values. [4] [5]

  4. Scoring rule - Wikipedia

    en.wikipedia.org/wiki/Scoring_rule

    A calibration curve allows to judge how well model predictions are calibrated, by comparing the predicted quantiles to the observed quantiles. Blue is the best calibrated model, see calibration (statistics). Scoring rules answer the question "how good is a predicted probability distribution compared to an observation?"

  5. Box–Jenkins method - Wikipedia

    en.wikipedia.org/wiki/Box–Jenkins_method

    The original model uses an iterative three-stage modeling approach: Model identification and model selection: making sure that the variables are stationary, identifying seasonality in the dependent series (seasonally differencing it if necessary), and using plots of the autocorrelation (ACF) and partial autocorrelation (PACF) functions of the dependent time series to decide which (if any ...

  6. Forecast verification - Wikipedia

    en.wikipedia.org/wiki/Forecast_verification

    Thus, the skill score, applied afterward, is more meaningful. One way of thinking about it is, "how much does the forecast reduce our uncertainty ?" Christensen et al. (1981) [ 1 ] used entropy minimax entropy minimax pattern discovery based on information theory to advance the science of long range weather prediction.

  7. Ensemble forecasting - Wikipedia

    en.wikipedia.org/wiki/Ensemble_forecasting

    If ensemble forecasts are to be used for predicting probabilities of observed weather variables they typically need calibration in order to create unbiased and reliable forecasts. For forecasts of temperature one simple and effective method of calibration is linear regression, often known in this context as model output statistics. The linear ...

  8. Brier score - Wikipedia

    en.wikipedia.org/wiki/Brier_score

    If the forecast is 100% (= 1) and it rains, then the Brier Score is 0, the best score achievable. If the forecast is 100% and it does not rain, then the Brier Score is 1, the worst score achievable. If the forecast is 70% (= 0.70) and it rains, then the Brier Score is (0.70−1) 2 = 0.09.

  9. Probabilistic forecasting - Wikipedia

    en.wikipedia.org/wiki/Probabilistic_forecasting

    Probabilistic forecasting summarizes what is known about, or opinions about, future events. In contrast to single-valued forecasts (such as forecasting that the maximum temperature at a given site on a given day will be 23 degrees Celsius, or that the result in a given football match will be a no-score draw), probabilistic forecasts assign a probability to each of a number of different ...