论文标题
提前时间较小的预测系统的统一可靠性测试
Uniform reliability tests for forecasting systems with small lead time
论文作者
论文摘要
在评估预测系统的可靠性（或校准）时，长期以来的困难是，一般而言，可靠性是一个假设，而不是有限的维度参数，而是整个功能关系。例如，二进制事件的校准概率预测应等于对预测的{\ em Any}值的预测，该事件的条件概率。试图在特定的预测值下估计校准的偏差会符合以下难度：假设值通常为零，预测的概率是概率。但是，考虑到可靠性的估计{\ em累积}偏差，提出了可以严格确定测试统计量的渐近分布的测试。只要仅“向前看”，或者换句话说，在将来的下一个时间步骤验证了预测，这是通用的。此外，测试对各种替代方案产生了力量。还提出了有关人工数据以及操作天气预测系统的数值实验，可能会扩展到提前时间更长的预测。
A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A calibrated probability forecast for binary events for instance should equal the conditional probability of the event given the forecast for {\em any} value of the forecast. Attempts to estimate deviations from calibration at a specific forecast value meet with the difficulty that the probability of the forecast assuming that value is typically zero. Considering the estimated {\em cumulative} deviations from reliability instead however, tests are presented for which the asymptotic distribution of the test statistic can be established rigorously. The distribution turns out to be universal, provided the forecasts "look one step ahead" only, or in other words, verify at the next time step in the future. Furthermore, the tests develop power against a wide class of alternatives. Numerical experiments for both artificial data as well as operational weather forecasting systems are also presented, as are possible extensions to forecasts with longer lead times.
