The impenetrable hedge: a note on propriety, equitability and consistency.

Ian T. Jolliffe

In weather and climate forecasting, hedging is said to occur whenever a forecasters judgement and the forecast differ, and it is usually taken as evident that hedging is undesirable. Forecasts are often judged by computing a verification measure or score. A number of different scores is available in most circumstances, and to choose between them, various desirable properties of scores have been defined. It is generally accepted that it is undesirable to use a score for which hedging can improve the score or its expected value. Three ‘desirable’ properties of scores are linked to the idea that hedging should be avoided, namely propriety, equitability and consistency. It is fair to say that none of these properties is fully understood. The aim of this article is to provide some clarification and new insights, as well as some historical background. Nearly as many questions are raised as are answered. Copyright © 2008 Royal Meteorological Society

WEATHER forecasting; ESTIMATES; METEOROLOGICAL research; NUMERICAL weather forecasting; METEOROLOGY statistical methods

Meteorological Applications, 2008, Vol 15, Issue 1, p25

1350-4827

Academic Journal

10.1002/met.60