On assessing calibration of multivariate ensemble forecasts
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DOI: 10.1002/qj.2906
Abstract: A necessary condition for optimal use in decision making of probability forecasts in general, and ensemble forecasts in particular, is that they should be calibrated. Ensemble calibration implies that each observation is statistically indistinguishable from… read more here.
Keywords: miscalibration; multivariate ensemble; assessing calibration; multivariate ... See more keywords