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Illustrative: an ensemble of trajectories, its quantile fan and the outcome as it is observed

Risk Academy, led by the Nexus Consortium · Risk Science and Methods · Department of Quantitative Risk Analysis

Forecasts as distributions, judged by proper scoring rules

Probabilistic forecasting and verification

A risk number is a forecast, and a forecast is only as good as its verification.

01Scope

What the discipline covers

The subtopics its courses and labs teach.

Courses
In preparation
Levels
In development
Labs
In development
  • Probabilistic and ensemble forecasts
  • Proper scoring rules (Brier, CRPS, logarithmic)
  • Calibration, sharpness and reliability diagrams
  • Discrimination, ROC curves and hit and false alarm rates
  • Verification of categorical warnings and triggers
  • Forecast value and the cost-loss model
  • Post-processing and statistical calibration of ensembles
  • Machine-learning weather and hazard forecasts and their verification
  • Forecast combination and model averaging
02Maps

Build a twin of any place

Search any place or open the world; the layers and generators follow probabilistic forecasting and verification on the planet map, the globe and in 3D.

The central Apennines: L'Aquila, Amatrice and Norcia: a flat plan of the faculty twin. Terrain 24 to 2,805 m; 3 reference earthquakes, M6.2 to M6.6; Earthquakes M4.5 and above, past week: read live when the 3D twin opens; USGS ShakeMap intensity contours: read live when the 3D twin opens. Contours every 500 metres from the elevation grid; reference earthquakes as marks.
The central Apennines: L'Aquila, Amatrice and Norcia, Italy. Flat plan of the same data: relief, the three reference epicentres with magnitude and depth, and the numbers below; the sampler's figure shows one precomputed field with its parameters. The 3D twin opens on devices that can draw it, once its data and code have been checked.
  • Terrain 24 to 2,805 m
  • 3 reference earthquakes, M6.2 to M6.6
  • Earthquakes M4.5 and above, past week: read live when the 3D twin opens
  • USGS ShakeMap intensity contours: read live when the 3D twin opens
Credits and dates per layer are listed under the stage. Relief in the twin is exaggerated ×1.5 for legibility.

Drag to move, right drag or Shift with a drag to turn and tilt, Ctrl with the wheel to zoom. Keyboard: arrows move, Shift with arrows turn and tilt, + and – zoom, 0 resets, V steps through the views, Escape clears.

Flat plan of the same data: relief, the three reference epicentres with magnitude and depth, and the numbers below; the sampler's figure shows one precomputed field with its parameters. The 3D twin opens on devices that can draw it, once its data and code have been checked.

The boundaries, names and designations shown do not imply any judgement on the legal status of any territory, or any endorsement or acceptance of such boundaries. Countries: Natural Earth (public domain).

03The subject

The subject, methods and measures and debates and bodies

The field and its scope

For forecasters, early warning analysts, modellers and the people who act on forecasts, who need to issue risk as a calibrated distribution and to judge forecasts fairly against what happened.

04The method

From a probability forecast to its value for a user: hits, false alarms and the cost-loss ratio that decides

05At a glance

At a glance, hub, what is changing now and courses

Probabilistic forecasting and verification at a glance

risksacademy.comrisk-sciencediscipline

Probabilistic forecasting and verification: 0 primary courses open, 0 in preparation and 0 also taught here, across 9 subtopics. Courses: none yet.L1L2L3L420
Probabilistic forecasting and verification at a glance
  • Open, 0
  • In preparation, 0
  • Subtopics, 9
Course codes from the curriculum; study levels L1 to L4.
Twin builderBuild a twin of any placeWorked example: the central Apennines: L'Aquila, Amatrice and Norcia · 4 generators · 7 layers · 4 instruments
06Console

How Probabilistic forecasting and verification is taught, as a process you can run

Press Play to run this process from this page's own data.

Process explorer

How Probabilistic forecasting and verification is taught

14 steps5 stages

07Learning

Achievements, where this is practised, practised in and across the ecosystem

Achievements in this discipline

  1. Course achievements

    One for each course with this as its primary discipline, earned when you pass the course's assessed activities.

  2. Department: Quantitative Risk Analysis

    Earn two discipline achievements in the Department of Quantitative Risk Analysis. In development.

An achievement is a record of the learning completed and assessed here. See how recognition works.

08Take part

Take part in Risk Science and Methods

Start from who you are.

09References

Core references and where to begin

Start with Murphy, then Gneiting, then Brier.

10Questions

Questions, answers and key terms

Is study here free?
Yes. Every course and learning material of Risk Academy, led by the Nexus Consortium, is free to study, self-paced or with a cohort. Ordinary participation has no fee; paid work, internships and fellowships are separate arrangements.
What does completing a course give me?
A completion record: the course, its version, the date and what was assessed, private by default and shared by you. It stacks into discipline, department and programme achievements. A record states what was studied and assessed and does not certify competence. A record is not a licence, a professional title or an employment status.
Where do the data and the places come from?
Every faculty teaches on a twin of a real place built from open data. Each layer carries its provider, licence and date, and every result on the Academy states its source. Maps and figures are indicators for teaching, never an assessment of a place.
How do I take part beyond the courses in probabilistic forecasting and verification?
Form a competence cell of three to seven people, study a shared pathway, take a supervised assignment in the National Working Groups, or bring a cohort from your institution. Open the page for organisations.

Key terms

Term

Proper scoring rule

A score that is optimised in expectation only when the forecaster reports their true probability, such as the Brier score or CRPS.

Term

Calibration

Agreement between forecast probabilities and observed frequencies: events forecast at 30 per cent happen about that often.

Term

Sharpness

How concentrated a forecast distribution is, judged only once calibration holds.

Term

Continuous ranked probability score

A proper score for a forecast distribution of a continuous quantity, in the units of the quantity.

ReportsContribute

Contribute evidence from this page.

Reports is the Consortium's quarterly publication. What you know about this subject can become evidence, a case or a correction in the next edition, credited to you and published under CC BY 4.0 where it is your own work.

Risk Academy
Probabilistic forecasting and verification

Prepare with a related course

Open courses in connected disciplines teach the methods this discipline will build on.