The Extremal Dependence Index (EDI) – More Than a Tool for Rare Event Forecast Evaluation?

Forecast verification is essential for evaluating numerical weather prediction performance, particularly when categorical measures are applied across events of varying frequency. Traditional verification metrics often exhibit strong dependence on climatological frequency, limiting their interpretability for rare but high-impact phenomena. This study assesses the applicability of both conventional and rare-event categorical verification measures across the full spectrum of event frequencies using theoretical cases, with a focus on wind forecasts. Wind speed and direction observations at 10 m, representing both strong-wind and weak-wind regimes, are used to verify operational forecasts from two similar model configurations.
Results from theoretical contingency tables and real forecast data reveal the main strengths and substantial limitations of widely used measures, expectedly including pronounced base-rate dependence for some. Unexpectedly, the Extremal Dependence Index (EDI) provides a consistent assessment of forecast quality for both rare and frequent events. The findings demonstrate that although EDI was originally developed for rare-event verification, it shows a broader range of applicability across different event frequencies than might be expected, even though retaining some of the known limitations common to categorical measures.

Building on this, the results can be naturally extended toward a more integrated representation of forecast performance. By visualizing these aspects within a polar framework (performance rose), the circular nature of wind direction is explicitly accounted for, enabling a more intuitive interpretation compared to Cartesian representations. Such an approach allows multiple attributes (e.g., distribution, bias, and accuracy) to be conveyed simultaneously, while highlighting the importance of a balanced and targeted selection of information to avoid information overload, potentially leading to loss of clarity.