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  Probability Forecasts

Introduction

All forecasts suffer from some degree of uncertainty, and with the use of ensemble prediction and also statistical methods we are increasingly developing the capability to estimate this uncertainty objectively. For some forecast users it is sufficient to simply take the standard forecast as the best possible estimate of what will happen, but many users could potentially benefit more by understanding the uncertainty and assessing the risks. This is perhaps most easily seen when there is a small but real risk of severe weather. One of the best ways to express uncertainty in a consistent and verifiable way is as Probability Forecasts. A probability forecast specifies how likely a defined event is to occur, as a percentage, and can help users to assess the risks associated with particular weather events to which they are sensitive.

Defining probabilities

The most important issue with a probability forecast is that both the forecaster and the user must understand exactly what the probabilities mean. Probabilities must be issued for a clearly defined event which either occurs or does not occur. For example, a statement that there is "a 30% probability of rain in Scotland" is meaningless because it is not clear whether it is for a specific place or just somewhere in Scotland,  there is no time given and it is not stated how much rain. Examples of well-defined probability forecasts could be:
  • 30% probability of more than 5mm of rain at Edinburgh Airport between 1200 and 1800.
  • 70% probability of wind reaching gale force in at least one place in Scotland on Tuesday.
  • 10% probability of wind sufficient to cause severe structural damage in London overnight.
It is generally easier to define events and verify them unambiguously for specific locations, but as the second example shows it is also possible to define probabilities covering regions. The third example illustrates how even quite a low probability can give a useful warning of a serious event likely to lead to significant disruption. Even though there is a 90% probability that the event will not occur, knowledge of the 10% risk enables users to be prepared for the worst rather than being caught out.

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Probabilities from Ensembles

Ensembles are designed to estimate probabilities by sampling the range of possible forecast outcomes. We estimate the probability of a particular event by counting the proportion of ensemble members which forecast that event to occur. Taking the first forecast example above, 30% would result when 15 out of 50 ensemble members predict more than 5mm of rain to fall at the specified location in the defined period.

In practice this method does not always give reliable probabilities, especially when we look at detailed local weather. For this reason the Met Office calibrates probability forecasts from the ensemble to further improve the quality of the information provided.

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Probabilities and odds

Use of probabilities can sometimes cause some confusion, and many people are more familiar with Odds which are commonly used for betting. The two are very closely related. For example, a probability of 10% means 10 times out of 100, or a 1 in 10 chance. Thus for every 10 occasions the event will not occur on 9 occasions and will only occur once. The Odds are therefore 9:1 against.

Working in the opposite direction, if the Odds are 4:1 against an event occurring, then this means that it will not happen 4 times as often as it happens. So it will occur on 1 occasion in 5. Turning 1 in 5 into a percentage gives 20%.

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Can a probability forecast be wrong?

It is important to remember that the reason for issuing probability forecasts is that it is often impossible to give a categorical yes/no forecast with complete accuracy. A probability forecast instead describes how likely an event is on a particular occasion. Thus it is reasonable to ask whether a probability forecast can be wrong. For example, if a probability is given as 10% and the event occurs, then is this right, or wrong? One might think that it is wrong because the probability was low but the event did occur, but this is the wrong interpretation. Of all the times that a 10% probability is issued, the event should happen 1 time in 10. Thus we can never say whether a single probability forecast is right or wrong. We can only measure how good our probability forecasts are by looking at a large set of forecasts. Then we can group all the 10% forecasts together and check that the event occurred on 1 in 10 of these occasions; similarly for the 70% forecasts, it should occur on 7 in 10, etc. Results from verifying a large number of forecasts can be plotted in a Reliability Diagram  - for a perfect set of probability forecasts the plotted line will lie along the black diagonal line. Click here for further explanation of this example.

Example reliability diagram


There is one rather trivial exception to the general rule that probability forecasts cannot be wrong. The only time a single  forecast can be wrong is if the issued probability is either 0% or 100%, which is equivalent to going back to a categorical forecast, and getting it wrong! Thus in the graph below, which shows an example of probabilities of different temperatures at Heathrow from February 2004, the forecast would be "wrong" if the actual temperature was greater than 13 Celsius or below -4 , but for any other temperature it is "right".

Sample PDF


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Probabilities and false alarms

As noted above, if the probability is 10% then the event will only occur on 1 occasion in every 10 (or equivalently 10 in 100). This means that on the other 9 out of 10 occasions the event will not occur. Thus if a user asks the Met Office to warn them every time there is a 10% risk of a particular event, then they should expect that 9 times out of 10 that a warning is issued the event will not occur. If the user does not understand this then they are likely to think the Met Office is issuing too many False Alarms, or to quote the fairy tale, "crying wolf". On the other hand, if the user is liable to suffer a large loss by being unprepared for the event, then they may well benefit from putting up with 9 out of 10 false alarms because of the large benefit from being prepared on the 1 in 10 occasion when the event does occur.

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Decision-making with probability forecasts

To make best use of the probability forecasts, the user must choose a probability threshold which gives the correct balance of alerts and false alarms for their particular application. Consider two examples:
  • User A is liable to suffer a loss when a particular weather event occurs so they would like to be able to protect themslves. However actually protecting themselves is also expensive (but less expensive than being unprotected when an event occurs), so they should only protect themselves when the probability of the event is high.
  • User B is sensitive to the same weather event but is liable to suffer a much larger loss than User A, but with a warning can protect themselves quite cheaply. This user should therefore protect themselves at much lower probabilities. They will get a larger number of false alarms but have the best chance of being protected when an event does occur. 
Both these users will take the same probability forecasts from the Met Office, but they will respond to them in different ways. User B will react at low probabilities, perhaps anything more than 20%, whereas User A may only take action when the probability reaches 80%. The precise level at which each user should start to react depends on their cost of protection and their potential losses - advice can be offered in how to maximise the benefit of the forecasts for any particular application.

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