Weather and Forecasting · 2007 · 35 citations · 14 references
Natural SciencesMeteorologyForecastingNumerical Weather PredictionWeather ForecastingDeterministic ForecastingExtreme Value TheoryForecast UncertaintyForecast VerificationPrecipitation ForecastingProbabilistic ForecastingDeterministic Precipitation PredictionDirect EstimationExtreme Event ForecastingExtreme Event PredictionExtreme Event VerificationExtreme Value AnalysisProbabilistic Numerical Weather PredictionRare Event Verification
Abstract This article proposes a method for verifying deterministic forecasts of rare, extreme events defined by exceedance above a high threshold. A probability model for the joint distribution of forecasts and observations, and based on extreme-value theory, characterizes the quality of forecasting systems with two key parameters. This enables verification measures to be estimated for any event rarity and helps to reduce the uncertainty associated with direct estimation. Confidence regions are obtained and the method is used to compare daily precipitation forecasts from two operational numerical weather prediction models.
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Statistics for near independence in multivariate extreme values
Anthony Ledford · Biometrika · 1996 · 749 citations