17 citations · 199 across the 42 of their papers we have counts for
10 papers · 1 filter
Weather forecasts, Weather derivatives, Black-Scholes, Feynmann-Kac and Fokker-Planck
Stephen Jewson
We investigate the relationships between weather forecasting, weather derivatives, the Black-Scholes equation, Feynmann-Kac theory and the Fokker-Planck equation. There is one usef…
Do medium range ensemble forecasts give useful predictions of temporal correlations?
Stephen Jewson
Medium range ensemble forecasts are typically used to derive predictions of the conditional marginal distributions of future events on individual days. We assess whether they can a…
Do probabilistic medium-range temperature forecasts need to allow for non-normality?
Stephen Jewson
The gaussian spread regression model for the calibration of site specific ensemble temperature forecasts depends on the apparently restrictive assumption that the uncertainty aroun…
Comparing the ensemble mean and the ensemble standard deviation as inputs for probabilistic medium-range temperature forecasts
Stephen Jewson
We ask the following question: what are the relative contributions of the ensemble mean and the ensemble standard deviation to the skill of a site-specific probabilistic temperatur…
Five guidelines for the evaluation of site-specific medium range probabilistic temperature forecasts
Stephen Jewson, Christine Ziehmann
Probabilistic temperature forecasts are potentially useful to the energy and weather derivatives industries. However, at present, they are little used. There are a number of reason…
A note on the use of the word 'likelihood' in statistics and meteorology
Stephen Jewson, Anders Brix, Christine Ziehmann
We highlight the different uses of the word 'likelihood' that have arisen in statistics and meteorology, and make the recommendation that one of these uses should be dropped to pre…