Seminars of the Focus Area Complex Systems

Prof. Dr. C. Beta, Prof. Dr. K. Dethloff, Prof. Dr. R. Engbert, Prof. Dr. M. Holschneider, Prof. Dr. W. Huisinga, Prof. Dr. Ralf Metzler, Prof. Dr. A. Pikovsky, Prof. Dr. S. Reich, Prof. Dr. M. Rosenblum, Prof. Dr. G. Rüdiger, Prof. Dr. T. Scheffer, Prof. Dr. F. Scherbaum, Prof. Dr. J. Selbig, Prof. Dr. F. Spahn


Speaker: Jochen Broecker, MPI PKS Dresden

Title: Probabilistic Forecasts -- Interpretation, Generation, and Skill Assessment

Time: Tue Oct 13, 2009, 1pm

Place: Telegraphenberg, PIK, A31, Kuppel

A general overview of probabilistic forecasting is presented. Firstly, the concept of subjective probability is revisited. This theory uses probabilities as a means to express beliefs in a consistent fashion. It is argued that in many forecasting contexts, this interpretation of probabilities is more appropriate than the usual of limiting observed frequencies. In the second part, we discuss how to quantify the skill of probability forecasts. So called Proper Scoring Rules are presented, which allow to evaluate probability forecasts in a statistical sense. It is shown that Proper Scoring Rules in fact reward attributes which are intuitively associated with a `good' probability forecast. In addition, the Reliability diagram and the ROC are presented, two further tools of probabilistic quality control. Finally, several examples are presented, which demonstrate the generation of probabilistic forecasts from data in several different contexts. We discuss probabilistic models of endogenous depending on exogenous variables, as well as an example of post-processing ensemble weather forecasts.

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Past NLD Seminars (1994-2007) & (2008 ...)

Students' seminar: Theoretical Physics, PIK, Modeling & TSA Berlin-Potsdam-Colloquia: PhysGesellschaft Berlin, TU Berlin, Pro Physik, AIP, AEI, MPI-KGF, GFZ, HMI, PIK, AWI, Max Planck Institute for the History of Science, Mathematik, DPG Disputationen, & Vorschau UP

Udo Schwarz, Zentrum für Dynamik komplexer Systeme,
Universität Potsdam, Campus Golm Karl-Liebknecht-Str. 24, 14476 Potsdam, building 28, room 2.107
Phone: (+49-331) 977-1658, Fax : (+49-331) 977-1045

Email: Udo.Schwarz AT

DFG SFB 1294

DFG Sonderforschungsbereich 1294 Data assimilation

DFG SPP 1488

DFG Schwerpunktprogramm 1488 Planetmag

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