Calibrated probabilities for the season ahead.
How cold will January be? We answer with a probability distribution that has been checked against twenty years of outcomes, at the locations you care about, from tomorrow to seven months out.
See the season. Price it today.
Beyond two weeks a raw forecast needs calibration. We do that, every day, for every location you name.
Tomorrow to seven months
- One consistent view across every horizon
- Skill reported by month, location, and lead
- Where there is no skill, we say so
In your units
- Contract settlement and degree days
- Policy triggers and crop calendars
- API, dashboards, files, or reports
Scored against what happened
- Every forecast archived as issued
- Benchmark: CRPS skill over climatology
- Full record shared before any commitment
Three desks, one input.
HDD and CDD distributions at the stations behind listed and OTC contracts.
Peak-risk windows and exceedance probabilities, past the two-week horizon.
Season-ahead scenarios for hedge sizing and procurement timing.
Insurers price the season on an index with the same distributions. Growers plan freeze and heat windows with them. Both start here.
The settlement distribution, and everything behind it.
- Daily temperature distributions, any station, 1 day to 7 months
- Monthly and seasonal HDD and CDD distributions with quantiles
- Exceedance probabilities for any threshold you define
- Daily scenario paths for building custom indices
- Scored against climatology by station, month, and lead
- Compared with market prices where a contract is listed
- Every issued forecast kept in a point-in-time archive
- API, scheduled files, dashboards, or reports
A January HDD contract, seen from October.
A desk holds a January HDD position at a northeastern station. In October, the calibrated product already gives the month a distribution whose 80 percent interval has been checked over 20 past Januaries. The view then tightens as the month approaches.
Seasonal distribution for January HDD: median, quantiles, and the probability of exceeding the strike.
The extended-range view tightens the distribution. The two views agree, so the position does not jump.
Daily distributions through the month, scored at settlement.
Illustrative sequence. Station, strike, and numbers are set per engagement.
Daily distributions for the two-week window markets watch most.
Spot prices respond to the next two weeks of temperature. A single number tells one story. The calibrated distribution shows the tails, the variance, and how the chance of an extreme week shifts run to run.
The same distributions price parametric indices before they settle.
A trigger index settles on observed data. Its risk is priced ahead on these forecasts, so the view that prices the cover and the source that settles it stay consistent.
Name your locations. We will score ourselves on them.
The benchmark is free. It runs on the places and outcomes that matter to you, whether that is a settlement station, a city, or a growing region, against climatology, on a protocol agreed in advance. You see the full record before any commercial commitment.
Or write to info@ilikallc.com