一组测量连续变量概率预测有效值的新工具

JOURNAL ARTICLE PVPSA Set of New Tools toMeasure the Effective Valueof Probabilistic Forecasts ofContinuous Variables June 2025 What is IEA PVPS TCP? The International Energy Agency (IEA), founded in 1974, is an autonomous body within the framework of the Organizationfor Economic Cooperation and Development (OECD).The Technology Collaboration Programme(TCP)was created witha belief that the future of energy security and sustainability starts with global collaboration. The programme is made up of6.000experts across government, academia, and industry dedicated to advancing common research and the applicationof specific energy technologies. The IEA Photovoltaic Power Systems Programme (IEA PVPS) is one of theTCP’swithin the IEA and was established in1993.The mission of the programme is to “enhance the international collaborative efforts which facilitate the role ofphotovoltaic solar energy as a cornerstone in the transition to sustainable energy systems.” In order to achieve this, theProgramme’s participants have undertaken a variety of joint research projects in PV power systems applications. Theoverall programme is headed by an Executive Committee, comprised of one delegate from each country or organisationmember, which designates distinct ‘Tasks,’ that may be research projects or activity areas. The IEA PVPS participating countries are Australia, Austria, Belgium, Canada, China, Denmark, Finland, France,Germany, India, Israel, Italy, Japan, Korea, Malaysia, Morocco, the Netherlands, Norway, Portugal, South Africa, Spain,Sweden,Switzerland,Thailand,Turkey,the United Kingdom and the United States of America.The EuropeanCommission, Solar Power Europe and the Solar Energy Research Institute of Singapore are also members. Visit us at:www.iea-pvps.org What is IEA PVPSTask16? The objective of Task16of the IEA Photovoltaic Power Systems Programme is to lower barriers and costs of gridintegration of PV and lowering planning and investment costs for PV by enhancing the quality of the forecasts and theresources assessments. DISCLAIMER TheIEAPVPSTCPisorganisedundertheauspicesoftheInternationalEnergyAgency(IEA)butisfunctionallyandlegallyautonomous.Views, findings and publications of the IEA PVPS TCP do not necessarily represent the views or policies of the IEA Secretariat or itsindividualmembercountries CITATION Le Gal La Salle, J.; David, M.; Lauret, P. A Set of New Tools to Measure the Effective Value of Probabilistic Forecasts of ContinuousVariables. Forecasting 2025, 7, 30.https://doi.org/10.3390/forecast7020030 IMAGE CREDITS Carl Attard from Pexels A Set of New Tools to Measure theEffective Value of Probabilistic Forecastsof Continuous Variables IEA PVPSTask16Solar Resource for High Penetration andLargeScale Applications Published under the terms of the Creative CommonsCC-BY license in: Forecasting 2025,7(2), 30https://doi.org/10.3390/forecast7020030 ArticleA Set of New Tools to Measure the Effective Value ofProbabilistic Forecasts of Continuous Variables Josselin Le Gal La Salle *,†, Mathieu David†and Philippe Lauret lPIMENT Laboratory, University of La Reunion, 15, Avenue René Cassin, CEDEX, 97715 Saint-Denis, France;philippe.lauret@univ-reunion.fr (P.L.)*Correspondence: josselin.le-gal-la-salle@univ-reunion.fr†These authors contributed equally to this work. Abstract:In recent years, the prominence of probabilistic forecasting has risen amongnumerous research fields (finance, meteorology, banking, etc.). Best practices on using suchforecasts are, however, neither well explained nor well understood. The question of thebenefits derived from these forecasts is of primary interest, especially for the industrialsector. A sound methodology already exists to evaluate the value of probabilistic forecastsof binary events. In this paper, we introduce a comprehensive methodology for assessingthe value of probabilistic forecasts of continuous variables, which is valid for a specificclass of problems where the cost functions are piecewise linear. The proposed methodologyis based on a set of visual diagnostic tools. In particular, we propose a new diagram calledEVC (“Effective economic Value of a forecast of Continuous variable”) which providesthe effective value of a forecast. Using simple case studies, we show that the value ofprobabilistic forecasts of continuous variables is strongly dependent on a key variable thatwe call the risk ratio. It leads to a quantitative metric of a value called the OEV (“OverallEffective Value”).The preliminary results suggest that typical OEVs demonstrate thebenefits of probabilistic forecasting over a deterministic approach. Keywords:value of forecast; probabilistic forecasting; uncertainty management; quantile score 1. Introduction Academic Editor: Sonia Leva Probabilistic forecasts have become an important topic in several scientific fields,like meteorology, finance, decision science and management science. They are producedin order to improve decision-making [1].