  When climate forecasts are highly uncertain, the optimal mean squared error
strategy is to ignore them. When climate forecasts are highly certain, the
optimal mean squared error strategy is to use them as is. In between these two
extremes there are climate forecasts with an intermediate level of uncertainty
for which the optimal mean squared error strategy is to make a compromise
forecast. We present two new methods for making such compromise forecasts, and
show, using simulations, that they improve on previously published methods.
