The Entropy Score and its Uses in Earthquake Forecasting |
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| Authors: | David Harte David Vere-Jones |
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| Institution: | (1) Statistics Research Associates Ltd., P.O. Box 12-649, Wellington, New Zealand;(2) Victoria University of Wellington, P.O. Box 600, Wellington, New Zealand |
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| Abstract: | Suppose a forecasting scheme associates a probability p* with some observed outcome. The entropy score given to this forecast is then –logp*. This article provides a review of the background to this scoring method, its main properties, and its relationships to concepts such as likelihood, probability gain, and Molchan s  - diagram. It is shown that, in terms of this score, an intrinsic characterization can be given for the predictability of a given statistical forecasting model. Uses of the score are illustrated by applications to the stress release and ETAS models, electrical signals, and M8. |
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| Keywords: | Entropy score probability forecasts earthquake forecasts |
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