Sangam: A Confluence of Knowledge Streams

Simplifying and generalising Murphy's Brier score decomposition

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dc.creator Siegert, S
dc.date 2018-11-21T15:09:54Z
dc.date 2016-12-15
dc.date 2018-11-21T15:09:54Z
dc.date.accessioned 2022-05-27T01:02:20Z
dc.date.available 2022-05-27T01:02:20Z
dc.identifier Vol. 143 (703 part B), pp. 1178 - 1183
dc.identifier 10.1002/qj.2985
dc.identifier http://hdl.handle.net/10871/34847
dc.identifier 0035-9009
dc.identifier Quarterly Journal of the Royal Meteorological Society
dc.identifier.uri http://localhost:8080/xmlui/handle/CUHPOERS/241886
dc.description This is the author accepted manuscript. The final version is available from Wiley via the DOI in this record
dc.description Forecast and observation data were downloaded through the ECOMS user data gateway R‐interface (Santander Meteorology Group, 2015). Data and analyses (R‐code) can be requested from s.siegert@exeter.ac.uk.
dc.description The decomposition of the Brier score into Reliability, Resolution and Uncertainty has become a standard method in forecast verification. In this note a very simple derivation of the familiar Brier score decomposition is presented. The Reliability and Resolution terms can be calculated as average Brier score differences between the issued forecast, the recalibrated forecast and the climatological reference forecast. The result suggests a simple way to calculate similar decompositions for arbitrary verification scores, and that recalibration methods and reference forecasts can be chosen more flexibly than is generally appreciated. A new decomposition of the continuous ranked probability score (CRPS) is proposed.
dc.description Funding from the European Union Programme FP7/2007‐13 under grant agreement 3038378 (SPECS) is gratefully acknowledged.
dc.language en
dc.publisher Wiley / Royal Meteorological Society
dc.rights © 2016 Royal Meteorological Society
dc.subject forecast verification
dc.subject reliability
dc.subject resolution
dc.subject uncertainty
dc.subject recalibration
dc.subject decomposition
dc.subject scoring rules
dc.title Simplifying and generalising Murphy's Brier score decomposition
dc.type Article


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