{"id":600,"date":"2023-07-29T09:02:23","date_gmt":"2023-07-29T09:02:23","guid":{"rendered":"https:\/\/statorials.org\/ja\/%e3%83%98%e3%82%b5%e3%82%99%e3%83%bc%e3%82%b9%e3%82%b3%e3%82%a2\/"},"modified":"2023-07-29T09:02:23","modified_gmt":"2023-07-29T09:02:23","slug":"%e3%83%98%e3%82%b5%e3%82%99%e3%83%bc%e3%82%b9%e3%82%b3%e3%82%a2","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/%e3%83%98%e3%82%b5%e3%82%99%e3%83%bc%e3%82%b9%e3%82%b3%e3%82%a2\/","title":{"rendered":"\u30d6\u30e9\u30a4\u30a2\u30fc\u30b9\u30b3\u30a2\u3068\u306f\u4f55\u3067\u3059\u304b?"},"content":{"rendered":"

<\/p>\n

\n

Brier \u30b9\u30b3\u30a2\u306f<\/strong>\u3001\u78ba\u7387\u7684\u4e88\u6e2c\u306e\u7cbe\u5ea6\u3092\u6e2c\u5b9a\u3059\u308b\u305f\u3081\u306b\u7d71\u8a08\u3067\u4f7f\u7528\u3055\u308c\u308b\u6307\u6a19\u3067\u3059\u3002\u3053\u308c\u306f\u901a\u5e38\u3001\u4e88\u6e2c\u306e\u7d50\u679c\u304c 2 \u5024\u3067\u3042\u308b\u5834\u5408\u3001\u3064\u307e\u308a\u7d50\u679c\u304c\u767a\u751f\u3059\u308b\u304b\u767a\u751f\u3057\u306a\u3044\u5834\u5408\u306b\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002<\/span><\/p>\n

\u305f\u3068\u3048\u3070\u3001\u5929\u6c17\u4e88\u5831\u3067\u964d\u6c34\u78ba\u7387\u304c 90% \u3067\u3042\u308b\u3068\u8868\u793a\u3055\u308c\u3001\u5b9f\u969b\u306b\u96e8\u304c\u964d\u3063\u305f\u3068\u3057\u307e\u3059\u3002\u6b21\u306e\u5f0f\u3092\u4f7f\u7528\u3057\u3066\u3001\u3053\u306e\u4e88\u6e2c\u306e Brier \u30b9\u30b3\u30a2\u3092\u8a08\u7b97\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n

\u30d6\u30ea\u30a8\u30b9\u30b3\u30a2<\/strong>= (f \u2013 o) 2<\/sup><\/span><\/p>\n

\u91d1\uff1a<\/span><\/p>\n

f = \u4e88\u6e2c\u78ba\u7387<\/span><\/p>\n

o = \u7d50\u679c (\u30a4\u30d9\u30f3\u30c8\u304c\u767a\u751f\u3057\u305f\u5834\u5408\u306f 1\u3001\u30a4\u30d9\u30f3\u30c8\u304c\u767a\u751f\u3057\u306a\u304b\u3063\u305f\u5834\u5408\u306f 0)<\/span><\/p>\n

\u3053\u306e\u4f8b\u3067\u306f\u3001\u4e88\u6e2c\u306e\u30d6\u30e9\u30a4\u30a2\u30fc \u30b9\u30b3\u30a2\u306f (0.9 \u2013 1) 2<\/sup> = -0.1 2<\/sup> = 0.01<\/strong>\u3068\u306a\u308a\u307e\u3059\u3002<\/span><\/p>\n

\u4e00\u9023\u306e\u30d2\u30f3\u30c8\u306e Brier \u30b9\u30b3\u30a2\u306f\u3001\u500b\u3005\u306e\u30d2\u30f3\u30c8\u306e Brier \u30b9\u30b3\u30a2\u306e\u5e73\u5747\u3068\u3057\u3066\u5358\u7d14\u306b\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002<\/span><\/p>\n

\u30d6\u30e9\u30a4\u30a2\u30b9\u30b3\u30a2<\/strong>= 1\/n * \u03a3(f t<\/sub> \u2013 o t<\/sub> ) 2<\/sup><\/span><\/p>\n

\u91d1\uff1a<\/span><\/p>\n

n = \u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba (\u4e88\u6e2c\u306e\u6570)<\/span><\/p>\n

\u03a3\uff1d\u300c\u548c\u300d\u3092\u610f\u5473\u3059\u308b\u6d3e\u624b\u306a\u8a18\u53f7<\/span><\/p>\n

f t<\/sub> = \u30a4\u30d9\u30f3\u30c8t<\/em>\u3067\u306e\u4e88\u6e2c\u78ba\u7387<\/span><\/p>\n

o = \u30a4\u30d9\u30f3\u30c8t<\/em>\u3067\u306e\u7d50\u679c (\u30a4\u30d9\u30f3\u30c8\u304c\u767a\u751f\u3057\u305f\u5834\u5408\u306f 1\u3001\u30a4\u30d9\u30f3\u30c8\u304c\u767a\u751f\u3057\u306a\u304b\u3063\u305f\u5834\u5408\u306f 0)<\/span><\/p>\n

Brier \u30b9\u30b3\u30a2\u306f 0 \u304b\u3089 1 \u307e\u3067\u306e\u4efb\u610f\u306e\u5024\u3092\u53d6\u308b\u3053\u3068\u304c\u3067\u304d\u30010 \u306f\u53ef\u80fd\u306a\u9650\u308a\u6700\u9ad8\u306e\u30b9\u30b3\u30a2\u30011 \u306f\u53ef\u80fd\u306a\u9650\u308a\u6700\u60aa\u306e\u30b9\u30b3\u30a2\u3067\u3059\u3002 Brier \u30b9\u30b3\u30a2\u304c\u4f4e\u3044\u307b\u3069\u3001\u4e88\u6e2c\u306f\u3088\u308a\u6b63\u78ba\u306b\u306a\u308a\u307e\u3059\u3002<\/span><\/p>\n

Brier \u30b9\u30b3\u30a2\u306e\u8a08\u7b97\u4f8b<\/strong><\/span><\/h2>\n

\u6b21\u306e\u4f8b\u306f\u3001\u30d6\u30e9\u30a4\u30a2\u30fc \u30b9\u30b3\u30a2\u306e\u8a08\u7b97\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n

\u4f8b 1: \u5929\u6c17\u4e88\u5831\u3067\u306f\u964d\u6c34\u78ba\u7387\u304c 0% \u3067\u3001\u96e8\u304c\u964d\u3063\u3066\u3044\u307e\u3059\u3002<\/strong><\/span><\/p>\n

\u30d6\u30e9\u30a4\u30a2\u30fc \u30b9\u30b3\u30a2 = (0 \u2013 1) 2<\/sup> = 1<\/span><\/p>\n

\u4f8b 2: \u5929\u6c17\u4e88\u5831\u3067\u306f\u964d\u6c34\u78ba\u7387 100% \u3067\u3042\u308b\u304c\u3001\u96e8\u304c\u964d\u3063\u3066\u3044\u307e\u3059\u3002<\/strong><\/span><\/p>\n

\u30d6\u30e9\u30a4\u30a2\u30fc \u30b9\u30b3\u30a2 = (1 \u2013 1) 2<\/sup> = 0<\/span><\/p>\n

\u4f8b 3: \u5929\u6c17\u4e88\u5831\u3067\u306f\u964d\u6c34\u78ba\u7387\u304c 27% \u3067\u3042\u308b\u3068\u3055\u308c\u3066\u3044\u307e\u3059\u304c\u3001\u96e8\u304c\u964d\u308a\u307e\u3059\u3002<\/strong><\/span><\/p>\n

\u30d6\u30e9\u30a4\u30a2\u30fc \u30b9\u30b3\u30a2 = (0.27 \u2013 1) 2<\/sup> = 0.5329<\/span><\/p>\n

\u4f8b 4: \u5929\u6c17\u4e88\u5831\u3067\u306f\u300197% \u306e\u78ba\u7387\u3067\u96e8\u304c\u964d\u308a\u3001\u96e8\u306f\u964d\u3089\u306a\u3044\u3068\u8a00\u308f\u308c\u3066\u3044\u307e\u3059\u3002<\/strong><\/span><\/p>\n

\u30d6\u30e9\u30a4\u30a2\u30fc \u30b9\u30b3\u30a2 = (0.97 \u2013 0) 2<\/sup> = 0.9409<\/span><\/p>\n

\u4f8b 5: \u6c17\u8c61\u5b66\u8005\u306f\u6b21\u306e\u3088\u3046\u306a\u4e88\u5831\u3092\u3057\u307e\u3059\u3002<\/strong><\/span><\/p>\n\n\n\n\n\n\n\n
\u96e8\u306e\u53ef\u80fd\u6027<\/strong><\/span><\/th>\n\u7d50\u679c<\/strong><\/span><\/th>\n<\/tr>\n
27%<\/span><\/td>\n\u96e8<\/span><\/td>\n<\/tr>\n
67%<\/span><\/td>\n\u96e8<\/span><\/td>\n<\/tr>\n
83%<\/span><\/td>\n\u96e8\u304c\u964d\u3089\u306a\u3044<\/span><\/td>\n<\/tr>\n
90%<\/span><\/td>\n\u96e8<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

\u6b21\u306e\u5f0f\u3092\u4f7f\u7528\u3057\u3066\u3001\u3053\u306e\u4e00\u9023\u306e\u4e88\u6e2c\u306e Brier \u30b9\u30b3\u30a2\u3092\u8a08\u7b97\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n\n\n\n\n\n\n\n
\u96e8\u306e\u53ef\u80fd\u6027<\/strong><\/span><\/th>\n\u7d50\u679c<\/strong><\/span><\/th>\n\u30d6\u30e9\u30a4\u30a2\u30fc\u30b9\u30b3\u30a2<\/strong><\/span><\/th>\n<\/tr>\n
27%<\/span><\/td>\n\u96e8<\/span><\/td>\n(.27-1) 2<\/sup> = .5329<\/span><\/td>\n<\/tr>\n
67%<\/span><\/td>\n\u96e8<\/span><\/td>\n(.67-1) 2<\/sup> = .1089<\/span><\/td>\n<\/tr>\n
83%<\/span><\/td>\n\u96e8\u304c\u964d\u3089\u306a\u3044<\/span><\/td>\n(.83-0) 2<\/sup> = .6889<\/span><\/td>\n<\/tr>\n
90%<\/span><\/td>\n\u96e8<\/span><\/td>\n(.90-1) 2<\/sup> = .01<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

\u30d6\u30e9\u30a4\u30a2\u30fc \u30b9\u30b3\u30a2 = (.5329 + .1089 + .6889 + .01) \/ 4 = 0.3352<\/strong> \u3002<\/span><\/p>\n

\u30d6\u30e9\u30a4\u30a2\u30fc\u30b9\u30ad\u30eb\u306e\u7d50\u679c<\/strong><\/span><\/h2>\n

Brier \u30b9\u30ad\u30eb \u30b9\u30b3\u30a2<\/strong>\u306f\u3001\u65b0\u3057\u3044\u4e88\u6e2c\u30e2\u30c7\u30eb\u306e Brier \u30b9\u30b3\u30a2\u304c\u65e2\u5b58\u306e\u4e88\u6e2c\u30e2\u30c7\u30eb\u3068\u6bd4\u8f03\u3057\u3066\u3069\u306e\u7a0b\u5ea6\u512a\u308c\u3066\u3044\u308b\u304b\u3092\u793a\u3059\u6307\u6a19\u3067\u3059\u3002\u6b21\u306e\u3088\u3046\u306b\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002<\/span><\/p>\n

\u7c21\u5358\u306a\u719f\u7df4\u5ea6\u30b9\u30b3\u30a2<\/strong>= (BS E<\/sub> \u2013 BS N<\/sub> ) \/ BS E<\/sub><\/span><\/p>\n

\u91d1\uff1a<\/span><\/p>\n

BS E<\/sub> = \u65e2\u5b58\u30e2\u30c7\u30eb\u306e Brier \u30b9\u30b3\u30a2<\/span><\/p>\n

BS N<\/sub> = \u65b0\u3057\u3044\u30e2\u30c7\u30eb\u306e\u30d6\u30e9\u30a4\u30a2\u30fc \u30b9\u30b3\u30a2<\/span><\/p>\n

Brier \u30b9\u30ad\u30eb \u30b9\u30b3\u30a2\u304c\u6b63\u306e\u5834\u5408\u3001\u65b0\u3057\u3044\u30e2\u30c7\u30eb\u306f\u3088\u308a\u6b63\u78ba\u306a\u4e88\u6e2c\u3092\u884c\u3044\u307e\u3059\u3002 Brier Skill Score \u304c\u8ca0\u306e\u5834\u5408\u3001\u65b0\u3057\u3044\u30e2\u30c7\u30eb\u306e\u4e88\u6e2c\u306f\u60aa\u5316\u3057\u307e\u3059\u3002\u307e\u305f\u3001Brier Skill Score \u304c\u30bc\u30ed\u306e\u5834\u5408\u3001\u65b0\u3057\u3044\u30e2\u30c7\u30eb\u306f\u65e2\u5b58\u306e\u30e2\u30c7\u30eb\u306b\u6bd4\u3079\u3066\u4f55\u306e\u6539\u5584\u3082\u3042\u308a\u307e\u305b\u3093\u3002<\/span><\/p>\n

\u305f\u3068\u3048\u3070\u3001\u65e2\u5b58\u306e\u30e2\u30c7\u30eb\u306e Brier \u30b9\u30b3\u30a2\u304c BS E<\/sub> = 0.4221 \u3067\u3001\u65b0\u3057\u3044\u30e2\u30c7\u30eb\u306e Brier \u30b9\u30b3\u30a2\u304c BS N<\/sub> = 0.3352 \u3067\u3042\u308b\u3068\u3057\u307e\u3059\u3002\u65b0\u3057\u3044\u30e2\u30c7\u30eb\u306e Brier Skill Score \u306f\u6b21\u306e\u3088\u3046\u306b\u8a08\u7b97\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n

Brier \u719f\u7df4\u5ea6\u30b9\u30b3\u30a2<\/strong>= (0.4421 \u2013 0.3352) \/ (0.4421) = 0.2418<\/strong> \u3002<\/span><\/p>\n

\u3053\u306e\u6570\u5024\u306f\u6b63\u3067\u3042\u308b\u305f\u3081\u3001\u65b0\u3057\u3044\u30e2\u30c7\u30eb\u304c\u65e2\u5b58\u306e\u30e2\u30c7\u30eb\u3068\u6bd4\u8f03\u3057\u3066\u3088\u308a\u6b63\u78ba\u306a\u4e88\u6e2c\u3092\u63d0\u4f9b\u3059\u308b\u3053\u3068\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n

Brier \u30b9\u30ad\u30eb \u30b9\u30b3\u30a2\u304c\u9ad8\u3044\u307b\u3069\u3001\u65e2\u5b58\u306e\u30e2\u30c7\u30eb\u3068\u6bd4\u8f03\u3057\u3066\u65b0\u3057\u3044\u30e2\u30c7\u30eb\u306e\u6539\u5584\u304c\u5927\u304d\u304f\u306a\u308a\u307e\u3059\u3002<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"

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