Publication | Open Access
On the effect of ensemble size on the discrete and continuous ranked probability scores
172
Citations
10
References
2008
Year
Forecasting MethodologyRanking AlgorithmEngineeringComputational Social ChoiceWeather ForecastingLearning To RankEarth ScienceProbabilistic ForecastingData ScienceProbability ScoreDecision TheoryStatisticsHydrometeorologyMeteorologySocial RankingProbability TheoryForecastingPreference AggregationClimate DynamicsBrier ScoreStatistical InferenceEnsemble SizeEnsemble Algorithm
Abstract Four recent papers have investigated the effects of ensemble size on the Brier score (BS) and discrete ranked probability score (RPS) attained by ensemble‐based probabilistic forecasts. The connections between these papers are described and their results are generalized. In particular, expressions, explanations and estimators for the expected effect of ensemble size on the RPS and continuous ranked probability score (CRPS) are obtained. Copyright © 2008 Royal Meteorological Society
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