Inferential, nonparametric statistics to assess the quality of probabilistic forecast systems

Article


Maia, Aline de H. N., Meinke, Holger, Lennox, Sarah and Stone, Roger. 2007. "Inferential, nonparametric statistics to assess the quality of probabilistic forecast systems." Monthly Weather Review. 135 (2), pp. 351-362. https://doi.org/10.1175/MWR3291.1
Article Title

Inferential, nonparametric statistics to assess the quality of probabilistic forecast systems

ERA Journal ID1985
Article CategoryArticle
AuthorsMaia, Aline de H. N. (Author), Meinke, Holger (Author), Lennox, Sarah (Author) and Stone, Roger (Author)
Journal TitleMonthly Weather Review
Journal Citation135 (2), pp. 351-362
Number of Pages12
Year2007
Place of PublicationBoston, MA. United States
ISSN0027-0644
1520-0493
Digital Object Identifier (DOI)https://doi.org/10.1175/MWR3291.1
Web Address (URL)http://journals.ametsoc.org/doi/pdf/10.1175/MWR3291.1
Abstract

Many statistical forecast systems are available to interested users. To be useful for decision making, these systems must be based on evidence of underlying mechanisms. Once causal connections between the mechanism and its statistical manifestation have been firmly established, the forecasts must also provide some quantitative evidence of 'quality'. However, the quality of statistical climate forecast systems (forecast quality) is an ill-defined and frequently misunderstood property. Often, providers and users of such forecast systems are unclear about what quality entails and how to measure it, leading to confusion and misinformation. A generic framework is presented that quantifies aspects of forecast quality using an inferential approach to calculate nominal significance levels (p values), which can be obtained either by directly applying nonparametric statistical tests such as Kruskal–Wallis (KW) or Kolmogorov–Smirnov (KS) or by using Monte Carlo methods (in the case of forecast skill scores). Once converted to p values, these forecast quality measures provide a means to objectively evaluate and compare temporal and spatial patterns of forecast quality across datasets and forecast systems. The analysis demonstrates the importance of providing p values rather than adopting some arbitrarily chosen significance levels such as 0.05 or 0.01, which is still common practice. This is illustrated by applying nonparametric tests (such as KW and KS) and skill scoring methods [linear error in the probability space (LEPS) and ranked probability skill score (RPSS)] to the five-phase Southern Oscillation index classification system using historical rainfall data from Australia, South Africa, and India. The selection of quality measures is solely based on their common use and does not constitute endorsement. It is found that nonparametric statistical tests can be adequate proxies for skill measures such as LEPS or RPSS. The framework can be implemented anywhere, regardless of dataset, forecast system, or quality measure. Eventually such inferential evidence should be complemented by descriptive statistical methods in order to fully assist in operational risk management.

Keywordsrisk management; Monte Carlo method; numerical analysis; Southern Oscillation; nonparametric statistics; meteorology research
ANZSRC Field of Research 2020490501. Applied statistics
370202. Climatology
350715. Quality management
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Byline AffiliationsBrazilian Agricultural Research Corporation, Brazil
Department of Primary Industries, Queensland
Department of Primary Industries and Fisheries, Queensland
Australian Centre for Sustainable Catchments
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Allan, Robert J., Chambers, Don, Drosdowsky, Wasyl, Hendon, Harry, Latif, Mojib, Nicholls, Neville, Smith, Ian, Stone, Roger C. and Tourre, Yves. 2001. "Is there an Indian Ocean dipole and is it independent of the El Niño-Southern Oscillation?" CLIVAR Exchanges. 6 (3), pp. 18-22.
Seasonal and inter-annual climate forecasting: The new tool for increasing preparedness to climate variability and change in agricultural planning and operations
Meinke, Holger and Stone, Roger C.. 2005. "Seasonal and inter-annual climate forecasting: The new tool for increasing preparedness to climate variability and change in agricultural planning and operations." Climatic Change: an interdisciplinary, international journal devoted to the description, causes and implications of climatic change. 70 (1-2), pp. 221-253. https://doi.org/10.1007/s10584-005-5948-6
Weather, climate and farmers: an overview
Stone, Roger C. and Meinke, Holger. 2006. "Weather, climate and farmers: an overview." Meteorological Applications. 13 (S1), pp. 7-20. https://doi.org/10.1017/S1350482706002519
Intra-seasonal climate predictions - linking weather and climate forecasts
Donald, Alexis, Meinke, Holger, Power, Brendan, Wheeler, Matthew, Maia, Aline de H. N., White, Neil, Stone, Roger C. and Ribbe, Joachim. 2006. "Intra-seasonal climate predictions - linking weather and climate forecasts." Vera, Carolina (ed.) 8th International Conference on Southern Hemisphere Meteorology and Oceanography (8ICSHMO): Understanding and Predicting Climate and Water Resources, their Variability and Change in the Southern Hemisphere. Foz do Iguacu, Brazil 24 - 28 Apr 2006 Washington, DC. United States.
Near-global impact of the Madden-Julian Oscillation on rainfall
Donald, Alexis, Meinke, Holger, Power, Brendan, Maia, Aline de H. N., Wheeler, Matthew, Stone, Roger C., Ribbe, Joachim and White, Neil. 2006. "Near-global impact of the Madden-Julian Oscillation on rainfall." Geophysical Research Letters. 33 (9), p. L09704. https://doi.org/10.1029/2005GL025155
Submission to the House of Representatives Industry, Science and Innovation Committee Inquiry into long-term meteorological forecasting in Australia. Submission no. 10
Stone, Roger. 2009. "Submission to the House of Representatives Industry, Science and Innovation Committee Inquiry into long-term meteorological forecasting in Australia. Submission no. 10 ." Seasonal forecasting in Australia. Canberra, Australia. Commonwealth of Australia. pp. 1-8
Short and long term weather prospects: recent breakthroughs in the understanding of climate patterns and climate change and their impacts on crop yields
Stone, Roger. 2006. "Short and long term weather prospects: recent breakthroughs in the understanding of climate patterns and climate change and their impacts on crop yields." 1st CropLife Australia Perspectives Conference 2006. Sydney 28 Nov 2006 Canberra, Australia.
The value of an integrated approach to climate applications modelling
Stone, Roger C. and Meinke, Holger. 2006. "The value of an integrated approach to climate applications modelling." Hollis, A. J. and Kariko, A. P. (ed.) 18th Annual Bureau of Meteorology Research Centre Modelling Workshop. The Australian Community Climate and Earth System Simulator (ACCESS): Challenges and Opportunities (BMRC 2006) . Melbourne, Australia 28 Nov - 01 Dec 2006 Melbourne, Australia.
Drought risks and vulnerability in rainfed agriculture: example of a case study in Australia
Stone, Roger C. and Potgieter, Andries. 2008. "Drought risks and vulnerability in rainfed agriculture: example of a case study in Australia." Options Mediterraneennes.
Impacts and adaptation response of infrastructure and communities to heatwaves: the southern Australian experience of 2009
Best, Peter, Marcussen, Torben, Mushtaq, Shahbaz, Stone, Roger C., Reeves, Jim, Foelz, Colleen, Grace, Peter, Loughnan, Margaret, McEvoy, Darryn, Ahmed, Ifte, Mullett, Jane, Haynes, Katharine, Bird, Deanne, Coates, Lucinda and Ling, Megan. 2010. Impacts and adaptation response of infrastructure and communities to heatwaves: the southern Australian experience of 2009. Gold Coast, Australia. National Climate Change Adaptation Research Facility (NCCARF).
Climate outlook and review 5 April 2010
Stone, Roger C.. 2010. "Climate outlook and review 5 April 2010." Climate Outlook and Review.
An application of demerit point approach in selection of most suitable climate models to characterise the potential climate change impact on regional Australia
Stone, Roger C., Marcussen, Torben and Mushtaq, Shahbaz. 2010. "An application of demerit point approach in selection of most suitable climate models to characterise the potential climate change impact on regional Australia." American Geophysical Union 2010 Fall Meeting. San Francisco, United States 13 - 17 Dec 2010 Washington, DC United States.
El Niño-Southern Oscillation influence on the dust storm activity in Australia: can the past provide a key to the future?
Pudmenzky, C., Stone, R., Butler, H. and Allan, R.. 2011. "El Niño-Southern Oscillation influence on the dust storm activity in Australia: can the past provide a key to the future?" American Geophysical Union, Fall Meeting 2011. San Francisco, California, United States 05 - 09 Dec 2011 United States.
Interim report on the Southeast Queensland Cloud Seeding Research Program
Tessendorf, Sarah, Bruintjes, Roelof, Dixon, Mike, Pocernich, Matt, Brandes, Ed, Wilson, Jim, Roberts, Rita, Ikeda, Kyoko, Axisa, Duncan, Craig, Ian, Peter, Justin, May, Peter, Keenan, Tom, Manton, Michael, Stone, Roger C., Yates, David, Towler, Erin, Bringi, V. and Thurai, M.. 2008. Interim report on the Southeast Queensland Cloud Seeding Research Program. Boulder, CO. United States. National Center for Atmospheric Research.
A comparison of two seasonal rainfall forecasting systems for Australia
Fawcett, R. J. B. and Stone, R. C.. 2010. "A comparison of two seasonal rainfall forecasting systems for Australia." Australian Meteorological and Oceanographic Journal. 60 (1), pp. 15-24.
Prospects for and value of long-time series data using global reanalysis data sets in the development of global climate derivatives
Stone, Roger C., Best, Peter and Sosenko, Olena. 2008. "Prospects for and value of long-time series data using global reanalysis data sets in the development of global climate derivatives." 2008 International Conference on Reanalyses Data, Historical Reanalyses and Climate Applications. Zurich, Switzerland 23 - 25 Jun 2008
Climate risk management for agriculture: the Australian experience
Stone, Roger C.. 2010. "Climate risk management for agriculture: the Australian experience." CCl-XV UN World Meteorological Organisation Commission for Climatology: Technical Conference on Changing Climate and Demands for Climate Services for Sustainable Development. Antalya, Turkey 16 - 18 Feb 2010 Geneva, Switzerland.
Rainfall variability of decadal and longer time scales: signal or noise?
Meinke, Holger, deVoil, Peter, Hammer, Graeme L., Power, Scott, Allan, Robert J., Stone, Roger C., Folland, Chris K. and Potgieter, Andries B.. 2005. "Rainfall variability of decadal and longer time scales: signal or noise?" Journal of Climate. 18 (1), pp. 89-90. https://doi.org/10.1175/JCLI-3263.1
Actionable climate knowledge: from analysis to synthesis
Meinke, Holger, Nelson, Rohan, Kokic, Phil, Stone, Roger, Selvaraju, Ramasamy and Baethgen, Walter. 2006. "Actionable climate knowledge: from analysis to synthesis." Climate Research. 33 (1), pp. 101-110. https://doi.org/10.3354/cr033101
Low-frequency variability of regional sea surface temperature and rainfall in the Austral-Indonesian region
Faqih, Akhmad, Ribbe, Joachim and Meinke, Holger. 2009. "Low-frequency variability of regional sea surface temperature and rainfall in the Austral-Indonesian region." 9th International Conference on Southern Hemisphere Meteorology and Oceanography. Melbourne, Australia 09 - 13 Feb 2009 United States of America.
El Nino through the 'eyes' of a wheat crop
Potgieter, Andries B., Hammer, Graeme L., Meinke, Holger, Stone, Roger C. and Goddard, Lisa. 2003. "El Nino through the 'eyes' of a wheat crop." Stone, Roger C. and Partridge, Ian (ed.) National Drought Forum 2003: Science for Drought. Brisbane, Australia 15 - 16 Apr 2003 Brisbane, Australia.
Drought and climate forecasting in an Australian context
Stone, Roger C., Fawcett, Robert, Everingham, Yvette L. and Pinington, Greg. 2003. "Drought and climate forecasting in an Australian context." Stone, Roger C. and Partridge, Ian (ed.) Science for drought: proceedings of the National Drought Forum. Brisbane, Australia. Queensland Department of Primary Industries. pp. 41-48
An assessment of relationships between the Australian subtropical ridge, rainfall variability, and high-latitude circulation patterns
Williams, Allyson A. J. and Stone, Roger C.. 2009. "An assessment of relationships between the Australian subtropical ridge, rainfall variability, and high-latitude circulation patterns." International Journal of Climatology. 29 (5), pp. 691-709. https://doi.org/10.1002/joc.1732
Interdecadal variability of regional sea surface temperature and rainfall in the Austral-Indonesian region
Faqih, Akhmad, Ribbe, Joachim and Meinke, Holger. 2008. "Interdecadal variability of regional sea surface temperature and rainfall in the Austral-Indonesian region." WMO 4th International Workshop on Monsoons (IWM-IV). Beijing, China 20 - 25 Oct 2008
Assessment of GCM-based rainfall simulations for the Austral-Indonesian region
Faqih, Akhmad, Ribbe, Joachim and Meinke, Holger. 2008. "Assessment of GCM-based rainfall simulations for the Austral-Indonesian region." WMO 4th International Workshop on Monsoons (IWM-IV). Beijing, China 20 - 25 Oct 2008
Preliminary observations of cloud and precipitation characteristics in the Brisbane, Australia region
Tessendorf, Sarah, Bruintjes, Roelof, Wilson, James, Brandes, Ed, May, Peter, Peter, Justin, Craig, Ian, Stone, Roger C., Siems, Steve, Manton, Michael and Axisa, Duncan. 2008. "Preliminary observations of cloud and precipitation characteristics in the Brisbane, Australia region." Golden, Joe (ed.) 17th Conference on Planned and Inadvertent Weather Modification (AMS/WMA 2008). Denver, United States 21 - 25 Apr 2008 Boston, MA. United States.
Prediction of global rainfall probabilities using phases of the Southern Oscillation Index
Stone, Roger C., Hammer, Graeme L. and Marcussen, Torben. 1996. "Prediction of global rainfall probabilities using phases of the Southern Oscillation Index." Nature. 384 (6606), pp. 252-255. https://doi.org/10.1038/384252a0
Technologies for climate risk management
Stone, Roger C. and Price, Richard. 2004. "Technologies for climate risk management." 16th Australia New Zealand Climate Forum: Climate and Water (ANZCF2004). Lorne, Australia 08 - 10 Nov 2004 Lorne, Vic, Australia.
The influence of the Madden Julian Oscillation on Queensland's rainfall
Donald, Alexis, Ribbe, Joachim, Stone, Roger, Meinke, Holger, Harris, Graham, Power, Brendan and Wheeler, Matthew. 2003. "The influence of the Madden Julian Oscillation on Queensland's rainfall." 15th Australian New Zealand Climate Forum. Palmerston, New Zealand 19 - 21 Mar 2003 Palmerston, New Zealand.
Contingency planning for drought - a case study in coping with agrometeorological risks and uncertainties
Stone, Roger C. and Meinke, Holger. 2007. "Contingency planning for drought - a case study in coping with agrometeorological risks and uncertainties." Sivakumar, Mannava V. K. and Motha, Raymond P. (ed.) Managing weather and climate risks in agriculture. Heidelberg, Germany. Springer. pp. 415-433
Climate variability, climate forecasting, and improved crop design
Stone, Roger C. and Hammer, Graeme L.. 2004. "Climate variability, climate forecasting, and improved crop design." 5th Princess Chulabhorn Science Congress: Evolving Genetics and Its Global Impact. Bangkok 16 - 20 Aug 2004 New York.
Enhanced risk management and decision-making capability across the sugarcane industry value chain based on seasonal climate forecasts
Everingham, Y. L., Muchow, R. C., Stone, R. C., Inman-Bamber, N. G., Singels, A. and Bezuidenhout, C. N.. 2002. "Enhanced risk management and decision-making capability across the sugarcane industry value chain based on seasonal climate forecasts." Agricultural Systems. 74 (3), pp. 459-477. https://doi.org/10.1016/S0308-521X(02)00050-1
Using Southern Oscillation index phases to forecast sugarcane yields: a case study for northeastern Australia
Everingham, Y. L., Muchow, R. C., Stone, R. C. and Coomans, D. H.. 2003. "Using Southern Oscillation index phases to forecast sugarcane yields: a case study for northeastern Australia." International Journal of Climatology. 23 (10), pp. 1211-1218. https://doi.org/10.1002/joc.920
Three putative types of El Nino revealed by spatial variability in impact on Australian wheat yield
Potgieter, Andries B., Hammer, Graeme L., Meinke, Holger, Stone, Roger C. and Goddard, Lisa. 2005. "Three putative types of El Nino revealed by spatial variability in impact on Australian wheat yield." Journal of Climate. 18 (10), pp. 1566-1574. https://doi.org/10.1175/JCLI3349.1
Operational seasonal forecasting of crop performance
Stone, Roger C. and Meinke, Holger. 2005. "Operational seasonal forecasting of crop performance." Philosophical Transactions of the Royal Society B: Biological Sciences. 360 (1463), pp. 2109-2124. https://doi.org/10.1098/rstb.2005.1753
20th century rainfall variability and the role of large scale climate events within Indo-Pacific region from IPCC AR4 models, reanalysis and observations
Faqih, Akhmad, Ribbe, Joachim and Meinke, Holger. 2007. "20th century rainfall variability and the role of large scale climate events within Indo-Pacific region from IPCC AR4 models, reanalysis and observations." 14th National Conference of the Australian Meteorological and Oceanographic Society. Adelaide, Australia 05 - 08 Feb 2007 Adelaide, Australia.
Seasonal climate forecasts for more effective raingrown grain-cotton production systems
Harris, Graham, Meinke, Holger, Power, Brendan, Donald, Alexis, deVoil, Peter and Ribbe, Joachim. 2002. "Seasonal climate forecasts for more effective raingrown grain-cotton production systems." 11th Australian Cotton Conference 2002: Field to Fashion. Brisbane, Australia 13 - 15 Aug 2002 Orange, Australia.
Using seasonal climate forecasts for more effective grain-cotton production systems
Harris, Graham, Chudleigh, Fred, Meinke, Holger, Donald, Alexis, Power, Brendan, Ribbe, Joachim, Stone, Roger and Wheeler, Matthew. 2003. "Using seasonal climate forecasts for more effective grain-cotton production systems." Australian Cotton Cooperative Research Centre Annual Science Review 2003. Armidale, Australia 23 - 24 Jul 2003 Armidale, Australia.
The Madden Julian Oscillation and its relationship with rainfall in Queensland
Donald, Alexis, Ribbe, Joachim, Stone, Roger, Wheeler, Matthew, Meinke, Holger, Harris, Graham and Power, Brendan. 2003. "The Madden Julian Oscillation and its relationship with rainfall in Queensland." Stone, Roger C. and Partridge, Ian (ed.) National Drought Forum 2003: Science for Drought. Brisbane, Australia 15 - 16 Apr 2003 Brisbane, Australia.
Using the real-time mulitvariate Madden Julian oscillation indices to predict rainfall in Queensland
Donald, Alexis, Ribbe, Joachim, Stone, Roger C., Wheeler, Matthew, Meinke, Holger, Harris, Graham and Power, Brendan. 2003. "Using the real-time mulitvariate Madden Julian oscillation indices to predict rainfall in Queensland." 7th International Conference on Southern Hemisphere Meteorology and Oceanography 2003: Southern Ocean Weather and Climate Variability: Regional and Global Effects. Wellington, New Zealand 24 - 28 Mar 2003 Boston, MA. United States.
Forecasting with the Madden-Julian Oscillation and the applications for risk management
Donald, Alexis, Meinke, Holger, Power, Brendan, Wheeler, Matthew and Ribbe, Joachim. 2004. "Forecasting with the Madden-Julian Oscillation and the applications for risk management." 4th International Crop Science Congress (ICSC 2004): New Directions for a Diverse Planet. Brisbane, Australia 26 Sep - 01 Oct 2004 Brisbane, Australia.
Science for drought: proceedings of the National Drought Forum
Stone, Roger C. and Partridge, Ian. Stone, Roger C. and Partridge, Ian (ed.) 2003. Science for drought: proceedings of the National Drought Forum. Brisbane. Queensland Department of Primary Industries.