At the recent International Symposium on Forecasting, held in Riverside, California, Tillman Gneiting gave a great talk on “Evaluating forecasts: why proper scoring rules and consistent scoring functions matter”. It will be the subject of an IJF invited paper in due course. One of the things he talked about was the “Murphy diagram” for comparing forecasts, as proposed in Ehm et al (2015). Here’s how it works for comparing mean …