Evaluating Probabilistic Forecasts Using Information Theory

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NOTES AND CORRESPONDENCE Evaluating Probabilistic Forecasts Using Information Theory

The problem of assessing the quality of an operational forecasting system that produces probabilistic forecasts is addressed using information theory. A measure of the quality of the forecasting scheme, based on the amount of a data compression it allows, is outlined. This measure, called ignorance, is a logarithmic scoring rule that is a modified version of relative entropy and can be calculat...

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ژورنال

عنوان ژورنال: Monthly Weather Review

سال: 2002

ISSN: 0027-0644,1520-0493

DOI: 10.1175/1520-0493(2002)130<1653:epfuit>2.0.co;2