CISL Seminar Series - Philippe Naveau

04/13/2016 - 10:00am

Scores and Skills for Forecasters

Philippe Naveau
Laboratoire des Sciences du Climat et l'Environnement
(LSCE) CNRS

Link to Recorded talk (.wm4)

Assessing the quality of forecasts is of primary interest for meteorologists and climatologists.
In this talk, we will first review of the statistical concepts used in scoring techniques.
Then, in the second part, the focus will be on one of the most popular scores: the Continuous Ranked Probability Score (CRPS) (e.g., Gneiting and Raftery, 2005; Gneiting and Ranjan, 2011).

We will propose novel estimators for the CRPS and derive their properties for finite sample sizes. We will also touch upon the extension of the CRPS. Finally, we will discuss the drawbacks of using the CRPS when analyzing extremes.

 

Bio:

After completing his PhD in statistics (CSU, CO) in 1998, Philippe Naveau’s research has been centered on developing new statistical methods to analyze climate and hydrological data. From 1998 to 2004, he was in Colorado, as a NCAR-GSP postdoc and then as an assistant professor in the Applied Math Department of Colorado University. Since 2004, he has been a research scientist at the French National Research Center and his current research work has focused on environmental statistics, especially in analyzing extremes events. Currently, he is visiting the NCAR-IMAGe group and help managing the IMAGe Theme-Of-the Year (TOY).

 

Wednesday, April 13, 2016

10:00 -11:00 am

Mesa Lab, Main Seminar Room