Index of Metrics, Statistical Techniques and Data Processing Tools Included in scores

Index of Metrics, Statistical Techniques and Data Processing Tools Included in scores#

Continuous#

Name (Alphabetical order)

API

Tutorial

Reference(s)

Additive Bias (Mean Error)

API

Tutorial

Mean Error (WWRP/WGNE Joint Working Group on Forecast Verification Research)

Consistent Expectile Score

API

Tutorial

Gneiting (2011); Taggart (2022)

Consistent Huber Score

API

Tutorial

Taggart (2022a); Taggart (2022b)

Consistent Quantile Score

API

Tutorial

Gneiting (2011); Taggart (2022)

Flip-Flop Index

  • Flip-Flop Index

API

Tutorial

Griffiths et al. (2019); Griffiths et al. (2021)

  • Flip-Flop Index - Proportion Exceeding

API

Tutorial

Griffiths et al. (2019); Griffiths et al. (2021)

Interval Score

API

Tutorial

Gneiting and Raftery (2007) - Section 6.2

Isotonic Fit, see Isotonic Regression

Isotonic Regression (Isotonic Fit, Reliability Diagram)

API

Tutorial

de Leeuw et al. (2009); Dimitriadis et al. (2020); Jordan et al. (2020), version 2

Kling–Gupta Efficiency (KGE)

API

Tutorial

Gupta et al. (2009); Knoben et al. (2019)

Mean Absolute Error (MAE)

API

Tutorial

Wikipedia

Mean Elementary Score, see Murphy Score

Mean Error (Additive Bias)

API

Tutorial

Mean Error (WWRP/WGNE Joint Working Group on Forecast Verification Research)

Mean Squared Error (MSE)

API

Tutorial

Wikipedia

Multiplicative Bias

API

Tutorial

Multiplicative bias (WWRP/WGNE Joint Working Group on Forecast Verification Research)

Murphy Score (Mean Elementary Score)

  • Murphy Score (Mean Elementary Score)

API

Tutorial

Ehm et al. (2016) - Theorem 1; Taggart (2022) - Theorem 5.3

  • Murphy Score (Mean Elementary Score) - Theta Values

API

Tutorial

Ehm et al. (2016) - Corollary 2 (p.521); Taggart (2022) - Corollary 5.6

Pearson’s Correlation Coefficient

API

Tutorial

Wikipedia

Percent Bias (PBIAS)

API

Tutorial

Percent Bias (CRAN hydroGOF); Sorooshian et al. (1993); Alfieri et al. (2014); Dawson et al. (2007); Moriasi et al. (2007)

Pinball Loss, see Quantile Loss

Quantile Interval Score

API

Tutorial

Winkler (1972)

Quantile Loss (Quantile Score, Pinball Loss)

API

Tutorial

Gneiting (2011) - Theorem 9

Quantile Score, see Quantile Loss

Reliability Diagram, see Isotonic Regression

Root Mean Squared Error (RMSE)

API

Tutorial

Wikipedia

Threshold Weighted Absolute Error

API

Tutorial

Taggart (2022)

Threshold Weighted Expectile Score

API

Tutorial

Taggart (2022)

Threshold Weighted Huber Loss

API

Tutorial

Taggart (2022)

Threshold Weighted Quantile Score

API

Tutorial

Taggart (2022)

Threshold Weighted Squared Error

API

Tutorial

Taggart (2022)

Probability#

Name (Alphabetical order)

API

Tutorial

Reference(s)

Brier Score

API

Tutorial

Brier (1950)

Brier Score for Ensembles

API

Tutorial

Ferro (2013)

Continuous Ranked Probability Score (CRPS) for Cumulative Distribution Functions (CDFs)

  • Adjust Forecast for CRPS

API

  • CRPS CDF Brier Decomposition

API

Tutorial

  • CRPS for CDFs

API

Tutorial

Matheson and Winkler (1976); Gneiting and Ranjan (2011)

  • CRPS Step Threshold Weights

API

Continuous Ranked Probability Score (CRPS) for Ensembles

  • CRPS for Ensembles

API

Tutorial

Ferro (2014); Gneiting And Raftery (2007); Zamo and Naveau (2018)

  • Threshold-Weighted CRPS (twCRPS) for Ensembles

API

Tutorial

Allen et al. (2023); Allen (2024)

  • Interval-Threshold-Weighted CRPS (twCRPS) for Ensembles

API

Tutorial

Allen et al. (2023); Allen (2024)

  • Tail-Threshold-Weighted CRPS (twCRPS) for Ensembles

API

Tutorial

Allen et al. (2023); Allen (2024)

Isotonic Fit, see Isotonic Regression

Isotonic Regression (Isotonic Fit, Reliability Diagram)

API

Tutorial

de Leeuw et al. (2009); Dimitriadis et al. (2020); Jordan et al. (2020), version 2

Mean Elementary Score, see Murphy Score

Murphy Score (Mean Elementary Score)

  • Murphy Score (Mean Elementary Score)

API

Tutorial

Ehm et al. (2016) - Theorem 1; Taggart (2022) - Theorem 5.3

  • Murphy Score (Mean Elementary Score) - Theta Values

API

Tutorial

Ehm et al. (2016) - Corollary 2 (p.521); Taggart (2022) - Corollary 5.6

Receiver (Relative) Operating Characteristic (ROC)

API

Tutorial

Fawcett and Niculescu-Mizil (2007); Gneiting and Vogel (2022); Hand (2009); Hand and Anagnostopoulos (2013)); Hand and Anagnostopoulos (2023); Pesce et al. (2010)

Reliability Diagram, see Isotonic Regression

Categorical#

Name (Alphabetical order)

API

Tutorial

Reference(s)

Binary Contingency Scores and Binary Contingency Tables

API; API

Tutorial

Methods for dichotomous (yes/no) forecasts

  • Accuracy (Fraction Correct)

API

Tutorial

Accuracy (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Base Rate

API

Tutorial

Hogan and Mason (2011)

  • Bias Score (Frequency Bias)

API

Tutorial

Bias Score (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Cohen’s Kappa (Heidke Skill Score)

API

Tutorial

Heidke Skill Score (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Critical Success Index (Threat Score)

API

Tutorial

Threat score (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Equitable Threat Score (Gilbert Skill Score)

API

Tutorial

Hogan et al. (2010); Equitable Threat score (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • F1 Score

API

Tutorial

Wikipedia

  • False Alarm Rate (Probability of False Detection (POFD))

API

Tutorial

Probability of false detection (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • False Alarm Ratio (FAR)

API

Tutorial

False alarm ratio (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Forecast Rate

API

Tutorial

Hogan and Mason (2011)

  • Fraction Correct (Accuracy)

API

Tutorial

Accuracy (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Frequency Bias (Bias Score)

API

Tutorial

Bias Score (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Gilbert Skill Score (Equitable Threat Score)

API

Tutorial

Hogan et al. (2010); Equitable Threat score (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Hanssen and Kuipers’ Discriminant (Peirce’s Skill Score, True Skill Statistic)

API

Tutorial

Hanssen and Kuipers discriminant (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Heidke Skill Score (Cohen’s Kappa)

API

Tutorial

Heidke skill score (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Hit Rate (True Positive Rate, Probability of Detection (POD), Sensitivity, Recall)

API

Tutorial

Probability of detection (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Negative Predictive Value

API

Tutorial

Wikipedia; Monaghan et al. (2021)

  • Odds Ratio

API

Tutorial

Stephenson (2000)

  • Odds Ratio Skill Score (Yule’s Q)

API

Tutorial

Stephenson (2000)

  • Peirce’s Skill Score (True Skill Statistic, Hanssen and Kuipers’ Discriminant)

API

Tutorial

Peirce (1884); Hanssen and Kuipers discriminant (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Positive Predictive Value (Success Ratio, Precision)

API

Tutorial

Wikipedia; Success ratio (WWRP/WGNE Joint Working Group on Forecast Verification Research); Monaghan et al. (2021)

  • Precision (Success Ratio, Positive Predictive Value)

API

Tutorial

Wikipedia; Success ratio (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Probability of Detection (POD) (Hit Rate, True Positive Rate, Sensitivity, Recall)

API

Tutorial

Probability of detection (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Probability of False Detection (POFD) (False Alarm Rate)

API

Tutorial

Probability of false detection (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Recall (Hit Rate, Probability of Detection (POD), True Positive Rate, Sensitivity)

API

Tutorial

Wikipedia; Probability of detection (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Sensitivity (Hit Rate, Probability of Detection (POD), True Positive Rate, Recall)

API

Tutorial

Wikipedia; Monaghan et al. (2021)

  • Specificity (True Negative Rate)

API

Tutorial

Wikipedia; Monaghan et al. (2021)

  • Success Ratio (Precision, Positive Predictive Value)

API

Tutorial

Success ratio (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Symmetric Extremal Dependence Index (SEDI)

API

Tutorial

Ferro and Stephenson (2011)

  • Threat Score (Critical Success Index)

API

Tutorial

Threat score (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • True Negative Rate (Specificity)

API

Tutorial

Wikipedia

  • True Positive Rate (Hit Rate, Probability of Detection (POD), Sensitivity, Recall)

API

Tutorial

Probability of detection (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • True Skill Statistic (Peirce’s Skill Score, Hanssen and Kuipers’ Discriminant)

API

Tutorial

Hanssen and Kuipers discriminant (WWRP/WGNE Joint Working Group on Forecast Verification Research)

  • Yule’s Q (Odds Ratio Skill Score)

API

Tutorial

Stephenson (2000)

FIxed Risk Multicategorical (FIRM)

API

Tutorial

Taggart et al. (2022)

POD - implementation as used in ROC (NOTE: Please use contingency table classes instead, this API may be removed in future)

API

Tutorial

Probability of detection (WWRP/WGNE Joint Working Group on Forecast Verification Research)

POFD - implementation as used in ROC (NOTE: Please use contingency table classes instead, this API may be removed in future)

API

Tutorial

Probability of false detection (WWRP/WGNE Joint Working Group on Forecast Verification Research)

Threshold Event Operator

API

Tutorial

  • Make Contingency Manager

API

Tutorial

  • Make Event Tables

API

Tutorial

Spatial#

Name (Alphabetical order)

API

Tutorial

Reference(s)

Fractions Skill Score (FSS)

  • FSS - 2D

API

Tutorial

Roberts and Lean (2008); Mittermaier (2021)

  • FSS - 2D Binary

API

Tutorial

  • FSS - 2D Single Field

API

Tutorial

Roberts and Lean (2008); Faggian et al. (2015)

Statistical Tests#

Name (Alphabetical order)

API

Tutorial

Reference(s)

Diebold Mariano (with the Harvey et al. 1997 and the Hering and Genton 2011 modifications)

API

Tutorial

Diebold and Mariano (1995); Harvey et al. (1997); Hering and Genton (2011)

Processing (tools for preparing data)#

Name (Alphabetical order)

API

Utilised For

Binary Discretise

API

Receiver (Relative) Operating Characteristic (ROC)

Binary Discretise Proportion

API

Flip-Flop Index

Broadcast and Match Not-a-Number (NaN)

API

Murphy Score (Mean Elementary Score)

Comparative Discretise

API

Receiver (Relative) Operating Characteristic (ROC)

Cumulative Distribution Functions (CDFs)

  • Add Thresholds

API

Continuous Ranked Probability Score (CRPS) for CDFs; CRPS CDF Brier Decomposition

  • CDF Envelope

API

Adjust Forecast for CRPS

  • Decreasing CDFs

API

Adjust Forecast for CRPS

  • Fill CDF

API

CRPS for CDFs; CRPS CDF Brier Decomposition

  • Integrate Square Piecewise Linear

API

CRPS for CDFs

  • Observed CDF

API

CRPS for CDFs; CRPS CDF Brier Decomposition

  • Propagate Not-a-Number (NaN)

API

Adjust Forecast for CRPS; CRPS CDF Brier Decomposition; CRPS for CDFs

  • Round Values

API

CRPS for CDFs; CRPS CDF Brier Decomposition

Isotonic Fit, see Isotonic Regression

Isotonic Regression (Isotonic Fit, Reliability Diagram)

API

See “Isotonic Regression (Isotonic Fit, Reliability Diagram)” entries in Continuous and Probability

Proportion Exceeding

API

Flip-Flop Index

Reliability Diagram, see Isotonic Regression

Pandas#

Name (Alphabetical order)

API

Tutorial

Reference(s)

Mean Absolute Error

API

Tutorial

Wikipedia

Mean Squared Error

API

Tutorial

Wikipedia

Root Mean Squared Error

API

Tutorial

Wikipedia

Emerging#

Caution

This section of the API contains implementations of novel metrics that are still undergoing mathematical peer review. These implementations may change in line with the peer review process.

Name (Alphabetical order)

API

Tutorial

Reference(s)

Risk Matrix Score

  • Risk Matrix Score

API

Tutorial

Taggart, R. J., & Wilke, D. J. (2024). Warnings based on risk matrices: a coherent framework with consistent evaluation. In preparation.

  • Risk Matrix Score - Matrix Weights to Array

API

Tutorial

Taggart, R. J., & Wilke, D. J. (2024). Warnings based on risk matrices: a coherent framework with consistent evaluation. In preparation.

  • Risk Matrix Score - Warning Scaling to Weight Array

API

Tutorial

Taggart, R. J., & Wilke, D. J. (2024). Warnings based on risk matrices: a coherent framework with consistent evaluation. In preparation.