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A CRPS-Based Spatial Technique for the Verification of Ensemble Precipitation Forecasts
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作者 ZHAO Bin ZHANG Bo LI Zi-liang 《Journal of Tropical Meteorology》 SCIE 2021年第1期24-33,共10页
Traditional precipitation skill scores are affected by the well-known"double penalty"problem caused by the slight spatial or temporal mismatches between forecasts and observations.The fuzzy(neighborhood)meth... Traditional precipitation skill scores are affected by the well-known"double penalty"problem caused by the slight spatial or temporal mismatches between forecasts and observations.The fuzzy(neighborhood)method has been proposed for deterministic simulations and shown some ability to solve this problem.The increasing resolution of ensemble forecasts of precipitation means that they now have similar problems as deterministic forecasts.We developed an ensemble precipitation verification skill score,i.e.,the Spatial Continuous Ranked Probability Score(SCRPS),and used it to extend spatial verification from deterministic into ensemble forecasts.The SCRPS is a spatial technique based on the Continuous Ranked Probability Score(CRPS)and the fuzzy method.A fast binomial random variation generator was used to obtain random indexes based on the climatological mean observed frequency,which were then used in the reference score to calculate the skill score of the SCRPS.The verification results obtained using daily forecast products from the ECMWF ensemble forecasts and quantitative precipitation estimation products from the OPERA datasets during June-August 2018 shows that the spatial score is not affected by the number of ensemble forecast members and that a consistent assessment can be obtained.The score can reflect the performance of ensemble forecasts in modeling precipitation and thus can be widely used. 展开更多
关键词 ECMWF ensemble forecasts Spatial continuous ranked probability score(Scrps) traditional skill score consistent assessment OPERA quantitative precipitation estimation datasets
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基于评分法的测量系统能力评价 被引量:2
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作者 施亮星 马红叶 何桢 《工业工程》 2015年第5期1-6,19,共7页
目前所用的测量系统能力评价方法是建立在正态性假设的基础上,如果测量系统误差不满足正态性,运用原来的评价指标在对测量系统能力进行评价的过程中会发生误判。将连续等级概率评分(CRPS)应用到测量系统分析评价当中,通过研究CRPS的相... 目前所用的测量系统能力评价方法是建立在正态性假设的基础上,如果测量系统误差不满足正态性,运用原来的评价指标在对测量系统能力进行评价的过程中会发生误判。将连续等级概率评分(CRPS)应用到测量系统分析评价当中,通过研究CRPS的相关特性,建立了基于CRPS评分法的测量系统能力评价指标,从而使测量系统误差非正态分布时,对测量系统能力进行评价的过程中不会发生误判。通过案例分析表明,当测量系统误差为正态分布时,运用CRPS和运用传统评价指标给出的评价结果是一致的,同时,CRPS评价方法能够有效实现非正态测量系统误差情形下的测量系统能力评价。 展开更多
关键词 连续等级概率评分(crps) 测量系统分析 非正态分布 评价指标
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基于GARCH-DCS模型的我国碳金融市场收益预测研究
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作者 裴浩天 杨爱军 +1 位作者 王心悦 林金官 《数理统计与管理》 CSSCI 北大核心 2024年第5期940-950,共11页
动态条件得分(Dynamic Conditional Score,DCS)建模思想是一种充分利用分布信息的时变参数建模方法,为碳金融市场资产收益率波动建模提供了新的思路。本文基于动态条件得分建模思想来构建GARCH-DCS模型,同时选取我国碳金融市场中具有代... 动态条件得分(Dynamic Conditional Score,DCS)建模思想是一种充分利用分布信息的时变参数建模方法,为碳金融市场资产收益率波动建模提供了新的思路。本文基于动态条件得分建模思想来构建GARCH-DCS模型,同时选取我国碳金融市场中具有代表性的湖北和广东两个试点市场作为实证研究对象,并依据平均加权连续排名概率得分等得分规则对GARCH-DCS模型和GARCH模型的一维/多维收益预测效果进行对比分析。一维收益预测实证结果显示,GARCHDCS-SST模型比GARCH(1,1)-SST模型可以更有效地预测两个试点市场收益;多维收益预测实证结果表明,GARCH-DCS-MVT模型预测效果优于DCC(1,1)-MVT模型。 展开更多
关键词 GARCH-DCS模型 收益预测 平均加权连续排名概率得分 平均负对数得分
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