Statistica (May 2013)
The Joint Calibration Model in probabilistic weather forecasting: some preliminary issues
Abstract
Ensemble Prediction Systems play today a fundamental role in weather forecasting. They can represent and measure uncertainty, thereby allowing distributional forecasting as well as deterministic-style forecasts. In this context, we show how the Joint Calibration Model (Agati et al., 2007) – based on a modelization of the Probability Integral Transform distribution – can provide a solution to the problem of information combining in probabilistic forecasting of continuous variables. A case study is presented, where the potentialities of the method are explored and the accuracy of deterministic-style forecasts from JCM is compared with that from Bayesian Model Averaging (Raftery et al., 2005).