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iri-pycpt / pycpt

package joining pycpt stuff
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Document how hindcast prediction error variance is calculated #60

Open aaron-kaplan opened 6 months ago

aaron-kaplan commented 6 months ago

In an email 2024-03-15 Simon wrote:

The way I suspect you are doing it is a. Generate the deterministic cross-validated hindcasts b. Calculate the error variance of those hindcasts (Remi had asked me to output this variance a few years ago) c. Use that error variance to calculate probabilistic hindcasts (the forecast error variance has to be calculated for each hindcast separately because the forecast error variance is a function of the hindcast error variance and of the values of the predictors, which obviously change from year to year) So this process cheats a little bit in that you have to calculate all the deterministic hindcasts before you can calculate the probabilities.