The Entropy Score and its Uses in Earthquake Forecasting

David Vere-Jones, & David S. Harte

Published June 1, 2005, SCEC Contribution #6085

Suppose a forecasting scheme associates a probability p* with some observed outcome. The entropy score given to this forecast is then −log p*. 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 ν-τ 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.

Key Words
entropy score, probability forecasts, earthquake forecasts

Citation
Vere-Jones, D., & Harte, D. S. (2005). The Entropy Score and its Uses in Earthquake Forecasting. Pure and Applied Geophysics, 162(6-7), 1229-1253. doi: 10.1007/s00024-004-2667-2.