Materials of the International Conference
50th Anniversary of the International Geophysical Year
and Electronic Geophysical Year

16-19 September 2007 • Suzdal, Russia

Forecast/prediction of extreme events: Fundamentals and prerequisites of verification

V. G. Kossobokov1, 2 and A. A. Soloviev1

1International Institute of Earthquake Prediction Theory and Mathematical Geophysics, Russian Academy of Sciences, Moscow, Russia

2Institute de Physique du Globe de Paris, Paris, France


Contemporary databases of geophysical observations and computing means allow reformulating paradigms of predictability of geophysical catastrophes of different nature more precisely. Usually, forecast/prediction of extreme events is quite a difficult problem. By definition, an extreme event occurs rarely in a sequence of kindred phenomena that, usually, implies investigating a small sample of case-histories with a help of delicate statistical methods and data of different quality, collected in various conditions. Many of extreme events cluster and/or have self-similar distribution in space-time that, evidently, contradicts with a typically accepted simplified model of random occurrence. Such situation complicates additionally search for and definition of precursors, which could be used effectively in a forecast/prediction method. In the frames of objectivism's viewpoint on probability it is not possible to give quantitative and/or probabilistic claims of the efficiency of a method for forecast/prediction of extreme events without a long series of its successes and failures-to- predict that, in turn, is impossible without its long enough testing by forecast/prediction determined in real time. Statistics of the ratio of the number of failures to the total of successes and failures and the relative measure of the space-time volume of alarms, obtained during such testing, is necessary and sufficient for the assessment of reliability and potential of a method as of a forecast/prediction instrument, as well as it provides basic information for its improvement.

Let us note that potential of usage is problem specific, i.e., it depends on a problem, and requires knowledge of a specific cost-and-benefit function for the choice of an optimal strategy of forecast/prediction. These simple basics of verification are illustrated on models and by examples of the on-going forecast/prediction of extreme events in real geophysical systems.

Citation: V. G. Kossobokov and A. A. Soloviev (2007), Forecast/prediction of extreme events: Fundamentals and prerequisites of verification, in: Materials of the International Conference '50th Anniversary of the International Geophysical Year and Electronic Geophysical Year', GC RAS, Moscow, doi:10.2205/2007-IGY50conf.

© 2007 Geophysical Center RAS and authors