Prediction is very difficult, especially about the future

Presented at 2013 IRE CAR conference in Louisville, Kentucky.

Transcript

1. Prediction is very difficult, especially about the future Andy Cox The Weather Company February 28, 2013 @InfoVizard
2. Who am I?
12. ?
14. Prediction and forecasting Probability, uncertainty and confidence Predictive modeling Communicating uncertainty Weather forecasting models Goals
15. Goals Not going to teach you how to do linear regression or interpret a p-value
17. What is predictive modeling? Working definition: Using data to build an approximation of some aspect of the real world that we can use to better understand it or predict how it will behave to previously unseen input.
18. So what? Why should I care?
19. Probability Don't be scared!
20. Basic probability
27. (Sample) size matters
29. 10 percent ≠ impossible 90 percent ≠ certain
30. Uncertainty is inherent Ignore at your own peril
31. Essentially, all models are wrong, but some are useful. George E.P. Box
33. Uncertainty is inherent... But people often want forecaster to take a stand
35. Uncertainty is inherent... What should be communicated in a forecast?
36. Source: Coursera Linear Regression
37. Predictive modeling dangers Overfitting and overconfidence
39. Occam's Razor
40. Predictive modeling dangers Overcoming with human + model approach
41. DICast Digit Topps Integrated first guess Human-in- the-loop Public-oriented aggregation TWC Forecast System
42. Predictive modeling dangers Data dredging
43. Meaningful? Or data dredging?
44. Correlation vs. causation
48. Source: kenpom.com
49. Forecast vs. prediction Let's roll the dice
50. Forecast vs. prediction Result of a single event vs. probability distribution over the long term
52. Communicating predictions
53. Communicating predictions National Hurricane Center
57. Communicating predictions National Weather Service Storm Prediction Center
62. Source: NWS Storm Prediction Center
64. REMEMBER...A TORNADO WATCH MEANS CONDITIONS ARE FAVORABLE FOR TORNADOES AND SEVERE THUNDERSTORMS IN AND CLOSE TO THE WATCH AREA. PERSONS IN THESE AREAS SHOULD BE ON THE LOOKOUT FOR THREATENING WEATHER CONDITIONS AND LISTEN FOR LATER STATEMENTS AND POSSIBLE WARNINGS. Tornado watch
66. PRECAUTIONARY/PREPAREDNESS ACTIONS... THE SAFEST PLACE TO BE DURING A TORNADO IS UNDER A WORKBENCH OR OTHER PIECE OF STURDY FURNITURE. SEEK SHELTER ON THE LOWEST FLOOR OF THE BUILDING IN AN INTERIOR HALLWAY OR ROOM SUCH AS A CLOSET. USE BLANKETS OR PILLOWS TO COVER YOUR BODY AND ALWAYS STAY AWAY FROM WINDOWS. IF IN MOBILE HOMES OR VEHICLES...EVACUATE THEM AND GET INSIDE A SUBSTANTIAL SHELTER. IF NO SHELTER IS AVAILABLE...LIE FLAT IN THE NEAREST DITCH OR OTHER LOW SPOT AND COVER YOUR HEAD WITH YOUR HANDS. Tornado warning
67. AT 6:57 PM CDT...A LARGE TORNADO WAS MOVING ALONG INTERSTATE 44 WEST OF NEWCASTLE. ON ITS PRESENT PATH...THIS LARGE DAMAGING TORNADO WILL ENTER SOUTHWEST SECTIONS OF THE OKLAHOMA CITY METRO AREA BETWEEN 7:15 AND 7:30 PM. PERSONS IN MOORE AND SOUTH OKLAHOMA CITY SHOULD TAKE IMMEDIATE TORNADO PRECAUTIONS! THIS IS AN EXTREMELY DANGEROUS AND LIFE THREATENING SITUATION. IF YOU ARE IN THE PATH OF THIS LARGE AND DESTRUCTIVE TORNADO... TAKE COVER IMMEDIATELY. Tornado warning
68. Numerical Weather Prediction
69. Source: National Oceanic and Atmospheric Administration
70. Source: NWS Aviation Weather Center
71. Source: National Center for Atmospheric Research
72. Source: National Center for Atmospheric Research
75. Ensemble forecast plume Source: http://eyewall.met.psu.edu/rich/gefs/Plumes.html
77. http://imgs.xkcd.com/comics/extrapolating.png
78. Thank you @InfoVizard