Articles | Volume 11, issue 1
https://doi.org/10.5194/ascmo-11-23-2025
https://doi.org/10.5194/ascmo-11-23-2025
13 Mar 2025
 | 13 Mar 2025

Proper scoring rules for multivariate probabilistic forecasts based on aggregation and transformation

Romain Pic, Clément Dombry, Philippe Naveau, and Maxime Taillardat

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Cited articles

Agnolucci, P., Rapti, C., Alexander, P., De Lipsis, V., Holland, R. A., Eigenbrod, F., and Ekins, P.: Impacts of rising temperatures and farm management practices on global yields of 18 crops, Nature Food, 1, 562–571, https://doi.org/10.1038/s43016-020-00148-x, 2020. a
Al Masry, Z., Pic, R., Dombry, C., and Devalland, C.: A new methodology to predict the oncotype scores based on clinico-pathological data with similar tumor profiles, Breast Cancer Res. Tr., https://doi.org/10.1007/s10549-023-07141-5, 2023. a
Alexander, C., Coulon, M., Han, Y., and Meng, X.: Evaluating the discrimination ability of proper multi-variate scoring rules, Ann. Oper. Res., 334, 857–883, https://doi.org/10.1007/s10479-022-04611-9, 2022. a
Allen, S.: sallen12/MultivCalibration: MultivCalibration v.1.0 (v.1.0), Zenodo [code, data set], https://doi.org/10.5281/zenodo.10201289, 2023. a
Allen, S., Bhend, J., Martius, O., and Ziegel, J.: Weighted Verification Tools to Evaluate Univariate and Multivariate Probabilistic Forecasts for High-Impact Weather Events, Weather Forecast., 38, 499–516, https://doi.org/10.1175/waf-d-22-0161.1, 2023a. a, b, c
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Short summary
Correctly forecasting weather is crucial for decision-making in various fields. Standard multivariate verification tools have limitations, and a single tool cannot fully characterize predictive performance. We formalize a framework based on aggregation and transformation to build interpretable verification tools. These tools target specific features of forecasts, improving predictive performance characterization and bridging the gap between theoretical and physics-based tools.
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