Fair Scores for Multivariate Gaussian Forecasts

by Prof. Baran Sandor (University of Debrecen, Hungary)

Wednesday 22 Apr 2026, 17:00 → 18:00 Europe/Kiev

https://knu-ua.zoom.us/j/89643295643?pwd=eTBZZSt0d0thZzFyaUhDUFNGTVE3QT09 (ONLINE)

In ensemble-based probabilistic weather forecasting, it is often necessary to verify multidimensional predictions using verification scores. Such multidimensional quantities can be, for example, values of a weather variable taken at different locations, a set of several weather quantities, or simply the two-dimensional wind vector. Assuming multivariate normality of the forecasts, we determine the dependence of two different verification measures on the ensemble size and provide their sample size-adjusted fair versions. We demonstrate the usefulness of the application of fair scores using real weather forecasts and simulation studies, also examining their robustness with respect to deviations from normality.