论文标题
关于二进制预测技能的评估
On the Evaluation of Skill in Binary Forecast
论文作者
论文摘要
一个良好的预测对于科学，经济和行政目的非常重要。因此，有必要知道预测因子是否足够熟练来预测未来。鉴于对各个学科的预测的依赖增加，因此设计了预测技能指数（PSI）。 24个数值示例用于演示PSI方法的工作原理。结果表明，PSI奖励不仅是随机预测的相同分数，并且始终预测相同的值，而且还可以预测稀有或极端事件的正确预测。此外，PSI可以通过授予不同的技能得分，而其他常规方法无法授予相同的分数，可以区分稀有或极端事件的完美预测与随机事件的完美预测之间的差异。关于2000年至2019年之间对泰国银行的真正国内生产总值预测的增长的数据也用于证明PSI在实践中如何评估预报员的技能。
A good prediction is very important for scientific, economic, and administrative purposes. It is therefore necessary to know whether a predictor is skillful enough to predict the future. Given the increased reliance on predictions in various disciplines, prediction skill index (PSI) is devised. Twenty-four numerical examples are used to demonstrate how the PSI method works. The results show that the PSI awards not only the same score for random prediction and always predicting the same value but also nontrivial scores for correct prediction of rare or extreme events. Moreover, the PSI can distinguish the difference between the perfect forecast of rare or extreme events and that of random events by awarding different skill scores while other conventional methods cannot and award the same score. The data on growth of real gross domestic product forecast of the Bank of Thailand between 2000 and 2019 are also used to demonstrate how the PSI evaluates skill of the forecaster in practice.
