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Petra Friederichs - Chair of Statistics STAT

Petra Friederichs - Chair of Statistics STAT

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Mesoscale Weather Prediction<br />

Statistical Postprocessing<br />

Applications<br />

Conclusions and Challenges<br />

Semi-Parametric Approaches<br />

Parametric Approaches<br />

Forecast Verification: Proper Scoring Rules<br />

Semi-parametric approach<br />

probability<br />

1.0<br />

0.8<br />

0.6<br />

0.4<br />

0.2<br />

F(1)<br />

F(10)<br />

density<br />

1.0<br />

0.8<br />

0.6<br />

0.4<br />

0.2<br />

quantile [mm/12h]<br />

50<br />

10<br />

3<br />

1<br />

0.3<br />

0.5 quantile<br />

0.75 quantile<br />

0.95 quantile<br />

0.0<br />

0.0<br />

0.1<br />

0.1 0.3 1 3 10 50<br />

rain [mm/12h]<br />

0.1 0.3 1 3 10 50<br />

rain [mm/12h]<br />

0.0 0.2 0.4 0.6 0.8 1.0<br />

probability<br />

◮ Logistic regression: π = 1 − F Y (y | X) = logit −1 (β T X)<br />

◮ Censored quantile regression: q = F −1<br />

Y (τ | X) = max(0, βT X)<br />

P.<strong>Friederichs</strong> Extreme weather 14 / 45

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