楼主: lindasnow
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[CFA] Brier Score [推广有奖]

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lindasnow 发表于 2010-12-17 16:32:28 |AI写论文

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请问Brier score在什么情况下用呢?它和Brier Skill Score的适用场合分别是什么?
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关键词:score Brier core SCOR SCO

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Eric_wong 发表于 2010-12-31 14:44:16
Brier Score在是评价频率预测准确度的一个指标,它适用的一个前提是只关心某个事件是否发生(0-1频度),而不关心事件发生的强度影响。是一个统计学指标。

Brier Skill Score还真不是很了解,在网上搜到如下解释,好像是气象预测学上常用的一个指标,衍生于Brier Score,但具体在其它的统计学上的具体意义,还怎不太清楚了。

The Brier skill score compares the Brier scores of the forecast and the Brier scores of
climatology (2003). Unlike the raw Brier scores, increasing the forecast skill will increase the
Brier skill score. The Brier skill score is equal to one minus the ratio between the Brier score
for the forecast and the Brier score for climatology from one.

BSS =1- B(forecast)/B(climatology)

The climatology forecast is the number of months exceeding the KBDI target in the 53-year
sample and is independent of the ENSO phase. The distribution for KBDI anomalies is
almost Gaussian; the climatology forecast for each month (exceeding one standard deviation
above monthly climatology) is between fifteen to twenty percent. If the Brier skill score is
one above zero, then the forecast is optimal. If the score is zero, then forecast has the same
skill as the climatology forecast. When the Brier skill score is negative, the forecast performs
worse than climatology.

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