Forecast verification

Forecast verification is about evaluating the performance of forecasts by comparing past forecasts to observations. This can be difficult because a) there are many different types of forecast (point forecasts, probability forecasts, interval forecasts, ensemble forecasts), and b) there are many ways in which a forecast can be wrong. A careful and informative assessment of forecast quality can help to guide decision making, to monitor changes in performance, and to improve forecasts across a wide range of fields, such as economics, finance, health, hydrology, and meteorology.

As part of my research I develop better metrics and methods to evaluate the skill and reliability of forecasts to judge their practical usefulness, and to compare forecasts from different providers against each other.