多提前期概率预测

Probability Forecasts Made at Multiple Lead Times

Management Science · 2017
被引 18
人大 A+FT50UTD24ABS 4*

中文导读

首次提出评估同一事件在多个提前期下修订的概率预测的方法,并应用于飓风风速和选举预测,发现两者均可通过现有预测因子改进。

Abstract

Many probability forecasts are revised as new information becomes available, generating a time series of forecasts for a single event. Although methods for evaluating probability forecasts have been extensively studied, they apply to a single forecast per event. This paper is the first to evaluate probability forecasts that are made—and therefore revised—at many lead times for a single event. I postulate a norm for multi-period probability-forecasting systems and derive properties that should hold regardless of the forecasting process. I use these properties to develop methods for evaluating a forecasting system based on a sample. I apply these methods to the National Hurricane Center’s wind-speed probability forecasts and to statistical election forecasts, finding evidence that both can be improved using the current set of predictors. This paper was accepted by Manel Baucells, decision analysis.

概率预测多提前期预测评估飓风预测