# Assessing the Calibration of High-Dimensional Ensemble Forecasts Using Rank Histograms

@article{Thorarinsdottir2013AssessingTC, title={Assessing the Calibration of High-Dimensional Ensemble Forecasts Using Rank Histograms}, author={Thordis Linda Thorarinsdottir and Michael Scheuerer and Christoph Heinz}, journal={Journal of Computational and Graphical Statistics}, year={2013}, volume={25}, pages={105 - 122} }

Any decision-making process that relies on a probabilistic forecast of future events necessarily requires a calibrated forecast. This article proposes new methods for empirically assessing forecast calibration in a multivariate setting where the probabilistic forecast is given by an ensemble of equally probable forecast scenarios. Multivariate properties are mapped to a single dimension through a prerank function and the calibration is subsequently assessed visually through a histogram of the…

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