The Early History of Probability Forecasts: Some Extensions and Clarifications

Allan H. Murphy Prediction and Evaluation Systems, Corvallis, Oregon

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Abstract

Heretofore it has been widely accepted that the contributions of W. E. Cooke in 1906 represented the first works related to the explicit treatment of uncertainty in weather forecasts. Recently, however, it has come to light that at least some aspects of the rationale for quantifying the uncertainty in forecasts were discussed prior to 1900 and that probabilities and odds were included in some weather forecasts formulated more than 200 years ago. An effort to summarize these new historical insights, as well as to clarify the precise nature of the contributions made by various individuals to early developments is this area, appears warranted.

The overall purpose of this paper is to extend and clarify the early history of probability forecasts. Highlights of the historical review include 1) various examples of the use of qualitative and quantitative probabilities or odds in forecasts during the eighteenth and nineteenth centuries, 2) a brief discussion in 1890 of the economic component of the rationale for quantifying the uncertainty in forecasts, 3) further refinement of the rationale for probability forecasts and the presentation of the results of experiments involving the formulation of quasi-probabilistic and probabilistic forecasts during the period 1900–25 (in reviewing developments during this early twentieth century period, the noteworthy contributions made by W. E. Cooke, C. Hallenbeck, and A. K. Ångström are described and clarified), and 4) a very concise overview of activities and developments in this area since 1925.

The early treatment of some basic issues related to probability forecasts is discussed and, in some cases, compared to their treatment in more recent times. These issues include 1) the underlying rationale for probability forecasts, 2) the feasibility of making probability forecasts, and 3) alternative interpretations of probability in the context of weather forecasts. A brief examination of factors related to the acceptance of—and resistance to—probability forecasts in the meteorological and user communities is also included.

* Deceased.

Corresponding author address: Barbara G. Brown, Research Applications Program, National Center for Atmospheric Research, P.O. Box 3000, Boulder, CO 80307-3000.

Email: bgb@ncar.ucar.edu

Abstract

Heretofore it has been widely accepted that the contributions of W. E. Cooke in 1906 represented the first works related to the explicit treatment of uncertainty in weather forecasts. Recently, however, it has come to light that at least some aspects of the rationale for quantifying the uncertainty in forecasts were discussed prior to 1900 and that probabilities and odds were included in some weather forecasts formulated more than 200 years ago. An effort to summarize these new historical insights, as well as to clarify the precise nature of the contributions made by various individuals to early developments is this area, appears warranted.

The overall purpose of this paper is to extend and clarify the early history of probability forecasts. Highlights of the historical review include 1) various examples of the use of qualitative and quantitative probabilities or odds in forecasts during the eighteenth and nineteenth centuries, 2) a brief discussion in 1890 of the economic component of the rationale for quantifying the uncertainty in forecasts, 3) further refinement of the rationale for probability forecasts and the presentation of the results of experiments involving the formulation of quasi-probabilistic and probabilistic forecasts during the period 1900–25 (in reviewing developments during this early twentieth century period, the noteworthy contributions made by W. E. Cooke, C. Hallenbeck, and A. K. Ångström are described and clarified), and 4) a very concise overview of activities and developments in this area since 1925.

The early treatment of some basic issues related to probability forecasts is discussed and, in some cases, compared to their treatment in more recent times. These issues include 1) the underlying rationale for probability forecasts, 2) the feasibility of making probability forecasts, and 3) alternative interpretations of probability in the context of weather forecasts. A brief examination of factors related to the acceptance of—and resistance to—probability forecasts in the meteorological and user communities is also included.

* Deceased.

Corresponding author address: Barbara G. Brown, Research Applications Program, National Center for Atmospheric Research, P.O. Box 3000, Boulder, CO 80307-3000.

Email: bgb@ncar.ucar.edu

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