On the Reliability and Calibration of Ensemble Forecasts

An important aspect of ensemble forecasting is that the resulting probabilities are reliable (i.e., the forecast probabilities match the observed frequencies). In the medium-range forecasting context, the literature tends to focus on the requirement that, for a reliable ensemble, the ensemble spread should be representative of the uncertainty in the mean, whereas in the seasonal forecasting context, the literature tends to focus on the requirement that, for a reliable ensemble, the ensemble forecasts should have the same climatological variance as the truth. In this note, the authors emphasize that both of these requirements are necessary for reliability and they clarify that a popular calibration method actually achieves both of these requirements.